arXiv research

Study reconstructs Faber-Schauder coefficients from antiderivative observations.

Paper extends a method to estimate Hurst parameter for rough stochastic volatility models.

We introduce a method for evaluating integrals in geometric calculus without introducing coordinates, based on using the fundamental theorem of calculus repeatedly and cutting the resulting manifolds so as to create a boundary and allow for the existence of an antiderivative at each step. The method is a direct general…

Estimates roughness of volatility from discrete variance data.

We show that the real-valued function $S_α$ on the moduli space $\mathcal{M}_{0,n}$ of pointed rational curves, defined as the critical value of the Liouville action functional on a hyperbolic 2-sphere with $n\geq 3$ conical singularities of arbitrary orders $α=\{α_1,...,α_n\}$, generates accessory parameters of the as…

We rigorously define the Liouville action functional for finitely generated, purely loxodromic quasi-Fuchsian group using homology and cohomology double complexes naturally associated with the group action. We prove that the classical action - the critical point of the Liouville action functional, considered as a funct…

We study the following quasilinear elliptic system for all $i=1,\cdots,m$ \begin{equation*} \label{} -div(Φ'(|\nabla u_i|^2) \nabla u_i) = H_i(u) \quad \text{in} \ \ \mathbb{R}^n \end{equation*} where $u=(u_i)_{i=1}^m: \mathbb R^n\to \mathbb R^m$ and the nonlinearity $H_i(u) \in C^1(\mathbb R^m)\to \mathbb R$ is a gen…