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arXiv research

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.

168,695 papers · 148 categories

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48 results for Monge gap

New method learns disentangled representations using Gromov-Monge maps.

problem Learning disentangled representations from unlabelled data.
method Introduces a novel approach based on Gromov-Monge maps to preserve geometric features while aligning data distributions.
result Demonstrates effectiveness on four benchmarks, outperforming other methods.

Optimal transport reformulates multiple quantile hedging problem.

problem Multiple quantile hedging problem in incomplete markets.
method Reformulated as Monge optimal transport problem, introduced Kantorovitch version, proved no duality gap.
result Multiple quantile hedging problem can be seen as semi-discrete optimal transport problem.

In this paper we investigate model-independent bounds for exotic options written on a risky asset. Based on arguments from the theory of Monge-Kantorovich mass-transport we establish a dual version of the problem that has a natural financial interpretation in terms of semi-static hedging. In particular we prove that th…

2011-06-29abs ↗pdf ↗

New bounds on optimal transport regularization show faster convergence rates than previously known.

problem Understanding the localization rate of Quadratically Regularized Optimal Transport (QOT) optimizers.
method Established lower bounds and derived mean-squared deviation controls for QOT optimizers.
result Lower bound of support concentration rate ε1d+2\varepsilon^{\frac{1}{d+2}} in directed Hausdorff distance.

New geometries derived from symplectic Monge-Ampère structures.

problem Exploring new generalized geometries from symplectic Monge-Ampère structures.
method Inspired by Hu, Moraru, and Svoboda, constructing new geometries from non-degenerate 2D symplectic Monge-Ampère structures.
result Non-degenerate Monge-Ampère structures give rise to quadric surfaces of generalized almost geometries.

The paper generalizes Monge-Ampère equations and their solutions in differential geometry.

problem Understanding the structure of Monge-Ampère equations and their solutions.
method Generalizing Monge-Ampère equations to higher-order systems and proving their solutions correspond to integral manifolds of exterior differential systems.
result The Korteweg-de Vries (KdV) equation and Cauchy-Riemann equations are examples of generalized Monge-Ampère equations.

Monge matrices and their permuted versions known as pre-Monge matrices naturally appear in many domains across science and engineering. While the rich structural properties of such matrices have long been leveraged for algorithmic purposes, little is known about their impact on statistical estimation. In this work, we …

2019-04-05abs ↗pdf ↗

New methods estimate transport-growth pairs in unbalanced optimal transport.

problem Statistical guarantees for Monge-type estimation in unbalanced optimal transport remain limited.
method Developed two estimators for transport-growth pairs under different setups.
result Achieved minimax optimal rate for estimation of transport-growth pairs.

Unique solution found for quaternionic Monge-Ampère equation on specific HKT manifolds.

problem Solving the quaternionic Monge-Ampère equation on HKT manifolds with an HKT foliation.
method Study of quaternionic Monge-Ampère equation on HKT manifolds with specific foliation properties.
result Unique solution for the equation for every basic datum.

Study proves long-term solutions to a specific equation on hyperKähler manifolds.

problem Proving long-term existence and uniqueness of solutions to a parabolic quaternionic Monge-Ampère equation.
method Proved long-term existence and uniqueness using parabolic quaternionic Monge-Ampère type equation.
result Solution converges smoothly to the unique solution of the Monge-Ampère equation.

Gradient and Laplacian estimates for complex Monge-Ampère equations found.

problem Estimating solutions to complex Monge-Ampère equations with singularities.
method Integral method applied to obtain gradient and Laplacian estimates.
result Gradient and Laplacian estimates for the solution to the singular complex Monge-Ampère equation.

Solves a Monge-Ampère type equation for Nakano positive curvature tensors of holomorphic vector bundles.

problem Solving Monge-Ampère type equations for Nakano positive curvature tensors of holomorphic vector bundles.
method Solves the Monge-Ampère type equation in the conformal class of a Nakano positive Hermitian metric.
result Solves the Monge-Ampère type equation for Nakano positive curvature tensors of holomorphic vector bundles.

Develops a new parabolic equation for surfaces, proving long-time existence and convergence.

problem Extending elliptic equations to parabolic settings for surfaces.
method Introduces a parabolic analogue of the elliptic split-type Monge-Ampère equation.
result Proves long-time existence and convergence conditions for the new equation.

Solves Monge-Ampère equations on compact Hessian manifolds using the Perron method.

problem Solving Monge-Ampère equations on compact Hessian manifolds.
method Perron method, compactness properties of normalized quasi-convex functions, local and global comparison principles for twisted Monge-Ampère operators.
result Solves Monge-Ampère equations involving arbitrary probability measures.

The paper studies quaternionic Monge-Ampère equations in weighted energy classes.

problem Characterizing the finite energy range of quaternionic Monge-Ampère operator.
method Proving well-definedness and fine property of the operator in weighted energy classes.
result Explicit characterization of the finite energy range of quaternionic Monge-Ampère operator.

Proves bounded subsolution theorem for complex Monge-Ampère equation on compact Hermitian manifolds.

problem Complex Monge-Ampère equation with positive Radon measure on compact Hermitian manifolds.
method Proves bounded subsolution theorem.
result Establishes bounded subsolution theorem for complex Monge-Ampère equation.

