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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.

168,657 papers · 148 categories

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2579 · Jul 201819922001200920172026
48 results for Schwartz Morphism

The paper develops a method for stochastic differential equations on manifolds using Schwartz morphisms and diffusion generators.

problem Representing stochastic differential equations on smooth manifolds.
method Using Schwartz morphisms and diffusion generators to construct SDEs on manifolds.
result An extended Ito formula for SDEs on manifolds.

We construct an algebra of smooth functions over the tangent groupoid associated to any Lie groupoid. This algebra is a field of algebras over the closed interval [0, 1] which fiber at zero is the algebra of Schwartz functions over the Lie algebroid, whereas any fiber out of zero is the convolution algebra of the initi…

2008-02-25abs ↗pdf ↗

Two sweeps of the Brennan-Schwartz algorithm solve American options under negative rates.

problem Inability of the Brennan-Schwartz algorithm to solve American options under negative interest rates.
method Two sweeps of the Brennan-Schwartz algorithm in two directions.
result Recovery of the exact solution for American options under negative rates.

The Schwartz-Smith model parameters are estimated using Kalman Filter with additional constraints.

problem Estimating parameters of the Schwartz-Smith model for risk-neutral pricing of futures contracts.
method Kalman Filter method with additional constraints to address parameter identification problem.
result The obtained parameter estimates are the conditional Maximum Likelihood Estimators (MLEs) evaluated within the Kalman Filter.

We define the spaces of Schwartz functions, tempered functions and tempered distributions on manifolds definable in polynomially bounded o-minimal structures. We show that all the classical properties that these spaces have in the Nash category, as first studied in Fokko du Cloux's work, also hold in this generalized s…

2018-02-04abs ↗pdf ↗

In the paper "Pappus's theorem and the modular group", R. Schwartz constructed a 2-dimensional family of faithful representations ρΘρ_Θ of the modular group PSL(2,Z)\mathrm{PSL}(2,\mathbb{Z}) into the group G\mathscr{G} of projective symmetries of the projective plane via Pappus Theorem. The image of the unique index 2 subg…

2016-10-13abs ↗pdf ↗

Study asymptotics of extension and orthogonal Bergman kernels for high tensor powers of positive line bundles.

problem Asymptotic behavior of Bergman kernels for high tensor powers of positive line bundles.
method Analyzing the Schwartz kernel of the Ohsawa-Takegoshi extension operator and orthogonal Bergman projector, proving exponential estimates and asymptotic expansions.
result Explicit asymptotic expansions for the Ohsawa-Takegoshi extension operator and orthogonal Bergman projector.

Paper optimizes neural networks for Bermudan option pricing with faster convergence and risk management tools.

problem Efficiently pricing Bermudan options with static hedging and risk management.
method Monte-Carlo-based artificial neural network framework with novel optimisation algorithm.
result The proposed neural network accelerates convergence and provides improved risk management tools.

PDSim simulates and estimates commodity futures prices using polynomial diffusion models.

problem Simulating and estimating commodity futures prices using polynomial diffusion models.
method Developed an R package with a Shiny app for simulation and estimation of commodity futures prices using polynomial diffusion models.
result PDSim is the only package specifically designed for the simulation and estimation of the polynomial diffusion model.

We discuss `hd-compactifications' of $\SL(2,\bbK)$ for $\bbK=\bbC$ or $\bbR.$ These are compact manifolds with boundary on which both the Schwartz and the Harish-Chandra Schwartz spaces are shown to be relatively standard spaces of conormal functions relative to the boundary. Closure under convolution and other module …

2018-12-10abs ↗pdf ↗

The paper explores new algebraic structures and morphisms in graded settings.

problem Understanding new algebraic structures and morphisms in graded settings.
method Introducing and analyzing LL_{\infty}-, PP_{\infty}-, and SS_{\infty}-algebras, and thick morphisms in a Z2imesZ\mathbb{Z}_2 imes \mathbb{Z}-graded context.
result Shifted SS_{\infty}-thick morphisms induce LL_{\infty}-morphisms of shifted SS_{\infty}-structures.

