Non-uniqueness found in option valuation for certain α values.
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.
Trend · papers per month
In this technical note, we adapt an idea of Gabai to construct non-uniquely ergodic, non-geometric, arational trees.
Non-unique option pricing in Heston model analyzed mathematically.
Wave maps can have multiple bubbling solutions at blow-up points.
The dual -Minkowski problem with is investigated in this paper. By proving a new existence result of solutions and constructing an example, we obtain the non-uniqueness of solutions to this problem.
The study examines uniqueness and non-uniqueness of minimal surfaces in hyperbolic space.
We construct Weil-Petersson (WP) geodesic rays with minimal filling non-uniquely ergodic ending lamination which are recurrent to a compact subset of the moduli space of Riemann surfaces. This construction shows that an analogue of the Masur's criterion for Teichmüller geodesics does not hold for WP geodesics.
The paper solves problems related to curvature on a 3-sphere.
Paper explores non-uniqueness and uniqueness class for wave equations on graphs.
Study shows non-uniqueness of Brakke flow near flat singular points.
Percolation study in non-hyperbolic groups proves non-uniqueness phase.
Curve shortening flow is not unique on certain metrics.
Nonnegative matrix factorization (NMF) is a popular dimension reduction technique that produces interpretable decomposition of the data into parts. However, this decompostion is not generally identifiable (even up to permutation and scaling). While other studies have provide criteria under which NMF is identifiable, we…
We consider the issue of solution uniqueness for portfolio optimization problem and its inverse for asset returns with a finite number of possible scenarios. The risk is assessed by deviation measures introduced by [Rockafellar et al., Mathematical Programming, Ser. B, 108 (2006), pp. 515-540] instead of variance as in…
New method for estimating value of optimal policies in uncertain scenarios.
Study Born-Infeld solitons and solve Björling problem for them.
We describe a method for constructing Teichmüller geodesics where the vertical measured foliation is minimal but is not uniquely ergodic and where we have a good understanding of the behavior of the Teichmüller geodesic. The construction depends on various parameters, and we show that one can adjust the parameters …
New non-canonical flows found via parabolic Allen-Cahn equations.
We show, in this note, that on any symplectic supermanifold, even or odd, there exist an infinite dimensional affine space of symmetric connections, compatible to the symplectic form.
Study on Seifert fibered spherical 3-orbifolds, determining their unique fibrations.
Proves existence of multi-phase flows from arbitrary initial data.
The paper explores uniqueness and non-uniqueness of spacetime extensions in general relativity.
We apply various topological methods to distinguish connected components of moduli spaces of complete Riemannian metrics of nonnegative sectional curvature on open manifolds. The new geometric ingredient is that souls of nearby nonnegatively curved metrics are ambiently isotopic.
A new principle minimizes residual and introduces momentum to improve PDE solution dynamics.
After giving a general introduction to the main known results on the anisotropic Calder{ó}n problem on n-dimensional compact Riemannian manifolds with boundary, we give a motivated review of some recent non-uniqueness results obtained in [5, 6] for the anisotropic Calder{ó}n problem at fixed frequency, in dimension n $…
Researchers construct translators asymptotic to self-shrinkers, proving non-uniqueness and fattening.
In this review paper we give a geometrical formulation of the field equations in the Lagrangian and Hamiltonian formalisms of classical field theories (of first order) in terms of multivector fields. This formulation enables us to discuss the existence and non-uniqueness of solutions, as well as their integrability.
The paper assesses conditions for the uniqueness of k-means clustering.
We address a non-unique parameter fitting problem in the context of material science. In particular, we propose to resolve ambiguities in parameter space by augmenting a black-box artificial neural network (ANN) model with two different levels of expert knowledge and benchmark them against a pure black-box model.
The Volterra square-root process shows non-uniqueness of limiting distributions and regularity of its law.
New 1-parameter family of ovals identified in 4d Ricci flow classification.
We prove that, given , a generic simple closed curve embedded in the asymptotic boundary of (with respect to the supremum metric) bounds more than one complete surface embedded in which has constant mean curvature . We remark that this is not true for the space of simple closed $…
We consider a class of finite Markov moment problems with arbitrary number of positive and negative branches. We show criteria for the existence and uniqueness of solutions, and we characterize in detail the non-unique solution families. Moreover, we present a constructive algorithm to solve the moment problems numeric…
Study finds non-uniqueness in sphere metrics with constant fractional curvature.
Unified framework for ranking-and-selection with multiple correct answers and non-answerable estimates
We first present a warped product manifold with boundary to show the non-uniqueness of the positive constant scalar curvature and positive constant boundary mean curvature equation. Next, we construct a smooth counterexample to show that the compactness of the set of "lower energy" solutions to the above equation fails…
We show that non-uniqueness of the Leray-Hopf solutions of the Navier--Stokes equation on the hyperbolic plane observed in arXiv:1006.2819 is a consequence of the Hodge decomposition. We show that this phenomenon does not occur on the hyperbolic spaces of higher dimension. We also describe the corresponding general Ham…
New Teichmüller geodesic rays found with unique foliations.
In [3], the authors showed the existence and the uniqueness of a sl(m+1,\R)-equivariant quantization in the non-critical situations. The curved generalization of the sl(m+1,\R)-equivariant quantization is the natural and projectively equivariant quantization. In [1] and [7], the existence of such a quantization was pro…
We present simple new examples of pure-jump strict local martingales. The examples are constructed as exponentials of self-exciting affine Markov processes. We characterize the strict local martingale property of these processes by an integral criterion and by non-uniqueness of an associated ordinary differential equat…
We study the structure of generalized Baumslag-Solitar groups from the point of view of their (usually non-unique) splittings as fundamental groups of graphs of infinite cyclic groups. We find and characterize certain decompositions of smallest complexity (`fully reduced' decompositions) and give a simplified proof of …
We construct a counterexample for an analogue of Masur's criterion in the setting of Teichmüller space equipped with the Thurston metric. For that, we find a minimal, filling, non-uniquely ergodic lamination on the seven-times punctured sphere with uniformly bounded annular projection distances. Then we show that a…
Barren plateaus are not an average-case phenomenon, but a highly non-unique problem.
We show uniqueness of classical solutions of the normalised two-dimensional Hamilton-Ricci flow on closed, smooth manifolds for smooth data among solutions satisfying (essentially) only a uniform bound for the Liouville energy and a natural space-time -bound for the time derivative of the solution. The result is s…
We relate ergodic-theoretic properties of a very small tree or lamination to the behavior of folding and unfolding paths in Outer space that approximate it, and we obtain a criterion for unique ergodicity in both cases. Our main result is that non-unique ergodicity gives rise to a transverse decomposition of the foldin…
In spaces of nonpositive curvature the existence of isometrically embedded flat (hyper)planes is often granted by apparently weaker conditions on large scales. We show that some such results remain valid for metric spaces with non-unique geodesic segments under suitable convexity assumptions on the distance function al…
This paper studies several aspects of asymptotically hyperbolic Einstein metrics, mostly on 4-manifolds. We prove boundary regularity (at infinity) for such metrics and establish uniqueness under natural conditions on the boundary data. By examination of explicit black hole metrics, it is shown that neither uniqueness …
Study best arm identification with limited precision sampling in bandits.