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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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25.0%50.0%75.0%100.0% · Nov 199319922001200920172026
48 results for Maximal operator

Study proves boundedness of operators in variable exponent Morrey spaces.

problem Boundedness of operators in global Morrey-type spaces with variable exponents.
method Analysis of Hardy-Littlewood maximal operator and potential type operator in variable exponent Morrey spaces.
result Boundedness of the Hardy-Littlewood maximal operator and potential type operator in global Morrey-type spaces with variable exponents.

Extends elliptic operator regularity to maximally hypoelliptic operators.

problem Maximally hypoelliptic differential operators and their regularity.
method Define a principal symbol for arbitrary differential operators involving vector fields and their commutators.
result Proves the invertibility of the principal symbol is equivalent to maximally hypoellipticity, answering a conjecture.

Study on Hardy-Littlewood maximal operators on manifolds with bounded geometry.

problem Boundedness and mapping properties of Hardy-Littlewood maximal operators on Riemannian manifolds.
method Analysis of LpL^p boundedness, conformal invariance, and weak type estimates.
result Sharp LpL^p estimates for the centred operator on Riemannian models with pinched negative scalar curvature.

We show that if a countable discrete group acts properly and isometrically on a spin manifold of bounded Riemannian geometry and uniformly positive scalar curvature, then, under a suitable condition on the group action, the maximal higher index of the Dirac operator vanishes in K-theory of the maximal equivariant Roe a…

2019-05-29abs ↗pdf ↗

In this paper, we use replica analysis to determine the investment strategy that can maximize the net present value for portfolios containing multiple development projects. Replica analysis was developed in statistical mechanical informatics and econophysics to evaluate disordered systems, and here we use it to formula…

2018-10-15abs ↗pdf ↗

A softmax operator applied to a set of values acts somewhat like the maximization function and somewhat like an average. In sequential decision making, softmax is often used in settings where it is necessary to maximize utility but also to hedge against problems that arise from putting all of one's weight behind a sing…

2016-12-16abs ↗pdf ↗

Study solves optimal portfolio selection using HJB equation.

problem Optimal portfolio selection problem.
method Maximal monotone operator method, Banach fixed-point theorem, Fourier transform, monotone operators technique.
result Existence and uniqueness of solution to HJB equation.

El Soufi-Ilias' theorem establishes a connection between minimal submanifolds of spheres and extremal metrics for eigenvalues of the Laplace-Beltrami operator. Recently, this connection was used to provide several explicit examples of extremal metrics. We investigate the maximality of these metrics and prove that all o…

2012-10-30abs ↗pdf ↗

Innovative advances validate a conjecture on maximal hypoellipticity in sub-Riemannian geometry.

problem Characterizing maximal hypoellipticity in sub-Riemannian geometry.
method Generalization of Connes tangent groupoid, pseudodifferential calculus, and invertibility of principal symbol.
result Validation of Helffer and Nourrigat's conjecture on maximal hypoellipticity.

It is established that the existence of non-isotropic vector field which Jacobi operator of maximal rank is an obstacle for the existence of non-trivial second-order symmetric parallel tensor field. In turns out that presence of such obstacle follows that manifold as pseudo-Riemannian manifold is locally non-reducible.…

2018-06-14abs ↗pdf ↗

We establish continuous maximal regularity results for parabolic differential operators acting on sections of tensor bundles on Riemannian manifolds. As an application, we show that solutions to the Yamabe flow instantaneously regularize and become real analytic in space and time. The regularity result is obtained by i…

2013-09-09abs ↗pdf ↗

Study of elliptic boundary value problems on non-compact manifolds.

problem Analyzing elliptic differential operators on manifolds with non-compact boundaries.
method Regularity theory and trace theorems for sections in the maximal domain under various assumptions.
result Systematic study of local and nonlocal boundary conditions, including the Atiyah-Patodi-Singer condition.

Study on metrics maximizing eigenvalues of Paneitz operator on 4-manifolds.

problem Investigating metrics maximizing eigenvalues of Paneitz operator.
method Critical points of eigenvalues of Paneitz operator on Riemannian metrics with fixed volume.
result Critical metrics associated with extrinsic conformal-harmonic maps into round spheres.

Improved bounds for Carleson-Sjölin operators on manifolds with specific curvature conditions.

problem Bounding Carleson-Sjölin operators on manifolds with special curvature conditions.
method Two different methods: one using distance function conditions and the other using contact orders of oscillatory integral operators.
result Improved LpL^p bounds for Carleson-Sjölin operators on manifolds with constant sectional curvature and those satisfying Sogge's chaotic curvature condition.

