arXiv research

Schwartz functions smoothly extend to real projective spaces.

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

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…

A beta function for double layers is defined and analyzed.

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

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

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 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…

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

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

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…

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

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…

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

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).

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 …

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…

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.

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

New theory of distributions on spaces with singular submanifolds.

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 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.

We discuss the `hd-compactification' of a semi-simple Lie group to a manifold with corners; it is the real analog of the wonderful compactification of deConcini and Procesi. There is a 1-1 correspondence between the boundary faces of the compactification and conjugacy classes of parabolic subgroups with the boundary fa…

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…

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…

Consider Least Squares Monte Carlo (LSM) algorithm, which is proposed by Longstaff and Schwartz (2001) for pricing American style securities. This algorithm is based on the projection of the value of continuation onto a certain set of basis functions via the least squares problem. We analyze the stability of the algori…

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 Brylinski beta function is extended for coaxial layers on submanifolds.

In this paper we examine the Laplacian on the product of two asymptotically hyperbolic (or conformally compact, as they are often called) spaces from the point of view of geometric scattering theory. In particular, we describe the asymptotic behavior of the resolvent applied to Schwartz functions and that of the resolv…

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.

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.

Two signature-based methods solve optimal stopping in non-Markovian frameworks.

Let $G$ be a real simple linear connected Lie group of real rank one. Then, $X := G/K$ is a Riemannian symmetric space with strictly negative sectional curvature. By the classification of these spaces, $X$ is a real/complex/quaternionic hyperbolic space or the Cayley hyperbolic plane. We define the Schwartz space $…

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…

Utility based methods provide a very general theoretically consistent approach to pricing and hedging of securities in incomplete financial markets. Solving problems in the utility based framework typically involves dynamic programming, which in practise can be difficult to implement. This article presents a Monte Carl…

In this paper, we present a Longstaff-Schwartz-type algorithm for optimal stopping time problems based on the Brownian motion filtration. The algorithm is based on Leão, Ohashi and Russo and, in contrast to previous works, our methodology applies to optimal stopping problems for fully non-Markovian and non-semimartinga…

Injectivity of X-ray transform proven for non-smooth metrics.

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

Study compares synthetic and distributional Ricci curvature bounds.