arXiv research

We consider an enlarged dimension reduction space in functional inverse regression. Our operator and functional analysis based approach facilitates a compact and rigorous formulation of the functional inverse regression problem. It also enables us to expand the possible space where the dimension reduction functions bel…

New method detects foliation enlargeability.

Let $(M,g^{TM})$ be a noncompact (not necessarily complete) enlargeable Riemannian manifold in the sense of Gromov-Lawson and $F$ an integrable subbundle of $T M$ . Let $k^F$ be the leafwise scalar curvature associated to $g^F=g^{TM}|_F$. We show that if either $TM$ or $F$ is spin, then ${\rm inf}(k^F)\leq 0$. This gen…

In this paper, we enlarge the space of uniformly supported pseudo-differential operators on some groupoids by considering kernels satisfying certain asymptotic estimates. We show that such enlarged space contains the compact parametrix, and the generalized inverse of uniformly supported operators with Fredholm vector r…

Paper proves nonzero foliated Rosenberg index for noncompactly enlargeable foliations.

Given compact Lie groups H\subset G, we study the space of G-invariant metrics on G/H with nonnegative sectional curvature. For an intermediate subgroup K between H and G, we derive conditions under which enlarging the Lie algebra of K maintains nonnegative curvature on G/H. Such an enlarging is possible if (K,H) is a …

It is known that the only Stein filling of the standard contact structure on S^3 is B^4. In this paper, we construct simply connected exotic compact Stein 4-manifold pairs for any Betti number $b_2 \geq 1$; we do this by enlarging corks and plugs.

We use Gromov's K--area to define a generalized homology theory on compact smooth manifolds. In fact, this theory collects obstructions to the enlargeability of the manifold and its nontrivial submanifolds. Moreover, using the K--area homology we can rephrase some classic results about positive scalar curvature.

Modified condition proves no positive scalar curvature for enlargeable manifolds.

Examines insurance market development and similarity post-2004 EU enlargement.

We define enlargeable length-structures on closed topological manifolds and then show that the connected sum of a closed $n$-manifold with an enlargeable Riemannian length-structure with an arbitrary closed smooth manifold carries no Riemannian metrics with positive scalar curvature. We show that closed smooth manifold…

Inspired by Gromov's work on 'Metric inequalities with scalar curvature' we establish band width inequalities for Riemannian bands of the form $(V=M\times[0,1],g)$, where $M^{n-1}$ is a closed manifold. We introduce a new class of orientable manifolds we call filling enlargeable and prove: If $M$ is filling enlargeable…

The paper confirms a conjecture about optimal expected utility in markets with insider information.

The paper surveys mathematical results on filtration enlargement with financial examples.

We generalize the famous result of Gromov and Lawson on the nonexistence of metric of positive scalar curvature on enlargeable manifolds to the case of foliations, without using index theorems on noncompact manifolds.

In a recent paper, the authors proved that no spin foliation on a compact enlargeable manifold with Hausdorff homotopy graph admits a metric of positive scalar curvature on its leaves. This result extends groundbreaking results of Lichnerowicz, Gromov and Lawson, and Connes on the non-existence of metrics of positive s…

Every exotic pair in 4-dimension is obtained each other by twisting a {\it cork} or {\it plug} which are codimension 0 submanifolds embedded in the 4-manifolds. The twist was an involution on the boundary of the submanifold. We define cork (or plug) with order $p\in {\Bbb N}\cup \{\infty\}$ and show there exists a plug…

Enlargement of filtrations is a classical topic in the general theory of stochastic processes. This theory has been applied to stochastic finance in order to analyze models with insider information. In this paper we study initial enlargement in a Markov chain market model, introduced by R. Norberg. In the enlargened fi…

We study the strong predictable representation property in filtrations initially enlarged with a random variable L. We prove that the strong predictable representation property can always be transferred to the enlarged filtration as long as the classical density hypothesis of Jacod (1985) holds. This generalizes the ex…

We study exponential Levy models with change-point which is a random variable, independent from initial Levy processes. On canonical space with initially enlarged filtration we describe all equivalent martingale measures for change-point model and we give the conditions for the existence of f-divergence minimal equival…

Using methods from coarse topology we show that fundamental classes of closed enlargeable manifolds map non-trivially both to the rational homology of their fundamental groups and to the K-theory of the corresponding reduced C*-algebras. Our proofs do not depend on the Baum--Connes conjecture and provide independent co…

In a previous paper, we showed nonvaninishing of the universal index elements in the K-theory of the maximal C*-algebras of the fundamental groups of enlargeable spin manifolds. The underlying notion of enlargeability was the one from the first relevant paper of Gromov and Lawson, involving contracting maps defined on …

We present a geometrical framework which incorporates higher derivative corrections to the action of N = 2 vector multiplets in terms of an enlarged scalar manifold which includes a complex deformation parameter. This enlarged space carries a deformed version of special Kahler geometry which we characterise. The holomo…

Study eta invariant on non-compact manifolds with positive scalar curvature.

