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48 results for Nielsen

Extends Alòs' formula to Barndorff-Nielsen and Shephard model.

problem Modeling call option prices in a stochastic volatility model.
method Uses Alòs' decomposition formula and Ito's formula for an Ornstein-Uhlenbeck model with infinite jumps.
result First Alòs type decomposition formula for Barndorff-Nielsen and Shephard model.

Solves Nielsen realization problem for hyper-Kähler manifolds.

problem Realization problem for hyper-Kähler manifolds.
method Uses same invariant as for K3 surfaces and determines representation of mapping class group.
result Representation of mapping class group admits a section on its image for some deformation types.

The purpose of this expository paper is to present new directions in the classical Nielsen-Reidemeister fixed point theory. We describe twisted Burnside-Frobenius theorem, groups with RR_\infty \emph{property} and a connection between Nielsen fixed point theory and symplectic Floer homology.

2007-12-17abs ↗pdf ↗

We study Nielsen equivalence classes of generating pairs of Kleinian groups and HNN-extensions. We establish the following facts: - Hyperbolic 2-bridge knot groups have infinitely many Nielsen classes of generating pairs. - For any natural number N there is a closed hyperbolic 3-manifold whose fundamental group has N d…

2009-02-04abs ↗pdf ↗

Given two maps f1 and f2 from the sphere Sm to an n-manifold N, when are they loose, i.e. when can they be deformed away from one another? We study the geometry of their (generic) coincidence locus and its Nielsen decomposition. On the one hand the resulting bordism class of coincidence data and the corresponding Niels…

2010-02-18abs ↗pdf ↗

Nielsen reduction is an algorithm which decomposes any automorphism of a free group into a product of elementary Nielsen transformations. While this may be applied to a mapping class of a surface Sg,1S_{g,1} with one boundary component, the resulting decomposition in general will not have a topological interpretation. In…

2010-10-25abs ↗pdf ↗

We extend the Nielsen theory of coincidence sets to equalizer sets, the points where a given set of (more than 2) mappings agree. On manifolds, this theory is interesting only for maps between spaces of different dimension, and our results hold for sets of k maps on compact manifolds from dimension (k-1)n to dimension …

2010-08-12abs ↗pdf ↗

Abstract: Poisson bracket on shear coordinates relates to Fenchel-Nielsen bracket on gluing parameters.

problem Relationship between Fenchel-Nielsen coordinates and shear coordinates on Riemann surfaces.
method Explicitly showed the Poisson bracket on shear coordinates induces the Fenchel-Nielsen bracket on gluing parameters.
result Poisson bracket on shear coordinates relates to Fenchel-Nielsen bracket on gluing parameters.

The paper proves a theorem about fixed points and relates it to the Nielsen realisation problem.

problem The Nielsen realisation problem for aspherical manifolds.
method Proof of a theorem about fixed points and its relation to the Nielsen realisation problem.
result The coincidence of genuine and homotopy fixed points for isometric group actions on nonpositively curved manifolds.

The theorem connects surface mapping groups to fundamental groupoids.

problem Mapping class groups of bounded surfaces.
method Proving isomorphism between mapping class groups and fundamental groupoid automorphisms.
result Mapping class groups of bounded surfaces are isomorphic to fundamental groupoid automorphisms fixing boundary loops.

The problem on the minimal number (with respect to deformation) of intersection points of two closed curves on a surface is solved. Following the Nielsen approach, we define classes of intersection points and essential classes of intersection points, which "are preserved under deformation" and whose total number is cal…

2011-11-22abs ↗pdf ↗

The paper consists of four parts. Part I presents a brief survey of the Nielsen fixed point theory. Part II deals with dynamical zeta functions connected with Nielsen fixed point theory. Part III is concerned with congruences for the Reidemeister and Nielsen numbers. Part IV deals with the Reidemeister torsion . In Cha…

1996-04-02abs ↗pdf ↗

The paper computes Fenchel-Nielsen coordinates for fixed points of cyclic actions on Teichmüller space.

problem Computing Fenchel-Nielsen coordinates for cyclic actions on Teichmüller space.
method Developed algorithms to describe Fenchel-Nielsen coordinates of fixed points of cyclic subgroups of Mod(S_g) on Teich(S_g).
result Computed Fenchel-Nielsen coordinates for cyclic subgroups of orders 10, 8, and 4 in Mod(S_2).

The paper removes a condition for the Nielsen realisation problem using equivariant Poincaré duality.

problem The Nielsen realisation problem for aspherical manifolds.
method Application of equivariant Poincaré duality to cyclic groups of prime order.
result Removal of a technical condition in the Nielsen realisation problem.

Topological proof of Weil-Petersson symplectic form using Fenchel-Nielsen coordinates.

problem Proving Wolpert's formula for the Weil-Petersson symplectic form.
method Introducing a cell decomposition and groupoid cocycle on a surface to represent points in Teichmüller space.
result Topological proof of Wolpert's formula for the Weil-Petersson symplectic form.

