arXiv research

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

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…

Wave equation map reveals manifold's structure.

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

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…

Schwartz functions smoothly extend to real projective spaces.

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

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…

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.

Study gaps and clusters in eigenvalues of magnetic Laplacian on manifolds.

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

Kernel mean embeddings have recently attracted the attention of the machine learning community. They map measures $μ$ from some set $M$ to functions in a reproducing kernel Hilbert space (RKHS) with kernel $k$. The RKHS distance of two mapped measures is a semi-metric $d_k$ over $M$. We study three questions. (I) For a…

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…

The paper proves estimates for Hodge Laplacians on Lie groups.

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

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

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).

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…

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.

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 …

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

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 …

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

A beta function for double layers is defined and analyzed.

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…

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

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…

Study the Bochner-Schrödinger operator's trace in semiclassical limit.

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…

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 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.

One of the peculiarities of power and gas markets is the delivery mechanism of forward contracts. The seller of a futures contract commits to deliver, say, power, over a certain period, while the classical forward is a financial agreement settled on a maturity date. Our purpose is to design a Heath-Jarrow-Morton framew…

For a Dirac operator $D_{\bar{g}}$ over a spin compact Riemannian manifold with boundary $(\bar{X},\bar{g})$, we give a natural construction of the Calderón projector and of the associated Bergman projector on the space of harmonic spinors on $\bar{X}$, and we analyze their Schwartz kernels. Our approach is based on th…

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.

We propose a systematic construction of native Banach spaces for general spline-admissible operators ${\rm L}$. In short, the native space for ${\rm L}$ and the (dual) norm $\|\cdot\|_{\mathcal{X}'}$ is the largest space of functions $f: \mathbb{R}^d \to \mathbb{R}$ such that $\|{\rm L} f\|_{\mathcal{X}'}<\infty$, subj…

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 analyze the resolvent $R(k)=(P+k^2)^{-1}$ of Schrödinger operators $P=Δ+V$ with short range potential $V$ on asymptotically conic manifolds $(M,g)$ (this setting includes asymptotically Euclidean manifolds) near $k=0$. We make the assumption that the dimension is greater or equal to 3 and that $P$ has no $L^2$ null …

We give an explicit description of the full asymptotic expansion of the Schwartz kernel of the complex powers of $m$-Laplace type operators $L$ on compact Riemannian manifolds in terms of Riesz distributions. The constant term in this asymptotic expansion turns turns out to be given by the local zeta function of $L$. I…

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…

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…

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