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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.

169,341 papers · 148 categories

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3571106141 · May 202619922001200920182026
48 results for Shepp's theorem

Improved tracking of tangled point sources using Riemannian metrics.

problem Tangled point source trajectories in temporal stacks.
method Lifting to higher-dimensional space of roto-translation group, new regularisation based on relaxed Reeds-Shepp metric.
result Reconstruction and untangling of trajectories even from numerical standpoint.

In this work, we expand the idea of Samuelson[3] and Shepp[2,5,6] for stock optimization using the Bachelier model [4] as our models for the stock price at the money (X[stock price]= K[strike price]) for the American call and put options [1]. At the money (X= K) for American options, the expected payoff of both the cal…

2009-02-26abs ↗pdf ↗

Study utility maximization with delayed information in continuous time Gaussian markets.

problem Maximizing utility with delayed information in continuous time Gaussian markets.
method Purely probabilistic approach based on Radon-Nikodym derivatives of Gaussian measures.
result Solution for optimal control and value in a specific Gaussian framework.

During the Great Recession, Democrats in the United States argued that government spending could be utilized to "grease the wheels" of the economy in order to create wealth and to increase employment; Republicans, on the other hand, contended that government spending is wasteful and discouraged investment, thereby incr…

2014-10-22abs ↗pdf ↗

Fix two points x,xˉS2x,\bar{x}\in S^2 and two directions (without orientation) η,ηˉη,\barη of the velocities in these points. In this paper we are interested to the problem of minimizing the cost J[γ]=0Tgγ(t)(γ˙(t),γ˙(t))+Kγ(t)2gγ(t)(γ˙(t),γ˙(t)) dt J[γ]=\int_0^T g_{γ(t)}(\dotγ(t),\dotγ(t))+ K^2_{γ(t)}g_{γ(t)}(\dotγ(t),\dotγ(t)) ~dt along all smooth curves starting from $x…

2008-05-30abs ↗pdf ↗

Optimizes selling bonds with non-negative prices using a Brownian bridge model.

problem Maximizing the expected value of an exponential gain function on a Brownian bridge.
method Develops pathwise properties of the Brownian bridge and uses martingale methods of optimal stopping theory.
result Solves the stopping problem for the exponential of a Brownian bridge.

The paper proves a new theorem in Riemannian geometry and offers a new proof for Toponogov's theorem in Alexandrov geometry.

problem Proving new theorems in Riemannian and Alexandrov geometries.
method Inspired by the proof of the Schur-Toponogov theorem, a new proof of Toponogov's theorem is provided.
result A new theorem in Riemannian geometry and a new proof of Toponogov's theorem in Alexandrov geometry.

The paper proves three circles theorems and Liouville type theorems for subharmonic and holomorphic functions.

problem Establishing theorems for subharmonic and holomorphic functions on specific geometric structures.
method Using subharmonic and holomorphic functions on Riemannian manifolds and gradient shrinking Ricci solitons.
result Proves Liouville type theorems as applications of the established theorems.

Paper generalizes complex Brunn-Minkowski theory and proves new extension theorems.

problem Complex Brunn-Minkowski theory and extension theorems.
method Hilbert bundle approach to complex Brunn-Minkowski theory.
result Generalizes Guan's sharp strong openness theorem and sharp Ohsawa-Takegoshi extension theorem.

Formulates Index III lemma and Rauch III theorem with applications.

problem Develops new mathematical theorems based on existing ones.
method Formulation of Index III lemma and Rauch III theorem based on Index I, II lemmas and Rauch I, II theorems.
result Presented Rauch's type theorem and volume comparison result as applications.

In LM, we proved a family version of the famous Witten rigidity theorems and several family vanishing theorems for elliptic genera. In this paper, we gerenalize our theorems LM in two directions. First we establish a family rigidity theorem for the Dirac operator on loop space twisted by general positive energy loop gr…

1999-11-05abs ↗pdf ↗

The paper explains the topological origin of the distinction between incidence theorems over division rings and fields.

problem Understanding the distinction between incidence theorems over division rings and fields.
method Extending the surface-graph approach to noncommutative settings, the paper analyzes the topological properties of graphs embedded on surfaces of different genera.
result Theorems associated with graphs on the sphere hold over any division ring, while those on surfaces of positive genus typically hold only if the ground ring is a field.

INT benchmark tests theorem proving agents' ability to generalize to unseen theorems.

problem Evaluating theorem proving agents' ability to generalize to unseen theorems.
method INT benchmark based on a theorem generation and proof procedure with adjustable knobs for measuring 6 types of generalization.
result MCTS can help agents prove new theorems.

The paper proves injectivity and vanishing theorems on compact Kahler manifolds.

problem Injectivity and vanishing theorems on compact Kahler manifolds.
method Hodge theory, Bochner-Kodaira-Nakano identity, analytic method, transcendental method, Demailly-Peternell-Schneider equisingular approximation theorem, Hormander L2 estimates.
result The main injectivity theorem implies several Nadel type vanishing theorems.

The paper proves an equivariant Kastler-Kalau-Walze theorem for various spin manifolds.

problem Proving an equivariant Kastler-Kalau-Walze theorem for different types of manifolds.
method Analyzing spin manifolds and their boundaries, proving the theorem for various dimensions and with torsion.
result Generalized Kastler-Kalau-Walze theorem for nn-dimensional manifolds.

The paper generalizes the Liouville theorem for minimal hypersurfaces with finite index.

problem Studying minimal hypersurfaces with finite index in Riemannian manifolds.
method Generalizing previous theorems on stable minimal hypersurfaces.
result Eigenvalue estimates for minimal hypersurfaces with finite index.