In this article we introduce conformal Riemannian morphisms. The idea of conformal Riemannian morphism generalizes the notions of an isometric immersion, a Riemannian submersion, an isometry, a Riemannian map and a conformal Riemannian map. We show that every injective conformal Riemannian morphism is an injective conf…

2018-04-18abs ↗pdf ↗

We study the behavior of the modular class of a Lie algebroid under general Lie algebroid morphisms by introducing the relative modular class. We investigate the modular classes of pull-back morphisms and of base-preserving morphisms associated to Lie algebroid extensions. We also define generalized morphisms, includin…

2007-12-18abs ↗pdf ↗

We define what we call morphisms of Cartan connections. We generalize the main theorems on Cartan connections to theorems on morphisms. Many of the known constructions involving Cartan connections turn out to be examples of morphisms. We prove some basic results concerning completeness of Cartan connections. We provide…

2008-02-11abs ↗pdf ↗

A graphical calculus for microformal morphisms simplifies complex operations in classical and quantum physics.

problem Simplifying operations in classical and quantum microformal morphisms.
method Developed a graphical calculus inspired by Cattaneo-Dherin-Felder's work on formal symplectic groupoids, extended to quantum thick morphisms.
result Infinite series can be written as sums over bipartite trees for both classical and quantum thick morphisms.

Identifies images of determinant morphism for specific co-Higgs bundles.

problem Determining images of determinant morphism for co-Higgs bundles.
method Identifying images of the determinant morphism of trace-free co-Higgs bundles modeled on rank 2 Schwarzenberger bundles.
result Identified images of the determinant morphism for specific co-Higgs bundles.

The momentum ray transform IkI^k integrates a rank mm symmetric tensor field ff over lines of Rn{\R}^n with the weight tkt^k: $ (I^k\!f)(x,ξ)=\int_{-\infty}^\infty t^kłf(x+tξ),ξ^m\r\,dt. $ We give the range characterization for the operator f(I0 ⁣f,I1 ⁣f,,Im ⁣f)f\mapsto(I^0\!f,I^1\!f,\dots, I^m\!f) on the Schwartz space of rank mm smo…

2019-09-17abs ↗pdf ↗

We study quasi-morphisms on the groups Pn of pure braids on n strings and on the group D of compactly supported area-preserving diffeomorphisms of an open two-dimensional disc. We show that it is possible to build quasi-morphisms on Pn by using knot invariants which satisfy some special properties. In particular, we st…

2009-07-15abs ↗pdf ↗

Characterizes harmonic morphisms preserving minimal submanifolds and finds novel area-minimising hypercones.

problem Understanding harmonic morphisms and their relationship to minimal submanifolds.
method Characterization of harmonic morphisms as weakly horizontally conformal maps preserving minimal submanifold equations, derivation of reduction properties for other co-dimensions, application to find novel area-minimising hypercones.
result Novel family of degree 4 area-minimising hypercones in R^m, m≥32.

Paper applies subdiffusive dynamics to American and barrier options pricing.

problem Valuation of American and barrier options in subdiffusive financial models.
method Proposes weighted finite difference and Longstaff-Schwartz methods for valuation.
result Numerical valuation of American and barrier options demonstrated.

Pluriharmonic maps form an important class of harmonic maps which includes holomorphic maps. We study their morphisms, in particular the inter-relationships between (1,1)(1,1)-geodesic, pluriharmonic and ±\pmholomorphic maps. Then we characterise pluriharmonic morphisms between Hermitian manifolds. We make a special stud…

1996-08-10abs ↗pdf ↗

The infinite matrix `Schwartz' group GG^{-\infty} is a classifying group for odd K-theory and carries Chern classes in each odd dimension, generating the cohomology. These classes are closely related to the Fredholm determinant on G.G^{-\infty}. We show that while the higher (even, Schwartz) loop groups of $G^{-\infty…

2006-06-16abs ↗pdf ↗

Constructs explicit harmonic functions and morphisms on complex and quaternionic Grassmannians.

problem Creating explicit solutions for pp-harmonic functions and harmonic morphisms.
method Using joint eigenfunctions of the Laplace-Beltrami and conformality operators.
result Induces solutions on dual non-compact Riemannian symmetric spaces.