arXiv research

The paper explores unique properties of Kähler manifolds without shared CR-submanifolds.

We classify all (locally) homogeneous Levi non-degenerate real hypersurfaces in $\mathbb{C}^3$ with symmetry algebra of dimension $\geq 6$.

We construct a complete convergent normal form for a real hypersurface in $\CC{N},\,N\geq 2$ at generic Levi degeneracy. This seems to be the first convergent normal form for a Levi-degenerate hypersurface. In particular, we obtain, in the spirit of the work of Chern and Moser \cite{chern}, distinguished curves in the …

New classification of complex hypersurfaces in 3D.

In our earlier articles we studied tube hypersurfaces in ${\mathbb C}^3$ that are 2-nondegenerate and uniformly Levi degenerate of rank 1. In particular, we showed that the vanishing of the CR-curvature of such a hypersurface is equivalent to the Monge equation with respect to one of the variables. In the present paper…

We obtain an explicit parametrization of stationary discs glued to some Levi non-degenerate hypersurfaces. These discs form a family which is invariant under the action of biholomorphisms. We use this parametrization to construct a local circular representation of these hypersurfaces. As a corollary, we get the uniquen…

New approach to Carrollian geometry using $\mathbb{R}^ imes$-bundles.

In this paper, we consider real hypersurfaces $M$ in $\Bbb C^3$ (or more generally, 5-dimensional CR manifolds of hypersurface type) at uniformly Levi degenerate points, i.e. Levi degenerate points such that the rank of the Levi form is constant in a neighborhood. We also require the hypersurface to satisfy a certain s…

Study of degenerate contrast functions on Lie groupoids and their geometric structures.

We continue our study, initiated in an earlier article, of a class of rigid hypersurfaces in ${\mathbb C}^3$ that are 2-nondegenerate and uniformly Levi degenerate of rank 1, having zero CR-curvature. We drop the restrictive assumptions of the earlier paper and give a complete description of the class. Surprisingly, th…

Hypersurface type CR-structures with non-degenerate Levi form on a manifold of dimension $(2n+1)$ have maximal symmetry dimension $n^2+4n+3$. We prove that the next (submaximal) possible dimension for a (local) symmetry algebra is $n^2+4$ for Levi-indefinite structures and $n^2+3$ for Levi-definite structures when $n>1…

We explicitly determine the structure equations of 5-dimensional Levi 2-nondegenerate CR hypersurfaces, using our recently constructed canonical Cartan connection for this class of CR manifolds. We also give an outline of the basic properties of absolute parallelisms and Cartan connections, together with a brief discus…

Let M be a CR manifold of hypersurface type, which is Levi degenerate but also satisfying a k-nondegeneracy condition at all points. This might be only if dim M is greater than or equal to 5 and if dim M = 5, then k= 2 at all points. We prove that for any 5-dimensional, uniformly 2-nondegenerate CR manifold M there exi…

We consider odd Poisson (odd symplectic) structure on supermanifolds induced by an odd symmetric rank $2$ (non-degenerate) contravariant tensor field. We describe the difference between odd Riemannian and odd symplectic structure in terms of the Cartan prolongation of the corresponding Lie algebras, and formulate an an…

Study para-CR structures in 5D with degenerate Levi form, revealing geometric conditions for conic graphs and Lorentzian ODEs.

We study CR hypersurfaces in C^4 with constant rank Levi form and find their defining equations.

We classify all compact simply connected homogeneous CR manifolds $M$ of codimension one and with non-degenerate Levi form up to CR equivalence. The classification is based on our previous results and on a description of the maximal connected compact group $G(M)$ of automorphisms of $M$. We characterize also the standa…

The paper solves heat kernel asymptotics on non-degenerate CR manifolds.

We derive a new equation for the optimal investment boundary of a general irreversible investment problem under exponential Lévy uncertainty. The problem is set as an infinite time-horizon, two-dimensional degenerate singular stochastic control problem. In line with the results recently obtained in a diffusive setting,…

We classify the tube domains in C^4 with affinely homogeneous base whose boundary contains a non-degenerate affinely homogeneous hypersurface. It follows that these domains are holomorphically homogeneous and amongst them there are four new examples of unbounded homogeneous domains (that do not have bounded realisation…

We consider the problem of rational decision making in the presence of nonlinear constraints. By using tools borrowed from spin glass and random matrix theory, we focus on the portfolio optimisation problem. We show that the number of ``optimal'' solutions is generically exponentially large: rationality is thus de fact…

Study para-CR structures relaxing complex conjugation constraint, finding homogeneous models.

New ODD metrics defined on manifolds with degeneracy conditions.

Study foundational aspects of degenerate para-CR structures and their PDE systems.

