arXiv research

Model learns latent dynamics of complex systems with closed transformation paths.

3D hyperbolic spaces have endless simple paths.

Introduces q-paths for generalizing geometric annealing paths in machine learning.

Study path spaces and their homology, extending loop products and coproducts.

One-shot path planning for multiple agents using neural networks.

We show that for a closed surface of genus at least 5, or a surface of genus at least 2 with at least one marked point, the set of uniquely ergodic foliations and the set of cobounded foliations is path-connected and locally path-connected.

Let $α$ be a Morse closed $1$-form of a smooth $n$-dimensional manifold $M$. The zeroes of $α$ of index $0$ or $n$ are called \emph{centers}. It is known that every non-vanishing de Rham cohomology class $u$ contains a Morse representative without centers. The result of this paper is the one-parameter analogue of the l…

New method generates realistic financial price paths with drawdowns.

We consider a continuous path of bounded symmetric Fredholm bilinear forms with arbitrary endpoints on a real Hilbert space, and we prove a formula that gives the spectral flow of the path in terms of the spectral flow of the restriction to a finite codimensional closed subspace. We also discuss the case of restriction…

We study the convergence of earthquake paths and horocycle paths in the Gardiner-Masur compactification of Teichmüller space. We show that an earthquake path directed by a uniquely ergodic or simple closed measured geodesic lamination converges to the Gardiner-Masur boundary. Using the embedding of flat metrics into th…

In this note it is shown that the Maslov Index for pairs of Lagrangian Paths as introduced by Cappell, Lee and Miller appears by parallel transporting elements of (a certain complex line-subbundle of) the symplectic spinorbundle over Euclidean space, when pulled back to an (embedded) Lagrangian submanifold $L$, along c…

Space of hyperbolic surfaces is path-connected.

In a rigorous construction of the path integral for supersymmetric quantum mechanics on a Riemann manifold, based on Bär and Pfäffle's use of piecewise geodesic paths, the kernel of the time evolution operator is the heat kernel for the Laplacian on forms. The path integral is approximated by the integral of a form on …

We prove that Yang-Mills connections on a surface are characterized as those with the property that the holonomy around homotopic closed paths only depends on the oriented area between the paths. Using this we have an alternative proof for a theorem of Atiyah and Bott that the Yang-Mills connections on a compact orient…

We present a path integral method to derive closed-form solutions for option prices in a stochastic volatility model. The method is explained in detail for the pricing of a plain vanilla option. The flexibility of our approach is demonstrated by extending the realm of closed-form option price formulas to the case where…

Derives path integrals for perturbative strings on various backgrounds.

Wilson lines in gauge theories admit several path integral descriptions. The first one (due to Alekseev-Faddeev-Shatashvili) uses path integrals over coadjoint orbits. The second one (due to Diakonov-Petrov) replaces a 1-dimensional path integral with a 2-dimensional topological $σ$-model. We show that this $σ$-model i…

In this paper, we extend the first-order asymptotics analysis of Fouque et al. to general path-dependent financial derivatives using Dupire's functional Ito calculus. The main conclusion is that the market group parameters calibrated to vanilla options can be used to price to the same order exotic, path-dependent deriv…

For a 3-manifold $M$ with $b_1(M)=1$ fibered over $S^1$ and the fiberwise gradient $ξ$ of a fiberwise Morse function on $M$, we introduce the notion of amidakuji-like path (AL-path) on $M$. An AL-path is a piecewise smooth path on $M$ consisting of edges each of which is either a part of a critical locus of $ξ$ or a fl…

This work derives closed-form expressions computing the expectation of co-presence and of number of co-occurrences of nodes on paths sampled from a network according to general path weights (a bag of paths). The underlying idea is that two nodes are considered as similar when they often appear together on (preferably s…

Proves Arnol'd's chord conjecture for conormal bundles.

Identifies all perturbative vacua in bosonic string theory.

Closed-form formulas for path-independent options in a specific Lévy model.

New proof shows path-connectedness of actions on intervals and circles.

We derive a closed-form solution for the price of an average price as well as an average strike geometric Asian option, by making use of the path integral formulation. Our results are compared to a numerical Monte Carlo simulation. We also develop a pricing formula for an Asian option with a barrier on a control proces…

Origami edge-paths connect coherent curves on surfaces.

Study shows infinite families of manifolds with nonnegative curvature.

We solve the paradox of score-based methods by minimizing path variance.

A hyperlink is a finite set of non-intersecting simple closed curves in $\mathbb{R} \times \mathbb{R}^3$. We compute the Wilson Loop observable using a path integral with an Einstein-Hilbert action. Using axial-gauge fixing, we can write this path integral as the limit of a sequence of Chern-Simons integrals, studied e…

A positive path in the linear symplectic group $\Sp(2n)$ is a smooth path which is everywhere tangent to the positive cone. These paths are generated by negative definite (time-dependent) quadratic Hamiltonian functions on Euclidean space. A special case are autonomous positive paths, which are generated by time-indepe…

We describe unicorn paths in the arc graph and show that they form 1-slim triangles and are invariant under taking subpaths. We deduce that all arc graphs are 7-hyperbolic. Considering the same paths in the arc and curve graph, this also shows that all curve graphs are 17-hyperbolic, including closed surfaces.

Proposes a novel path generation and evaluation method for video games.

This work develops a generic framework, called the bag-of-paths (BoP), for link and network data analysis. The central idea is to assign a probability distribution on the set of all paths in a network. More precisely, a Gibbs-Boltzmann distribution is defined over a bag of paths in a network, that is, on a representati…

Obstructions found for closed Fedosov star products on symplectic and Kähler manifolds.

Proposes a new method for sampling from unknown distributions.

The author has previously constructed a class of admissible vector fields on the path space of an elliptic diffusion process $x$ taking values in a closed compact manifold. In this Note the existence of flows for this class of vector fields is established and it is shown that the law of $x$ is quasi-invariant under the…

A new formula connects supersymmetric path integrals to Chern-Simons theory.

Develops a new solver for path-dependent PDEs using signature kernels.

The paper provides an efficient method to price path-dependent derivatives using multiscale stochastic volatility models.

Classifies braids with positive Artin presentations and their fundamental groups.

The snake charmer algorithm permits us to deform a piecewise smooth curve starting from the origin in R^d, so that its end follows a given path. When this path is a loop, a holonomy phenomenon occurs. We prove that the holonomy orbits are closed manifolds diffeomorphic to real Stiefel manifolds. A survey of the snake c…

In order to obtain a closed orientable convex projective four-manifold with small positive Euler characteristic, we build an explicit example of convex projective Dehn filling of a cusped hyperbolic four-manifold through a continuous path of projective cone-manifolds.

The paper calculates option prices using Mellin transform for stochastic volatility models.

Diagonal linear networks converge to lasso regularization path during training.

We study the existence of closed trajectories of a particle model on null curves in anti-de Sitter 3-space defined by a functional which is linear in the curvature of the particle path. Explicit expressions for the trajectories are found and the existence of infinitely many closed trajectories is proved.

Proves bijection between smooth conformal immersions and immersions.

Let $x$ denote a diffusion process defined on a closed compact manifold. In an earlier article, the author introduced a new approach to constructing admissible vector fields on the associated space of paths, under the assumption of ellipticity of $x$. In this article, this method is extended to yield similar results fo…

New method for efficient proximal mapping of 1-path-norm in shallow networks.