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A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,742 papers · 148 categories

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481216 · Jun 202019922001200920172026
48 results for Levi nondegeneracy

The paper constructs CR manifolds with arbitrary Levi nondegeneracy.

problem Creating CR manifolds with specific Levi nondegeneracy properties.
method Using CRCR algebras from su(2)\mathfrak{su}(2) representations, studying iterated Levi forms, and local model equations.
result Explicit construction and analysis of homogeneous CR manifolds with arbitrary Levi nondegeneracy.

Study on higher order Levi forms on homogeneous CR manifolds, improving previous results.

problem Investigating nondegeneracy of higher order Levi forms on weakly nondegenerate homogeneous CR manifolds.
method Improving previous results by proving order constraints for real forms in complex flag manifolds and constructing CR vector bundles with arbitrary orders of nondegeneracy.
result General orbits of real forms in complex flag manifolds have order less or equal 3 and compact ones less or equal 2.

In this paper, we consider real hypersurfaces MM in C3\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…

1999-05-26abs ↗pdf ↗

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…

2012-10-20abs ↗pdf ↗

In this paper we show some results on homogeneous CR manifolds, proved by introducing their associated CR algebras. In particular, we give different notions of nondegeneracy (generalizing the usual notion for the Levi form) which correspond to geometrical properties for the corresponding manifolds. We also give disting…

2005-10-28abs ↗pdf ↗

We study, from the point of view of CR geometry, the orbits M of a real form G of a complex semisimple Lie group G in a complex flag manifold G/Q. In particular we characterize those that are of finite type and satisfy some Levi nondegeneracy conditions. These properties are also graphically described by attaching to t…

2006-11-24abs ↗pdf ↗

Proves generic nondegeneracy for solutions under volume constraint in closed manifolds.

problem Proving nondegeneracy for solutions of the Van der Waals-Allen-Cahn-Hilliard equation.
method Adapting techniques from previous research to prove nondegeneracy.
result Generic nondegeneracy for solutions of the Van der Waals-Allen-Cahn-Hilliard equation under a volume constraint in closed manifolds.

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

problem Understanding invariants and degeneracies of submanifolds in para-CR structures.
method Analyzing split-diffeomorphisms and Levi forms, setting up foundational material.
result Equivalence of PDE system properties under 2-nondegeneracy conditions.

We describe an extension of Morse theory to smooth functions on compact Riemannian manifolds, without any nondegeneracy assumptions except that the critical locus must have only finitely many connected components.

2019-06-26abs ↗pdf ↗

This paper shows that an arbitrary generic submanifold in a complex manifold can be deformed into a 1-parameter family of generic submanifolds satisfying strong nondegeneracy conditions. The proofs use a careful analysis of the jet spaces of embeddings satisfying certain nondegeneracy properties, and also make use of t…

2006-08-12abs ↗pdf ↗

This paper studies mean curvature flows near cylindrical singularities.

problem Understanding the behavior of mean curvature flows near cylindrical singularities.
method Proved the rescaled flow converges to a graph over a cylinder, defined nondegeneracy, and showed properties of nondegenerate singularities.
result Nondegenerate cylindrical singularities are isolated, have a mean convex neighborhood, and are type-I.

Study on combustion theory solutions, proving nondegeneracy and stability in limit.

problem One-phase singular perturbation problem in combustion theory.
method Introduce density condition to preserve nondegeneracy, classify stable solutions.
result Global stable solutions have flat level sets in dimensions ≤ 4.

Study Yang-Mills connections on conformally compact manifolds, proving existence of extensions.

problem Existence of Yang-Mills connections on conformally compact manifolds.
method Proving existence of Yang-Mills connections for small deformations.
result Confirming the existence of Yang-Mills connections in the interior of the manifold.

The paper proves a Minkowski-like theorem for tetrahedra in dS3 and AdS3.

problem Formulating and proving a constant-curvature, holonomy-valued Lorentzian analogue of Minkowski theorem for tetrahedra.
method Formulated and proved a Lorentzian analogue of Minkowski theorem for tetrahedra in dS3 and AdS3.
result A unique strictly convex tetrahedron can be reconstructed from four non-trivial based SO+(1,2) holonomies.

Study constant and almost constant curvature spheres in hyperbolic space.

problem Existence of spheres with constant or almost constant mean curvature in hyperbolic space.
method Nondegeneracy result and sufficient conditions on prescribed functions.
result Existence of curves of embedded spheres with specified mean curvature.

The study examines stability and classification of special minimal hypersurfaces in high dimensions.

problem Stability and classification of special minimal hypersurfaces in high dimensions.
method Analysis of stability and nondegeneracy properties using Jacobi fields and Morse index.
result In high dimensions, these hypersurfaces are strictly stable and have a full classification of bounded Jacobi fields.