Study geometric singular solutions of generalized Monge-Ampère equations.

problem Solving generalized Monge-Ampère equations on a plane.
method Using exterior differential systems and Cauchy characteristics.
result Criteria for geometric singular solutions to be equivalent to specific types.

Study on residual Monge-Ampère mass of complex functions with directional Lipschitz continuity.

problem Estimating the residual Monge-Ampère mass of plurisubharmonic functions.
method General decomposition formula under Sasakian structure, L1L^{1}-apriori estimate, upper-bound estimate on residual mass.
result Upper-bound estimate on residual mass for uniformly directional Lipschitz continuity confirmed.

We study various capacities on compact Kähler manifolds which generalize the Bedford-Taylor Monge-Ampère capacity. We then use these capacities to study the existence and the regularity of solutions of complex Monge-Ampère equations.

2014-02-11abs ↗pdf ↗

Estimates Kähler metrics with noncollapsing volume under complex Monge-Ampère constraints.

problem Volume noncollapsing for Kähler metrics induced by complex Monge-Ampère equations.
method Proves local volume noncollapsing estimate with Ricci curvature lower bound.
result Establishes diameter and gradient estimates for Kähler metrics.

The paper proves a comparison principle for complex Monge-Ampère flows and solves a uniqueness problem.

problem Proving uniqueness of weak solutions to the pluripotential Cauchy-Dirichlet problem.
method Proving a comparison principle for the pluripotential complex Monge-Ampère flows.
result Proves the uniqueness of the weak solution to the pluripotential Cauchy-Dirichlet problem.

Note on gradient estimates for complex Monge-Ampere equation.

problem Gradient estimates for solutions of complex Monge-Ampere equation.
method Estimates LpL^p and LL^{\infty} for gradient in terms of continuity of the right-hand side.
result Gradient estimates for solutions of complex Monge-Ampere equation.

New proof of LL^\infty estimates for Monge-Ampère and Hessian equations on nef classes.

problem Estimating solutions to Monge-Ampère and Hessian equations on nef classes.
method Applying PDE approach to Kähler manifolds to nef classes.
result New proofs of estimates for Monge-Ampère and Hessian equations.

Paper establishes LL^{\infty} estimates for complex Monge-Ampere and Hessian equations.

problem Estimating solutions to complex Monge-Ampere and Hessian equations.
method Uses PDE techniques similar to Phong et al to prove LL^{\infty} and Hölder estimates.
result Establishes LL^{\infty} estimates for both complex Monge-Ampere and Hessian equations.

New method solves complex Monge-Ampère equations on hermitian manifolds.

problem Solving degenerate complex Monge-Ampère equations on hermitian manifolds.
method New approach using compactness and envelopes properties of quasi-plurisubharmonic functions.
result New relative a priori estimates and existence results for degenerate complex Monge-Ampère equations.

Solves a generalized Monge-Ampère equation on Kähler surfaces, proving a conjecture.

problem Existence and uniqueness of solutions to a generalized Monge-Ampère equation.
method Analyzes the equation's dependence on almost Kähler structure and proves Donaldson's conjecture.
result Proves Donaldson's conjecture for tamed almost complex 4-manifolds.

We investigate a class of multi-dimensional two-component systems of Monge-Ampère type that can be viewed as generalisations of heavenly-type equations appearing in self-dual Ricci-flat geometry. Based on the Jordan-Kronecker theory of skew-symmetric matrix pencils, a classification of normal forms of such systems is o…

2017-01-09abs ↗pdf ↗

Solves a specific Dirichlet problem on Hermitian manifolds.

problem Solving Dirichlet problem for Monge-Ampère type equations on Hermitian manifolds.
method Solves the Dirichlet problem for Monge-Ampère type equations for (n1)(n-1)-plurisubharmonic functions on Hermitian manifolds.
result Solves a specific Dirichlet problem on Hermitian manifolds.

Alternative proof of a theorem using parabolic Monge-Ampère equation in HKT geometry.

problem Proving a theorem about solutions to the quaternionic Monge-Ampère equation.
method Generalizing the parabolic Monge-Ampère equation to HKT geometry and proving existence and convergence of solutions.
result Existence and convergence of solutions to the equation under certain conditions.

Study on Hölder continuity of complex Monge-Ampère solutions on Stein spaces.

problem Understanding continuity of solutions to complex Monge-Ampère equations on Stein spaces.
method Analyzing solutions with LpL^p densities and Hölder boundary data on Stein spaces with isolated singularities.
result Solutions are Hölder continuous outside singular points if boundary data is Hölder continuous.

We prove the long time existence and uniqueness of solutions to the parabolic Monge-Ampère equation on compact almost Hermitian manifolds. We also show that the normalization of solution converges to a smooth function in CC^{\infty} topology as tt\rightarrow\infty. Up to scaling, the limit function is a solution of t…

2016-07-09abs ↗pdf ↗

Solves a general class of free boundary Monge-Ampère equations.

problem Optimal transport with degenerate densities and geometric problems.
method Analyzes a specific class of Monge-Ampère equations and their applications.
result Solves the equations for a general class, including applications to optimal transport and geometric problems.

Stability results for complex Monge-Ampère equations in various classes.

problem Stability of solutions to complex Monge-Ampère equations.
method Weak stability results followed by Ck,α\mathcal{C}^{k,α} stability proofs.
result Proves stability of solutions in relative full mass classes and on quasi-projective varieties.