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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.

168,742 papers · 148 categories

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48 results for Zhang measure

The paper derives gradient estimates for porous medium and fast diffusion equations on metric measure spaces.

problem Gradient estimates for porous medium and fast diffusion equations on metric measure spaces.
method Derives Li-Yau and Souplet-Zhang type gradient estimates for the given equations.
result Gradient estimates for the equations on complete noncompact metric measure spaces with compact boundary.

We pick up the regime switching model for asset returns introduced by Rogers and Zhang. The calibration involves various markets including implied volatility in order to gain additional predictive power. We focus on the calculation of risk measures by Fourier methods that have successfully been applied to option pricin…

2012-12-17abs ↗pdf ↗

Motivated by concerns that machine learning algorithms may introduce significant bias in classification models, developing fair classifiers has become an important problem in machine learning research. One important paradigm towards this has been providing algorithms for adversarially learning fair classifiers (Zhang e…

2019-01-29abs ↗pdf ↗

Unified Minkowski problem discussed for (p,q)-mixed quermassintegrals.

problem Unified Minkowski problem for (p,q)-mixed quermassintegrals.
method Introducing (p,q)-mixed quermassintegrals and (p,q)-dual mixed curvature measure to study the Minkowski problem.
result Derivation of important properties and geometric inequalities for (p,q)-mixed quermassintegrals.

The paper proves gradient estimates for nonlinear parabolic equations on smooth metric measure spaces.

problem Proving gradient estimates for nonlinear parabolic equations on smooth metric measure spaces.
method Using Souplet-Zhang type estimates and properties of Bakry-Emery Ricci tensor and weighted mean curvature.
result Gradient estimates for nonlinear parabolic equations on smooth metric measure spaces with Dirichlet boundary condition.

Paper proves vanishing terms in a second Poisson bracket for a specific system.

problem Proving polynomiality of coefficients in the dispersion parameter expansion of the second Poisson bracket.
method Bi-Hamiltonian recursion and Liu-Pandharipande relations.
result Proves vanishing terms in the second Poisson bracket expansion.

In this paper, we consider the following general evolution equation ut=Δfu+aulogαu+bu u_t=Δ_fu+au\log^αu+bu on smooth metric measure spaces (Mn,g,efdv)(M^n, g, e^{-f}dv). We give a local gradient estimate of Souplet-Zhang type for positive smooth solution of this equation provided that the Bakry-Émery curvature bounded from below. When ff

2016-10-11abs ↗pdf ↗

We introduce Morse-type inequalities for a holomorphic circle action on a holomorphic vector bundle over a compact Kaehler manifold. Our inequalities produce bounds on the multiplicities of weights occurring in the twisted Dolbeault cohomology in terms of the data of the fixed points and of the symplectic reduction. Th…

1997-05-02abs ↗pdf ↗

Bismut and Zhang computed the ratio of the Ray-Singer and the combinatorial torsions corresponding to non-unitary representations of the fundamental group. In this note we show that for representations which belong to a connected component containing a unitary representation the Bismut-Zhang formula follows rather easi…

2013-04-19abs ↗pdf ↗

We prove that on Fano manifolds, the Kähler-Ricci flow produces a "most destabilising" degeneration, with respect to a new stability notion related to the H-functional. This answers questions of Chen-Sun-Wang and He. We give two applications of this result. Firstly, we give a purely algebro-geometric formula for the su…

2016-12-21abs ↗pdf ↗

Sharp reverse affine isoperimetric inequalities for asymmetric Wulff shapes and their polars are established, along with the characterization of all extremals. These new inequalities have as special cases previously obtained simplex inequalities by Ball, Barthe and Lutwak, Yang, and Zhang. In particular, they provide t…

2011-10-10abs ↗pdf ↗

In 1993, Bismut and Zhang establish a mod Z embedding formula of Atiyah-Patodi-Singer reduced eta invariants. In this paper, we explain the hidden mod Z term as a spectral flow and extend this embedding formula to the equivariant family case. In this case, the spectral flow is generalized to the equivariant chern chara…

2017-06-21abs ↗pdf ↗

In this paper we present results on dynamic multivariate scalar risk measures, which arise in markets with transaction costs and systemic risk. Dual representations of such risk measures are presented. These are then used to obtain the main results of this paper on time consistency; namely, an equivalent recursive form…

2018-10-11abs ↗pdf ↗

In this paper, we consider gradient estimates for two type of nonlinear parabolic equations under the Ricci flow: one is the equation ut=Δu+aulogu+buu_t=Δu+au\log u+bu with a,ba,b two real constants, the other is ut=Δu+λuαu_t=Δu+λu^α with λ,αλ,α two real constants. By a suitable scaling for the above two equations, we obtain Hamilton-So…

2015-08-30abs ↗pdf ↗

If a hyperbolic 3-manifold M admits a reducible and a finite Dehn filling, the distance between the filling slopes is known to be 1. This has been proved recently by Boyer, Gordon and Zhang. The first example of a manifold with two such fillings was given by Boyer and Zhang. In this paper, we give examples of hyperboli…

2009-10-13abs ↗pdf ↗

Researchers prove uniqueness and continuity of solution to L_p dual Minkowski problem.

problem Proving uniqueness and continuity of solution to L_p dual Minkowski problem.
method Established new Minkowski-type inequalities related to optimization problem.
result Uniqueness and continuity of solution for general convex bodies when q<pq < p.

The paper establishes gradient estimates for harmonic and heat equation solutions on manifolds with boundary.

problem Gradient estimates for harmonic and heat equation solutions on manifolds with boundary.
method Yau and Souplet-Zhang type gradient estimates for harmonic and heat equation solutions under Dirichlet boundary condition.
result Established gradient estimates for harmonic and heat equation solutions on manifolds with boundary.

Proves volume comparison and monotonicity for Bakry-Émery Ricci curvature.

problem Volume comparison and monotonicity for Bakry-Émery Ricci curvature.
method Relative volume comparison theorem for LPL^P-bound of Bakry-Émery Ricci curvature and gradient of potential function.
result Modified proof for volume comparison and monotonicity of Kähler-Ricci flow.

Study character varieties of arborescent knots and hyperbolic knots.

problem Computing and understanding mSL(2,C){ m SL}(2,\mathbb{C})-character varieties of knots.
method Described a procedure for computing mSL(2,C){ m SL}(2,\mathbb{C})-character varieties of arborescent knots, clarified facts about arborescent tangles, and studied character varieties of hyperbolic knots.
result Found that each hyperbolic knot with essential surfaces has a 1-dimensional character variety.

Study of tautological forms on curve moduli spaces.

problem Understanding tautological forms on moduli spaces of curves.
method Defined and studied a system of tautological rings on moduli spaces of marked curves, showing certain 2-forms are tautological and rings are finite dimensional.
result Characterized the Kawazumi-Zhang invariant as a tautological form.

Following T.-J. Li, W. Zhang [Comparing tamed and compatible symplectic cones and cohomological properties of almost complex manifolds, Comm. Anal. Geom.], we continue to study the link between the cohomology of an almost-complex manifold and its almost-complex structure. In particular, we apply the same argument in [T…

2012-11-27abs ↗pdf ↗

New methods for computing volumes and constructing Fano fibrations.

problem Understanding Fano fibrations and their weighted volumes.
method New methods for computing weighted volumes, including Laplace transforms and incomplete Gamma-functions. Conjectural construction of Fano fibrations.
result Conjectural construction of Fano fibrations with asymptotically conical bases from degenerating Fano fibrations.