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.
This work presents a geometrical formulation of the Clairin theory of conditional symmetries for higher-order systems of partial differential equations (PDEs). We devise methods for obtaining Lie algebras of conditional symmetries from known conditional symmetries, and unnecessary previous assumptions of the theory are…
Study rough volatility models using path-dependent PDEs and fractional Brownian motions.
problem Modeling and analyzing rough volatility in financial markets.
method Showed conditional expectations are unique classical solutions to path-dependent PDEs derived from functional Itô formula. Leverage these to study weak rates of convergence for discretized stochastic integrals.
result Obtained optimal weak error rates for approximating log-stock prices in rough volatility models.
A weak law of large numbers is established for a sequence of systems of N classical point particles with logarithmic pair potential in $\bbR^n$, or $\bbS^n$, $n\in \bbN$, which are distributed according to the configurational microcanonical measure δ(E−H), or rather some regularization thereof, where H is the configu…
Let f be a smooth plurisubharmonic function which solves $$ \det(f_{i\bar j})=1\;\;\;\;\;\;\mbox{in }Ω\subset \mathbb C^n.$$ Suppose that the metric ωf=−1fijˉdzi∧dzˉj is complete and f satisfies the growth condition $$ C^{-1}(1+|z|^2)\leq f\leq C(1+ |z|^2),\;\;\;\; as\;\;\; |z|\to…
We use PDE methods as developed for the Liouville equation to study the existence of conformal metrics with prescribed singularities on surfaces with boundary, the boundary condition being constant geodesic curvature. Our first result shows that a disk with two corners admits a conformal metric with constant Gauss curv…
We define a formal Riemannian metric on a given conformal class of metrics on a closed Riemann surface. We show interesting formal properties for this metric, in particular the curvature is nonpositive and the Liouville energy is geodesically convex. The geodesic equation for this metric corresponds to a degenerate ell…
The paper explores the L1-Liouville property on graphs and its connections to stochastic completeness.
problem Investigating the L1-Liouville property on graphs and its implications.
method Characterization of L1-Liouville property in terms of Green function, equivalence with stochastic completeness, and comparison theorems based on inner-outer curvatures.
result Equivalence of L1-Liouville property and stochastic completeness on model graphs, and introduction of Dirichlet L1-Liouville property.
We give exposition of a Liouville theorem established in \cite{Li3} which is a novel extension of the classical Liouville theorem for harmonic functions. To illustrate some ideas of the proof of the Liouville theorem, we present a new proof of the classical Liouville theorem for harmonic functions. Applications of the …
A 'Liouville structure' is a structure isomorphic to a cotangent vector fibration. A Liouville structure is an essential ingredient of every variational formulation of a physical theory. For reasons of interpretation the Liouville structure can not be replaced by the corresponding cotangent fibration. We give a precise…
We study simple root flows and Liouville currents for Hitchin representations. We show that the Liouville current is associated to the measure of maximal entropy for a simple root flow, derive a Liouville volume rigidity result, and construct a Liouville pressure metric on the Hitchin component.
The paper derives Liouville theorems for various generalized maps on Riemannian manifolds.
problem Deriving Liouville theorems for generalized maps on Riemannian manifolds.
method Using conservation laws and monotonicity formulas, the paper derives Liouville theorems for different types of maps under various conditions.
result The paper establishes Liouville theorems for several types of generalized maps, including φ-F harmonic maps, φ-F symphonic maps, and φ-F-V-harmonic maps.
Liouville domains have become central objects in symplectic and contact geometry. However, the auxiliary data they involve --- namely, Liouville forms --- and the non-compactness of their completions generate some inconvenience. The notion of ideal Liouville domains is designed to suppress these awkward aspects and to …
We study the Liouville action for quasi-Fuchsian groups with parabolic and elliptic elements. In particular, when the group is Fuchsian, the contribution of elliptic elements to the classical Liouville action is derived in terms of the Bloch-Wigner functions. We prove the first and second variation formulas for the cla…
Arnold-Liouville systems cannot be bi-Hamiltonian generically.
problem The bi-Hamiltonian structure of Arnold-Liouville systems.
method Proving that a specific class of smooth functions is a meagre subset for the Fréchet topology, which implies Arnold-Liouville systems cannot be bi-Hamiltonian.
result Generically, Arnold-Liouville systems cannot be bi-Hamiltonian.