Let $(M,I)$ be an almost complex 6-manifold. The obstruction to integrability of almost complex structure (so-called Nijenhuis tensor) maps a 3-dimensional bundle to a 3-dimensional one. We say that Nijenhuis tensor is non-degenerate if it is an isomorphism. An almost complex manifold is called nearly Kaehler if it adm…

Let $U \subset \mathbb A^n$ be an open subset of real affine space. We consider functions $F: U \to \mathbb R$ with non-degenerate Hessian such that the first or the third derivative of $F$ is parallel with respect to the Levi-Civita connection defined by the Hessian metric $F"$. In the former case the solutions are gi…

We consider non-degenerate graph immersions into affine space $\mathbb A^{n+1}$ whose cubic form is parallel with respect to the Levi-Civita connection of the affine metric. There exists a correspondence between such graph immersions and pairs $(J,γ)$, where $J$ is an $n$-dimensional real Jordan algebra and $γ$ is a no…

On a Riemannian or a semi-Riemannian manifold, the metric determines invariants like the Levi-Civita connection and the Riemann curvature. If the metric becomes degenerate (as in singular semi-Riemannian geometry), these constructions no longer work, because they are based on the inverse of the metric, and on related o…

We extend the notion of a fundamental negatively $\mathbb Z$-graded Lie algebra $\mathfrak{m}_x=\bigoplus_{p\leq -1}\mathfrak{m}_x^p$ associated to any point of a Levi nondegenerate CR manifold to the class of $k$-nondegenerate CR manifolds $(M,\mathcal D,\mathcal J)$ for all $k\geq 2$ and call this invariant the core …

A new direct construction method for Cartan-Moser chains.

Let $\overline{M}$ be a smooth manifold with boundary $\partial M$ and interior $M$. Consider an affine connection $\nabla$ on $M$ for which the boundary is at infinity. Then $\nabla$ is projectively compact of order $α$ if the projective structure defined by $\nabla$ smoothly extends to all of $\overline{M}$ in a spec…

A locally conformally Kahler manifold is a Hermitian manifold $(M,I,ω)$ satisfying $dω=θ\wedge ω$, where $θ$ is a closed 1-form, called the Lee form of $M$. It is called pluricanonical if $\nablaθ$ is of Hodge type $(2,0)+(0,2)$, where $\nabla$ is the Levi-Civita connection, and Vaisman if $\nablaθ=0$. We show that a c…

We carry out the programme of R. Liouville \cite{Liouville} to construct an explicit local obstruction to the existence of a Levi--Civita connection within a given projective structure $[Γ]$ on a surface. The obstruction is of order 5 in the components of a connection in a projective class. It can be expressed as a poi…

Study reveals finite-size effects and sensitivity to random numbers in Levy-Levy-Solomon model.

These lectures notes aim at introducing Lévy processes in an informal and intuitive way, accessible to non-specialists in the field. In the first part, we focus on the theory of Lévy processes. We analyze a `toy' example of a Lévy process, viz. a Lévy jump-diffusion, which yet offers significant insight into the distri…

The problem of an arbitrary truncated Levy flight description using the method of cumulant approach has been solved. The set of cumulants of the truncated Levy distribution given the assumption of arbitrary truncation has been found. The influence of truncation shape on the truncated Levy flight properties in the Gauss…

Let $(X, T^{1,0}X)$ be a compact connected orientable CR manifold of dimension $2n+1$ with non-degenerate Levi curvature. Assume that $X$ admits a connected compact Lie group action $G$. Under certain natural assumptions about the group action $G$, we show that the $G$-invariant Szegö kernel for $(0,q)$ forms is a comp…

Develops information geometry for Lévy processes in finance.

Study of Yang-Mills fields on 4-manifolds using modified Lévy Laplacians.

Defines pre-Kähler structures and their properties.

The pricing of options in exponential Levy models amounts to the computation of expectations of functionals of Levy processes. In many situations, Monte-Carlo methods are used. However, the simulation of a Levy process with infinite Levy measure generally requires either to truncate small jumps or to replace them by a …

Efficient methods for Lévy models using SINH-regular processes.

Study of Lévy flights on Zoll surfaces, revealing geometric information.

Study shows convergence rates for BSDEs approximated by compound Poisson processes.

Levy copulas are the most general concept to capture jump dependence in multivariate Levy processes. They translate the intuition and many features of the copula concept into a time series setting. A challenge faced by both, distributional and Levy copulas, is to find flexible but still applicable models for higher dim…

Motivated by the pricing of lookback options in exponential Lévy models, we study the difference between the continuous and discrete supremum of Lévy processes. In particular, we extend the results of Broadie et al. (1999) to jump-diffusion models. We also derive bounds for general exponential Lévy models.

We introduce an algorithm for the pricing of finite expiry American options driven by Lévy processes. The idea is to tweak Carr's `Canadisation' method, cf. Carr [9] (see also Bouchard et al [5]), in such a way that the adjusted algorithm is viable for any Lévy process whose law at an independent, exponentially distrib…

Study of bandit problem with Poisson decision times and Lévy processes.