arXiv research

This paper presents relations between several types of closedness of a law-invariant convex set in a rearrangement invariant space $\mathcal{X}$. In particular, we show that order closedness, $σ(\mathcal{X},\mathcal{X}_n^\sim)$-closedness and $σ(\mathcal{X},L^\infty)$-closedness of a law-invariant convex set in $\mathc…

Let $(Φ,Ψ)$ be a conjugate pair of Orlicz functions. A set in the Orlicz space $L^Φ$ is said to be order closed if it is closed with respect to dominated convergence of sequences of functions. A well known problem arising from the theory of risk measures in financial mathematics asks whether order closedness of a conve…

Generalizing Cusick's theorem on the closedness of the classical Lagrange spectrum for the approximation of real numbers by rational ones, we prove that various approximation spectra are closed, using penetration properties of the geodesic flow in cusp neighbourhoods in negatively curved manifolds and a result of Mauco…

We provide a characterization in terms of Fatou closedness for weakly closed monotone convex sets in the space of $\mathcal{P}$-quasisure bounded random variables, where $\mathcal{P}$ is a (possibly non-dominated) class of probability measures. Applications of our results lie within robust versions the Fundamental Theo…

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New method avoids IV limitations for flexible estimation.

Estimates for spacelike hypersurfaces in de Sitter space.

Study geodesics on compact Lorentzian solvmanifolds, finding conditions for closedness.

Optimizes riskmetrics with uncertainty, making complex problems simpler.

Study collective pricing and hedging with admissible risk exchanges forming a finitely generated convex cone.

We study the superreplication of contingent claims under model uncertainty in discrete time. We show that optimal superreplicating strategies exist in a general measure-theoretic setting; moreover, we characterize the minimal superreplication price as the supremum over all continuous linear pricing functionals on a sui…

Integrable flows on the Grassmannians Gr(N-1,N+1) are defined by the requirement of closedness of the differential N-1 forms $Ω_{N-1}$ of rank N-1 naturally associated with Gr(N-1,N+1). Gauge-invariant parts of these flows, given by the systems of the N-1 quasi-linear differential equations, describe coisotropic deform…

In this note we show that for any proper action of a Banach--Lie group $G$ on a Banach manifold $M$, the corresponding tangent maps $\g \to T_x(M)$ have closed range for each $x \in M$, i.e., the tangent spaces of the orbits are closed. As a consequence, for each free proper action on a Hilbert manifold, the quotient $…

In this paper, we solve a logarithmic $\bar{\partial}$-equation on a compact Kähler manifold associated to a smooth divisor by using the cyclic covering trick. As applications, we discuss the closedness of logarithmic forms, injectivity theorems and obtain a kind of degeneration of spectral sequence at $E_1$, and we al…

We provide further techniques to study the Dolbeault and Bott-Chern cohomologies of deformations of solvmanifolds by means of finite-dimensional complexes. By these techniques, we can compute the Dolbeault and Bott-Chern cohomologies of some complex solvmanifolds, and we also get explicit examples, showing in particula…

We present a novel method that can learn a graph representation from multivariate data. In our representation, each node represents a cluster of data points and each edge represents the subset-superset relationship between clusters, which can be mutually overlapped. The key to our method is to use formal concept analys…

Neural networks cannot approximate certain functions in Sobolev spaces, leading to unbounded parameter growth.

We introduce a general setting for multidimensional dispersionless integrable hierarchy in terms of differential $m$-form $Ω_m$ with the coefficients satisfying the Plücker relations, which is gauge-invariantly closed and its gauge-invariant coordinates (ratios of coefficients) are (locally) holomorphic with respect to…

We are interested in global properties of systems of left-invariant differential operators on compact Lie groups: regularity properties, properties on the closedness of the range and finite dimensionality of their cohomology spaces, when acting on various function spaces e.g. smooth, analytic and Gevrey. Extending the …

We study superhedging of contingent claims with physical delivery in a discrete-time market model with convex transaction costs. Our model extends Kabanov's currency market model by allowing for nonlinear illiquidity effects. We show that an appropriate generalization of Schachermayer's robust no arbitrage condition im…

The paper explores applications of Gauduchon metrics in complex geometry.

We show that the results of ArXiv:1305.6008 on the Fundamental Theorem of Asset Pricing and the super-hedging theorem can be extended to the case in which the options available for static hedging (\emph{hedging options}) are quoted with bid-ask spreads. In this set-up, we need to work with the notion of \emph{robust no…

We introduce a new kind of Riemannian manifold that includes weakly-, pseudo- and pseudo projective- Ricci symmetric manifolds. The manifold is defined through a generalization of the so called Z tensor; it is named "weakly Z symmetric" and denoted by (WZS)_n. If the Z tensor is singular we give conditions for the exis…

We review the relations between compact complex manifolds carrying various types of Hermitian metrics (Kähler, balanced or {\it strongly Gauduchon}) and those satisfying the $\partial\bar\partial$-lemma or the degeneration at $E_1$ of the Frölicher spectral sequence, as well as the behaviour of these properties under h…

A real projective orbifold is an $n$-dimensional orbifold modeled on $\mathbb{RP}^n$ with the group $PGL(n+1, \mathbb{R})$. We concentrate on an orbifold that contains a compact codimension $0$ submanifold whose complement is a union of neighborhoods of ends, diffeomorphic to closed $(n-1)$-dimensional orbifolds times …