The elaboration of new quantization methods has recently developed the interest in the study of subalgebras of the Lie algebra of polynomial vector fields over a Euclidean space. In this framework, these subalgebras define maximal equivariance conditions that one can impose on a linear bijection between observables tha…

2000-09-28abs ↗pdf ↗

The paper solves a complex financial optimization problem using a novel mathematical technique.

problem Optimizing portfolio selection in financial markets.
method Maximal monotone operator method and Riccati transformation.
result Existence and uniqueness of a solution to the transformed parabolic equation in a Sobolev space.

New algorithms solve monotone inclusions and convex-concave minimax problems.

problem Solving maximally monotone equations and inclusions.
method Developed new accelerated algorithms based on Halpern-type fixed-point iteration and Popov's past extra-gradient method.
result Achieved O(1/k)\mathcal{O}(1/k) convergence rates for various problems.

Links can be transformed into many others using a specific operation.

problem Understanding the relationship between strongly quasipositive links and their concordance.
method Used a satellite operation with a slice knot to transform links.
result Strongly quasipositive links can be transformed into infinitely many other links.

The effectiveness of utility-maximization techniques for portfolio management relies on our ability to estimate correctly the parameters of the dynamics of the underlying financial assets. In the setting of complete or incomplete financial markets, we investigate whether small perturbations of the market coefficient pr…

2007-06-04abs ↗pdf ↗

Consider a proper, isometric action by a unimodular, locally compact group GG on a complete Riemannian manifold MM. For equivariant elliptic operators that are invertible outside a cocompact subset of MM, we show that a localised index in the KK-theory of the maximal group CC^*-algebra of GG is well-defined. The …

2019-09-25abs ↗pdf ↗

New algorithm tackles unknown utility network resource allocation.

problem Maximizing network utility with unknown agent utilities.
method Modeling as a bandit problem, proposing algorithms for resource allocation.
result Proposed algorithms are optimal when all agents have the same utility.

New RL approach uses future state and action visitation measures for better exploration.

problem Improving exploration in reinforcement learning.
method Intrinsic reward based on future state and action visitation measures, using contraction operators.
result Policies achieve good state-action space coverage and high performance.

Model predicts operational risk using HMMs with economic covariates.

problem Predicting operational risk losses with time-dependent structures and economic covariates.
method Hidden Markov Models extended to multivariate observations with an auxiliary economic variable.
result Calibration results show relevance of including economic covariates.

We consider a continuous curve of linear elliptic formally self-adjoint differential operators of first order with smooth coefficients over a compact Riemannian manifold with boundary together with a continuous curve of global elliptic boundary value problems. We express the spectral flow of the resulting continuous fa…

2005-04-07abs ↗pdf ↗

We establish a lower bound for the real eigenvalues of a Laplace-Beltrami operator with an LL^\infty-drift term. We make no assumptions that the operator is self-adjoint or that the drift has any additional regularity. In the case where the operator is self-adjoint, this establishes a lower bound on the spectrum witho…

2019-01-17abs ↗pdf ↗

The paper studies elliptic operators on manifolds with boundary.

problem Characterizing boundary conditions for elliptic operators on manifolds.
method Using Calderón projectors and mixed order Sobolev spaces, the paper describes the space of boundary values and characterizes Fredholm and regular realisations.
result Characterization of boundary conditions for elliptic operators leading to Fredholm and regular realisations.

Let G be a compact, semi-simple Lie group and H a maximal rank reductive subgroup. The irreducible representations of G can be constructed as spaces of harmonic spinors with respect to a Dirac operator on the homogeneous space G/H twisted by bundles associated to the irreducible, possibly projective, representations of…

2000-05-05abs ↗pdf ↗

The paper studies spectral properties of Jacobi operator for surfaces with nonpositive Euler characteristic.

problem Investigating spectral properties of the Jacobi operator for surfaces with nonpositive Euler characteristic.
method Proving a sharp upper bound for the second eigenvalue of the Jacobi operator and classifying surfaces attaining this bound.
result Totally geodesic tori maximize the second eigenvalue among compact orientable surfaces with positive genus.

Study discrete analog of zeta-determinant maximization on triangulated surfaces.

problem Maximizing zeta-determinant for discrete Laplacian on triangulated surfaces.
method Analogous to Osgood, Phillips, and Sarnak's theorem, study stationary points of determinants for discrete cotan-Laplacian.
result Discrete metrics of constant discrete Gaussian curvature are stationary points of the determinant, suggesting minima.