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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.

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2 results for “Q-processes”

Quenched path limits and periodization stability for tilted Brownian motion in Poissonian potentials on

\mathbb{H}^d

math.PR

Existence of Q-processes for Brownian motion on hyperbolic spaces with Poissonian potentials shown.

problem Existence of path limits (Q-processes) for Brownian motion on hyperbolic spaces with Poissonian potentials.

method Analysis of stationary random potentials with spectral and sup norm bounds, and use of foliated space defined by the point process.

result Existence of Q-processes for Brownian motion on hyperbolic spaces with Poissonian potentials shown.

Brownian motion hyperbolic spaces Poissonian potentials Q-processes foliated space

2026-02-20abs ↗pdf ↗

Chaos in Fractionally Integrated Generalized Autoregressive Conditional Heteroskedastic Processesq-fin.MF

Fractionally integrated generalized autoregressive conditional heteroskedasticity (FIGARCH) arises in modeling of financial time series. FIGARCH is essentially governed by a system of nonlinear stochastic difference equations ${u_t}$ = ${z_t}$ $(1-\sum\limits_{j=1}^q β_j L^j)σ_{t}^2 = ω+(1-\sum\limits_{j=1}^q β_j L^j -…

2016-01-29abs ↗pdf ↗