Develops methods to simulate option prices for a specific stochastic volatility model.

problem No method exists to compute option prices numerically for a non-martingale jump-type model.
method Develops two Monte Carlo simulation methods under change of measure.
result Conducts numerical experiments to validate the developed methods.

Solves a problem related to Nielsen realization for certain groups.

problem Whether a cocompact proper topological manifold is equivariantly homotopy equivalent to a classifying space.
method Assumes a zero-dimensional singular set and uses properties of hyperbolic groups and aspherical manifolds.
result Solves the problem for specific groups containing a normal torsion-free subgroup.

We generalise the Karrass-Pietrowski-Solitar and the Nielsen realisation theorems from the setting of free groups to that of free products. As a result, we obtain a fixed point theorem for finite groups of outer automorphisms acting on the relative free splitting complex of Handel--Mosher and on the outer space of a fr…

2016-01-10abs ↗pdf ↗

We develop Fenchel-Nielsen coordinates for representations of surface groups into Sp(2n,R) with maximal Toledo invariant. Analogous to classical Fenchel-Nielsen coordinates on the Teichmüller space they consist of a parametrization of representations of the fundamental group of a pair of pants and a careful investigati…

2012-04-03abs ↗pdf ↗

Study shows Dehn twists on certain 4-manifolds cannot be realized by finite order diffeomorphisms.

problem Realization of Dehn twists as finite order diffeomorphisms on spin 4-manifolds.
method Use Y. Kato's 10/8-type inequality for involutions and its refinement.
result Dehn twists about specific spheres in certain 4-manifolds are not homotopic to finite order diffeomorphisms.

Study geodesic flow on symmetric surfaces to determine parabolic type.

problem Determine conditions for a Riemann surface to be of parabolic type.
method Analyze Fenchel-Nielsen coordinates and covering group properties.
result Conditions for a surface to be parabolic are equivalent to specific properties of its Fenchel-Nielsen coordinates.

Groups of homotopy equivalences of graphs help realize compact subgroups.

problem Realizing compact subgroups of homotopy equivalences of graphs.
method Introduced a Polish group topology on the group of proper homotopy equivalences and proved the Nielsen Realization theorem.
result Compact subgroups of homotopy equivalences can be realized by simplicial isomorphisms of graphs.

Suppose X,Y are manifolds, f,g:X->Y are maps. The well-known Coincidence Problem studies the coincidence set C={x:f(x)=g(x)}. The number m=dimX-dimY is called the codimension of the problem. More general is the Preimage Problem. For a map f:X->Z and a submanifold Y of Z, it studies the preimage set C={x:f(x) in Y}, and…

2002-02-12abs ↗pdf ↗

In classical fixed point and coincidence theory the notion of Nielsen numbers has proved to be extremely fruitful. Here we extend it to pairs (f_1, f_2) of maps between manifolds of arbitrary dimensions. This leads to estimates of the minimum numbers MCC(f_1, f_2) (and MC(f_1, f_2), resp.) of pathcomponents (and of poi…

2006-06-01abs ↗pdf ↗

Approximates option prices in Barndorff-Nielsen and Shephard models using Taylor expansion.

problem Approximating option prices in complex stochastic volatility models.
method Taylor expansion and recursive algorithm for closed-form approximations.
result Explicit results for inverse Gaussian and gamma stationary distributions, with favorable comparisons to characteristic function.

We obtain explicit representations of locally risk-minimizing strategies of call and put options for the Barndorff-Nielsen and Shephard models, which are Ornstein--Uhlenbeck-type stochastic volatility models. Using Malliavin calculus for Levy processes, Arai and Suzuki (2015) obtained a formula for locally risk-minimiz…

2015-03-30abs ↗pdf ↗

Extends Nielsen realization to infinite-type surfaces, classifying torsion elements and topological groups.

problem Realizing finite subgroups of mapping class groups on infinite-type surfaces.
method Extending Kerckhoff's result to infinite-type surfaces, using hyperbolic metrics and topological group properties.
result Compact subgroups of mapping class groups are finite, and locally compact subgroups are discrete.

Researchers solve Nielsen Realization problems for K3 surfaces in various categories.

problem Realizing finite groups of mapping classes as diffeomorphisms, isometries, or automorphisms in K3 surfaces.
method Introduced a computable invariant LGL_G and constructed an S4S_4 action by isometries.
result Some finite groups are realizable while others are not, depending on preserved structures.

Solves a problem related to classifying spaces for proper actions and Nielsen Realization.

problem Whether a cocompact proper topological Γ-manifold is equivariantly homotopy equivalent to the classifying space for proper actions.
method Using Poincaré models and assuming a zero-dimensional singular set, the problem is solved in the Poincaré category.
result New results about Brown's problem are obtained under certain conditions on the underlying group.