Let $(M, \om)$ be a symplectic manifold, endowed with a compatible almost complex structure J and the associated metric g . For any p \in {1, 2, ... (dim M)/2} the form $\Om := \frac{\om^p}{p!}$ is a calibration. More generally, dropping the closedness assumption on $\om$, we get an almost hermitian manifold $(M, \om, …

We study unbounded 2-dimensional metric polytopes such as those arising as Kähler quotients of complete Kähler 4-manifolds with two commuting symmetries and zero scalar curvature. Under a mild closedness condition, we obtain a complete classification of metrics on such polytopes, and as a result classify all possible m…

In these notes we study left-invariant involutive structures on $\mathrm{SU}(2)$, the most naïve non-commutative compact Lie group. We determine closedness of the range (in the smooth topology) of a single complex vector field spanning the standard CR structure of $\mathrm{SU}(2)$ and also compute the smooth cohomology…

It has been shown that for each Killing-Yano (KY)-form accepted by an $n$-dimensional (pseudo)Riemannian manifold of arbitrary signature, two basic gravitational currents can be defined. Conservation of the currents are explicitly proved by showing co-exactness of the one and co-closedness of the other. Some general ge…

For an infinite-horizon continuous-time optimal stopping problem under non-exponential discounting, we look for an optimal equilibrium, which generates larger values than any other equilibrium does on the entire state space. When the discount function is log sub-additive and the state process is one-dimensional, an opt…

We will construct differential forms on the embedding spaces Emb(R^j,R^n) for n-j>=2 using configuration space integral associated with 1-loop graphs, and show that some linear combinations of these forms are closed in some dimensions. There are other dimensions in which we can show the closedness if we replace Emb(R^j…

Study on continuity of solutions for complex Monge-Ampère equations with movable singularities.

We study the situation of an agent who can trade on a financial market and can also transform some assets into others by means of a production system, in order to price and hedge derivatives on produced goods. This framework is motivated by the case of an electricity producer who wants to hedge a position on the electr…

Study optimal semistatic portfolios using martingale Schrödinger bridges.

In this paper, we introduce the notions of $p$-Hermitian-symplectic and $p$-pluriclosed compact complex manifolds as generalisations for an arbitrary positive integer $p$ not exceeding the complex dimension of the manifold of the standard notions of Hermitian-symplectic and SKT manifolds that correspond to the case $p=…

We present a new method to solve certain $\bar{\partial}$-equations for logarithmic differential forms by using harmonic integral theory for currents on Kahler manifolds. The result can be considered as a $\bar{\partial}$-lemma for logarithmic forms. As applications, we generalize the result of Deligne about closedness…

Let (M, g) be a pseudo Riemannian manifold. We consider four geometric structures on M compatible with g: two almost complex and two almost product structures satisfying additionally certain integrability conditions. For instance, if r is a product structure and symmetric with respect to g, then r induces a pseudo Riem…

A real projective orbifold has a radial end if a neighborhood of the end is foliated by projective geodesics that develop into geodesics ending at a common point. It has a totally geodesic end if the end can be completed to have the totally geodesic boundary. The purpose of this paper is to announce some partial result…

We address the problem of causal discovery from data, making use of the recently proposed causal modeling framework of modular structural causal models (mSCM) to handle cycles, latent confounders and non-linearities. We introduce σ-connection graphs (σ-CG), a new class of mixed graphs (containing undirected, bidirected…

In discrete time markets with proportional transaction costs, Schachermayer (2004) shows that robust no-arbitrage is equivalent to the existence of a strictly consistent price system. In this paper, we introduce the concept of prospective strict no-arbitrage that is a variant of the strict no-arbitrage property from Ka…

We introduce and study a notion of `Sasaki with torsion structure' (ST) as an odd-dimensional analogue of Kähler with torsion geometry (KT). These are normal almost contact metric manifolds that admit a unique compatible connection with 3-form torsion. Any odd-dimensional compact Lie group is shown to admit such a stru…

We consider a general discrete-time financial market with proportional transaction costs as in [Kabanov, Stricker and Rásonyi Finance and Stochastics 7 (2003) 403--411] and [Schachermayer Math. Finance 14 (2004) 19--48]. In addition to the usual investment in financial assets, we assume that the agents can invest part …

This paper is devoted to the characterization of differentially flat nonlinear systems in implicit representation, after elimination of the input variables, in the differential geometric framework of manifolds of jets of infinite order. We extend the notion of Lie-Bäcklund equivalence, introduced in Fliess et al. (1999…

Study adiabatic limits of calibrated submanifolds in Riemannian geometry.

Generalizes optimal portfolio theory to include capital gains taxes.

This paper is intended as the first step of a programme aiming to prove in the long run the long-conjectured closedness under holomorphic deformations of compact complex manifolds that are bimeromorphically equivalent to compact Kähler manifolds, known as Fujiki {\it class} ${\cal C}$ manifolds. Our main idea is to exp…

The paper introduces Bellman-consistent pessimism to improve offline reinforcement learning without overly pessimistic bias.

The paper studies static manifolds with boundary and their properties.