arXiv research

Generalizes jet differential bounds and proves asymptotic Serre duality.

New estimates for Hitchin's equations at high energy.

For a stochastic factor model we maximize the long-term growth rate of robust expected power utility with parameter $λ\in(0,1)$. Using duality methods the problem is reformulated as an infinite time horizon, risk-sensitive control problem. Our results characterize the optimal growth rate, an optimal long-term trading s…

We consider the problem of optimizing the expected logarithmic utility of the value of a portfolio in a binomial model with proportional transaction costs with a long time horizon. By duality methods, we can find expressions for the boundaries of the no-trade-region and the asymptotic optimal growth rate, which can be …

I'll describe a general geometric setup allowing for a generalization of Rehren duality to asymptotically anti-de Sitter spacetimes whose classical matter distribution is sufficiently well-behaved as to prevent the occurence of singularities in the sense of null geodesic incompleteness. I'll also comment on the issues …

Paper connects geometric and analytic aspects of Higgs bundles and pleated surfaces.

The study classifies Einstein metrics on a specific total space, revealing various behaviors and transitions.

This survey reviews portfolio selection problem for long-term horizon. We consider two objectives: (i) maximize the probability for outperforming a target growth rate of wealth process (ii) minimize the probability of falling below a target growth rate. We study the asymptotic behavior of these criteria formulated as l…

Unified Kantorovich duality for multimarginal optimal transport on Polish spaces.

There is a natural duality between line congruences in $\mathbb{R}^3$ and surfaces in $\mathbb{R}^4$ that sends principal lines into asymptotic lines. The same correspondence takes the discriminant curve of a line congruence into the parabolic curve of the dual surface. Moreover, it takes the ridge curves to the flat r…

This survey reviews portfolio choice in settings where investment opportunities are stochastic due to, e.g., stochastic volatility or return predictability. It is explained how to heuristically compute candidate optimal portfolios using tools from stochastic control, and how to rigorously verify their optimality by mea…

We consider the problem of maximizing expected utility from consumption in a constrained incomplete semimartingale market with a random endowment process, and establish a general existence and uniqueness result using techniques from convex duality. The notion of asymptotic elasticity of Kramkov and Schachermayer is ext…

We show that for a very general and natural class of curvature functions (for example the curvature quotients $(σ_n/σ_l)^{\frac{1}{n-l}}$) the problem of finding a complete spacelike strictly convex hypersurface in de Sitter space satisfying $f(κ) = σ\in (1,\infty)$ with a prescribed compact future asymptotic boundary …

We develop generic and efficient importance sampling estimators for Monte Carlo evaluation of prices of single- and multi-asset European and path-dependent options in asset price models driven by Lévy processes, extending earlier works which focused on the Black-Scholes and continuous stochastic volatility models. Usin…

New methods compute geometry of hyperKähler metrics at infinity.

Let X be a smooth, linearly normal n dimensional complex projective variety. Assume that the projective dual of X has codimension one with defining polynomial D(X). In this paper the log of the norm of D(X) is expressed as the restriction to the Bergman metrics of an energy functional on X. We show how, for smooth plan…

This paper studies convex duality in optimal investment and contingent claim valuation in markets where traded assets may be subject to nonlinear trading costs and portfolio constraints. Under fairly general conditions, the dual expressions decompose into tree terms, corresponding to the agent's risk preferences, tradi…

Definition of the partition function of U(1) gauge theory is extended to a class of four-manifolds containing all compact spaces and certain asymptotically locally flat (ALF) ones including the multi-Taub--NUT spaces. The partition function is calculated via zeta-function regularization with special attention to its mo…

The paper provides guarantees for a tangent transform algorithm in logistic regression models.

We show that for a very general class of curvature functions defined in the positive cone, the problem of finding a complete strictly locally convex hypersurface in $H^n+1$ satisfying $f(κ)=σ\in(0, 1)$ with a prescribed asymptotic boundary $Γ$ at infinity has at least one smooth solution with uniformly bounded hyperbol…

Proves Poincaré duality for Hopf algebroids with bijective antipode.

Develops a method for solving optimal stopping problems with multiple exercise rights.

New proof of chain duality for simplicial complexes.

Introduces Kähler duality between domains in complex space.

Research on dualities in geometric stereotypes.

Duality restored in gauge theory, gravity, and string theory models.

Unified proof of four Bavard dualities and new results on quasimorphisms.

We consider implied volatilities in asset pricing models, where the discounted underlying is a strict local martingale under the pricing measure. Our main result gives an asymptotic expansion of the right wing of the implied volatility smile and shows that the strict local martingale property can be determined from thi…

Verma Howe duality connects tensor products of Verma modules to LKB representations.

Cohomological and homological spectral sequences are shown to be isomorphic.

The paper proves T-duality and Hori formulae for winding loop spaces.

Equivariant T-duality connects bundles with twists.

We consider a long-term optimal investment problem where an investor tries to minimize the probability of falling below a target growth rate. From a mathematical viewpoint, this is a large deviation control problem. This problem will be shown to relate to a risk-sensitive stochastic control problem for a sufficiently l…

We give the definition of a duality that is applicable to arbitrary $k$-forms. The operator that defines the duality depends on a fixed form $Ω$. Our definition extends in a very natural way the Hodge duality of $n$-forms in $2n$ dimensional spaces and the generalized duality of two-forms. We discuss the properties of …

The paper establishes T-duality for 2D σ-models with H-flux.

Proves long-term smoothness of curved surfaces evolving under specific curvature rules.

QP perspective on Poisson-Lie T-duality topology changes.

Unified framework for T-duality in both trivial and non-trivial topologies.

Geometric duality connects graph isomorphism and knot equivalence.

Koszul duality for manifold modules proven.

This dissertation explores T-duality between hyperkähler structures and branes on algebraic integrable systems.

Maps self-duality in little disks operad to framed manifolds.

We study generalized complex structures and $T$-duality (in the sense of Bouwknegt, Evslin, Hannabuss and Mathai) on Lie algebras and construct the corresponding Cavalcanti and Gualtieri map. Such a construction is called "Infinitesimal $T$-duality". As an application we deal with the problem of finding symplectic stru…

New spherical T-duality for higher degree forms in fiber bundles.

We find the T-duality transformation rules for 2-dimensional (2,1) supersymmetric sigma-models in (2,1) superspace. Our results clarify certain aspects of the (2,1) sigma model geometry relevant to the discussion of T-duality. The complexified duality transformations we find are equivalent to the usual Buscher duality …

We study discrete group actions on coarse Poincare duality spaces, e.g. acyclic simplicial complexes which admit free cocompact group actions by Poincare duality groups. When G is an (n-1) dimensional duality group and X is a coarse Poincare duality space of formal dimension n, then a free simplicial action of G on X d…

The paper shows plentiful non-homotopy finite Poincaré duality spaces.

Study S-duality and supersymmetry on curved manifolds using localization.