We establish a boundary connected sum theorem for asymptotically hyperbolic Einstein metrics; this requires no nondegeneracy hypothesis. We also show that if the two metrics have scalar positive conformal infinities, then the same is true for this boundary join.

2002-11-05abs ↗pdf ↗

We show that aff(n)\mathfrak{aff}(n), the Lie algebra of affine transformations of Rn,{\mathbb R}^n, is formally and analytically nondegenerate in the sense of A. Weinstein. This means that every analytic (resp., formal) Poisson structure vanishing at a point with a linear part corresponding to aff(n)\mathfrak{aff}(n) is locall…

2002-08-05abs ↗pdf ↗

Study on stability of 3D sessile drops, identifying degenerate kernel.

problem Linear stability of three-dimensional sessile drops with a free contact line.
method Derived constrained second variation, formulated Jacobi problem, combined geometric and Fourier analysis.
result Kernel of the constrained Jacobi operator is exactly the space of horizontal translations under pressure-volume nondegeneracy.

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

problem Finite-size effects and sensitivity to random numbers in Levy-Levy-Solomon model.
method Simulations and analysis of Levy-Levy-Solomon model with different random number generators and stopping criteria.
result Low-quality pseudo random number generators significantly impact simulation results.

Under a nondegeneracy condition, we show that an equiregular sub-Riemannian manifold of step size rr admits a canonical, VV-rigid complement defined from the sub-Riemannian data that is preserved the by action of sub-Riemannian isometries. We explore how the existence of such a complement relates to results from the …

2012-12-14abs ↗pdf ↗

Minimal rational curves on compactified symmetric spaces are orbit-closures of 1-parameter subgroups.

problem When are minimal rational curves on equivariant compactifications of symmetric spaces orbit-closures of 1-parameter subgroups?
method Combining algebraic geometry of minimal rational curves with differential geometry of symmetric spaces, showing Gauss-nondegeneracy of VMRT.
result The Gauss-nondegeneracy of VMRT implies that minimal rational curves on equivariant compactifications of symmetric spaces are orbit-closures of 1-parameter subgroups.

Real analytic (Cω\mathcal{C}^ω) surfaces S2S^2 in R3(x,y,u)\mathbb{R}^3 \ni (x,y,u) graphed as {u=F(x,y)}\big\{ u = F(x,y) \big\} with Fxx0F_{xx} \neq 0 whose Gaussian curvature vanishes identically: \[ 0 \,\equiv\, F_{xx}\,F_{yy} - F_{xy}^2, \] possess, under the action of the affine transformation group ${\sf Aff}_3(\mathbb{R}) = {\s…

2019-03-03abs ↗pdf ↗

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…

2008-04-03abs ↗pdf ↗

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…

2010-06-12abs ↗pdf ↗

Develops information geometry for Lévy processes in finance.

problem Understanding the statistical properties of Lévy processes for financial modeling.
method Deriving α\alpha-divergences from Lévy triplets, identifying Fisher information matrix and α\alpha-connection.
result Identifies statistical implications and differential-geometric structures of Lévy processes.

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

problem Connection between Yang-Mills fields and modified Lévy Laplacians on 4-manifolds.
method Analysis of modified Lévy Laplacians and their relation to Yang-Mills equations under nontrivial holonomy groups.
result Existence of a modified Lévy Laplacian related to Yang-Mills self-duality equations.

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 …

2010-09-23abs ↗pdf ↗

Efficient methods for Lévy models using SINH-regular processes.

problem Efficient numerical methods for evaluating Lévy models.
method Defining SL-processes and sSL-processes, deriving properties of characteristic exponent, and showing all popular Lévy processes can be subordinated to Brownian motion.
result All crucial properties of characteristic exponent are consequences of a specific representation, and all popular Lévy processes are SL- or sSL-subordinated Brownian motion.

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

problem Understanding the mean first capture time of Lévy flights on Zoll surfaces.
method Analysis of geodesic Lévy processes on Zoll surfaces, focusing on the first correction term.
result The first correction term encodes geometric information, specifically the degree of the conjugate point.

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

problem Analyzing convergence rates of BSDEs driven by Lévy processes.
method Approximating Lévy processes by compound Poisson processes and studying BSDEs.
result Optimal convergence rates derived for BSDEs in L2\mathbb L^2-norm and Wasserstein distance.

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…

2012-07-18abs ↗pdf ↗

Paper calculates perpetual American put option pricing with drawdown event in Lévy market.

problem Pricing perpetual American put options with a drawdown event in a Lévy market.
method Derives explicit price using geometric Lévy process with downward jumps, optimal stopping rule, and martingale arguments.
result Optimal stopping rule is the first time asset price falls below a specific value.