arXiv research

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…

Schwartz functions smoothly extend to real projective spaces.

A beta function for double layers is defined and analyzed.

We discuss some basic concepts of semi-Riemannian geometry in low-regularity situations. In particular, we compare the settings of (linear) distributional geometry in the sense of L. Schwartz and nonlinear distributional geometry in the sense of J.F. Colombeau.

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

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

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

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

The paper proves estimates for Hodge Laplacians on Lie groups.

In 1948 Feynman introduced functional integration. Long ago the problematic aspect of measures in the space of fields was overcome with the introduction of volume elements in Probability Space, leading to stochastic formulations. More recently Cartier and DeWitt-Morette focused on the definition of a proper integration…

The paper constructs Ricci-flat Kähler manifolds with specific decay properties.

A new two-step LSMC method improves game option pricing accuracy.

New theory of distributions on spaces with singular submanifolds.

Survey recent constructions of cyclic cocycles for Lie groups.

The paper explores global index formulas for one-dimensional holomorphic foliations.

Resolving Schwartz's quadratic meander number conjecture

Describes representations of modular group into SL(3,R)/SO(3).

Study compares synthetic and distributional Ricci curvature bounds.

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

We prove a conjecture of R. Schwartz about the type of some complex hyperbolic triangle groups.

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

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

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 …

We present an extension of the classical theory of calculus of variations to generalized functions. The framework is the category of generalized smooth functions, which includes Schwartz distributions while sharing many nonlinear properties with ordinary smooth functions. We prove full connections between extremals and…

Motivated by the study of Hörmander's sums-of-squares operators and their generalizations, we define the convolution algebra of transverse distributions associated to a singular foliation. We prove that this algebra is represented as continuous linear operators on the spaces of smooth functions and generalized function…

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…

The paper generalizes Riemann curvature for manifolds with discontinuous metrics.

We deduce a recent theorem by R. Schwartz on the structure of the so-called Poncelet grid from complete integrability of the billiard in an ellipse

Wave equation map reveals manifold's structure.

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

When the underlying asset displays oscillations, spikes or heavy-tailed distributions, the lognormal diffusion process (for which Black and Scholes developed their momentous option pricing formula) is inadequate: in order to overcome these real world difficulties many models have been developed. Merton proposed a jump-…

Study on diffeologies on locally convex spaces and smooth multiplication of distributions.

Let $M$ be a compact smooth manifold equipped with a positive smooth density $μ$ and $H$ be a smooth distribution endowed with a fiberwise inner product $g$. We define the Laplacian $Δ_H$ associated with $(H,μ,g)$ and prove that it gives rise to an unbounded self-adjoint operator in $L^2(M,μ)$. Then, assuming that $H$ …

Paper applies subdiffusive dynamics to American and barrier options pricing.

We deal with the interest rate model proposed by Schaefer and Schwartz, which models the long rate and the spread, defined as the difference between the short and the long rates. The approximate analytical formula for the bond prices suggested by the authors requires a computation of a certain constant, defined via a n…

This paper consists of two parts. In the first part we show that in odd dimension, as well as in even dimension below the critical weight (i.e. half the dimension), the logarithmic singularities of Schwartz kernels and Green kernels of conformal invariant pseudodifferential operators are linear combinations of Weyl con…

We study random Morse functions on a Riemann manifold $(M^m,g)$ defined as a random Gaussian weighted superpositions of eigenfunctions of the Laplacian of the metric $g$. The randomness is determined by a fixed Schwartz function $w$ and a small parameter $\varepsilon>0$. We first prove that as $\varepsilon\to 0$ the ex…

The infinite matrix `Schwartz' group $G^{-\infty}$ 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 $G^{-\infty}.$ We show that while the higher (even, Schwartz) loop groups of $G^{-\infty…

We give an algebraic/geometric characterization of the classical pseudodifferential operators on a smooth manifold in terms of the tangent groupoid and its natural $\mathbb{R}^\times_+$-action. Specifically, we show that a properly supported semiregular distribution on $M\times M$ is the Schwartz kernel of a classical …

We give a complete classification of complex hyperbolic $(n_1, n_2, n_3)$-triangle groups by types defined according to the ellipticity of two particular words of short length. This improves the Schwartz conjecture proved by Grossi.

The Brylinski beta function is extended for coaxial layers on submanifolds.

R. Schwartz's inequality provides an upper bound for the Schwarzian derivative of a parameterization of a circle in the complex plane and on the potential of Hill's equation with coexisting periodic solutions. We prove a discrete version of this inequality and obtain a version of the planar Blaschke-Santalo inequality …

The paper studies asymptotic expansions of operators related to Bochner-Schrödinger on Riemannian manifolds.

In this paper, we investigate a numerical algorithm for the pricing of swing options, relying on the so-called optimal quantization method. The numerical procedure is described in details and numerous simulations are provided to assert its efficiency. In particular, we carry out a comparison with the Longstaff-Schwartz…

Enhances option pricing for American-style options using JDOI method.

A leafwise Hodge decomposition was proved by Sanguiao for Riemannian foliations of bounded geometry. Its proof is explained again in terms of our study of bounded geometry for Riemannian foliations. It is used to associate smoothing operators to foliated flows, and describe their Schwartz kernels. All of this is extend…

Study optimal holomorphic extensions for jets along submanifolds as tensor powers increase.

We introduce a new method to price American-style options on underlying investments governed by stochastic volatility (SV) models. The method does not require the volatility process to be observed. Instead, it exploits the fact that the optimal decision functions in the corresponding dynamic programming problem can be …