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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.

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48 results for Non-uniqueness

Non-unique option pricing in Heston model analyzed mathematically.

problem Non-uniqueness of call option prices in the Heston model.
method Analysis of degenerate parabolic equations in the context of option pricing.
result Construction of a new example demonstrating the accuracy of a uniqueness theorem.

The study examines uniqueness and non-uniqueness of minimal surfaces in hyperbolic space.

problem Uniqueness and non-uniqueness of minimal surfaces in hyperbolic space.
method Analyzes criteria for uniqueness and constructs examples of non-uniqueness.
result Uniqueness of minimal surfaces is equivalent to uniqueness in a smaller class of stable minimal disks.

Paper explores non-uniqueness and uniqueness class for wave equations on graphs.

problem Non-uniqueness of solutions to wave equations on infinite graphs.
method Analyticity of solutions in the uniqueness class, extension to a wide class of linear evolution equations.
result Sharp uniqueness class for solutions of wave equations on graphs.

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…

2018-10-26abs ↗pdf ↗

New method for estimating value of optimal policies in uncertain scenarios.

problem Inference for optimal policies when they are non-unique or nearly deterministic.
method Semiparametric efficiency bound, uniformly weighted estimator, NSAVE method.
result Proposes NSAVE method for robust inference in uncertain optimal policies.

Study Born-Infeld solitons and solve Björling problem for them.

problem Existence and non-uniqueness of solutions to the Björling problem for Born-Infeld solitons.
method Two approaches: treating as time-like minimal surfaces or using Barbashov-Chernikov representation.
result Solution to Björling problem may not be unique.

New non-canonical flows found via parabolic Allen-Cahn equations.

problem Existence of non-canonical mean curvature flows inside fattening regions.
method Construction of non-canonical flows as limits of parabolic ε-Allen-Cahn solutions.
result First examples of non-outermost, non-canonical integral Brakke motions.

Study on Seifert fibered spherical 3-orbifolds, determining their unique fibrations.

problem Analyzing the non-uniqueness of Seifert fibrations in spherical 3-orbifolds.
method Examined closed spherical Seifert three-orbifolds, determining the number and describing algorithms for equivalence.
result Determined the number of inequivalent fibrations for any closed spherical Seifert three-orbifold.

The paper explores uniqueness and non-uniqueness of spacetime extensions in general relativity.

problem Investigating the uniqueness and non-uniqueness of spacetime extensions in general relativity.
method Analyzes the extension of globally hyperbolic Lorentzian manifolds with a focus on low regularities.
result Local uniqueness of anchored extensions for certain regularity classes of extensions.

A new principle minimizes residual and introduces momentum to improve PDE solution dynamics.

problem Ill-conditioning in Dirac-Frenkel residual minimization leads to non-unique parameter dynamics.
method Introduces a history variable (momentum) to select better-conditioned parameter velocities, preserving residual minimization while promoting smooth parameter evolutions.
result The approach leads to increased robustness in singular and near-singular PDE solution regimes.

Researchers construct translators asymptotic to self-shrinkers, proving non-uniqueness and fattening.

problem Constructing translators with prescribed ends and understanding their asymptotic behavior.
method Constructing families of complete translators polynomially asymptotic to self-shrinkers, proving non-uniqueness and fattening.
result Non-uniqueness and fattening of translators, with at least two translators asymptotic to each other at an exponential rate.

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.

2001-05-15abs ↗pdf ↗

The Volterra square-root process shows non-uniqueness of limiting distributions and regularity of its law.

problem Non-uniqueness of limiting distributions in the Volterra square-root process.
method Establishing existence of limiting distributions using integrability of the Volterra convolution kernel and exponential-affine transformation.
result The limiting distributions of the Volterra square-root process depend on the initial state and belong to weighted Besov spaces.

We prove that, given H<1|H|<1, a generic simple closed curve embedded in the asymptotic boundary of H3\mathbb{H}^3 (with respect to the supremum metric) bounds more than one complete surface embedded in H3\mathbb{H}^3 which has constant mean curvature HH. We remark that this is not true for the space of simple closed $…

2016-02-05abs ↗pdf ↗

Study finds non-uniqueness in sphere metrics with constant fractional curvature.

problem Non-uniqueness of metrics with constant positive fractional curvature on spheres.
method Bifurcation techniques applied to non-local equations with critical non-linearity.
result Non-uniqueness results for complete metrics on SnSkS^n \setminus S^k.

Unified framework for ranking-and-selection with multiple correct answers and non-answerable estimates

problem Fixed-precision ranking-and-selection in structured settings with non-unique answers and non-answerable estimates
method Unified framework based on answer-wise acceptance sets, restricted generalized likelihood ratio stopping, and answer-pitfall decomposition
result Unified recipe performs well across a broad range of pure-exploration problems

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…

2012-05-24abs ↗pdf ↗

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…

2006-06-22abs ↗pdf ↗

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…

2014-05-12abs ↗pdf ↗

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 …

2005-02-02abs ↗pdf ↗

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 λλ on the seven-times punctured sphere with uniformly bounded annular projection distances. Then we show that a…

2019-03-03abs ↗pdf ↗

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…

2014-10-31abs ↗pdf ↗

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…

2015-08-11abs ↗pdf ↗

Study best arm identification with limited precision sampling in bandits.

problem Limited precision sampling in multi-armed bandit problems.
method Proposed a modified tracking-based algorithm to handle non-unique optimal allocations and presented non-asymptotic bounds.
result Asymptotically optimal tracking-based algorithm for best arm identification.