The study counts periodic orbits on smooth manifolds, adding ghost orbits for completeness.

Let us fix a conformal class $[g_0]$ and a spin structure $σ$ on a compact manifold $M$. For any $g\in [g_0]$, let $λ^+_1(g)$ be the smallest positive eigenvalue of the Dirac operator $D$ on $(M,g,σ)$. In a previous paper we have shown that $$λ_{min}(M,g_0,σ):=\inf_{g\in [g_0]} λ_1^+(g)\vol(M,g)^{1/n}>0.$$ In the prese…

Paper tackles NAS problem by modeling it as a sparse supernet.

In a general semimartingale financial model, we study the stability of the No Arbitrage of the First Kind (NA1) (or, equivalently, No Unbounded Profit with Bounded Risk) condition under initial and under progressive filtration enlargements. In both cases, we provide a simple and general condition which is sufficient to…

This paper explores how enforcing equivariance constraints limits neural network expressivity and proposes compensatory model size increases.

For several instances of metric largeness like enlargeability or having hyperspherical universal covers, we construct non-large vector subspaces in the rational homology of finitely generated groups. The functorial properties of this construction imply that the corresponding largeness properties of closed manifolds dep…

We consider invariant Riemannian metrics on compact homogeneous spaces $G/H$ where an intermediate subgroup $K$ between $G$ and $H$ exists. In this case, the homogeneous space $G/H$ is the total space of a Riemannian submersion. The metrics constructed by shrinking the fibers in this way can be interpreted as metrics o…

In a previous paper [Homology cylinders: an enlargement of the mapping class group, Algebr. Geom. Topol. 1 (2001) 243--270, arXiv:math.GT/0010247], a group H_g of homology cylinders over the oriented surface of genus g is defined. A filtration of H_g is defined, using the Goussarov-Habiro notion of finite-type. It is e…

Closed-form solutions derived for perpetual options under insider models.

We consider a homological enlargement of the mapping class group, defined by homology cylinders over a closed oriented surface (up to homology cobordism). These are important model objects in the recent Goussarov-Habiro theory of finite-type invariants of 3-manifolds. We study the structure of this group from several d…

In this paper we state and prove a higher index theorem for an odd-dimensional connected spin riemannian manifold $(M,g)$ which is partitioned by an oriented closed hypersurface $N$. This index theorem generalizes a theorem due to N. Higson and J. Roe in the context of Hilbert modules. Then we apply this theorem to pro…

This article is devoted to the maximisation of HARA utilities of L{é}vy switching process on finite time interval via dual method. We give the description of all f-divergence minimal martingale measures in initially enlarged filtration, the expression of their Radon-Nikodym densities involving Hellinger and Kulback-Lei…

We extend the deep and important results of Lichnerowicz, Connes, and Gromov-Lawson which relate geometry and characteristic numbers to the existence and non-existence of metrics of positive scalar curvature (PSC). In particular, we show: that a spin foliation with Hausdorff homotopy groupoid of an enlargeable manifold…

The primary purpose of this paper concerns the relation of (compact) generalized manifolds to finite Poincaré duality complexes (PD complexes). The problem is that an arbitrary generalized manifold $X$ is always an ENR space, but it is not necessarily a complex. Moreover, finite PD complexes require the Poincaré dualit…

We study multiple defaults where the global market information is modelled as progressive enlargement of filtrations. We shall provide a general pricing formula by establishing a relationship between the enlarged filtration and the reference default-free filtration in the random measure framework. On each default scena…

We consider invariant Riemannian metrics on compact homogeneous spaces G/H where an intermediate subgroup K between G and H exists, so that the homogeneous space G/H is the total space of a Riemannian submersion. We study the question as to whether enlarging the fibers of the submersion by a constant scaling factor ret…

Developing a singular dimension descent method for positive scalar curvature obstructions

We consider dynamic risk measures induced by Backward Stochastic Differential Equations (BSDEs) in enlargement of filtration setting. On a fixed probability space, we are given a standard Brownian motion and a pair of random variables $(τ, ζ) \in (0,+\infty) \times E$, with $E \subset \mathbb{R}^m$, that enlarge the re…

We prove a Simons-type holonomy theorem for totally skew 1-forms with values in a Lie algebra of linear isometries. The only transitive case, for this theorem, is the full orthogonal group. We only use geometric methods and we do not use any classification (not even that of transitive isometric actions on the sphere or…

This paper uses advanced math to price special insurance bonds.

Flawed groups are shown to include all finitely generated groups isomorphic to free products of nilpotent groups.

New obstruction prevents certain spacetimes with both big bang and big crunch.

Let M be a closed enlargeable spin manifold. We show non-triviality of the universal index obstruction in the K-theory of the maximal $C^*$-algebra of the fundamental group of M. Our proof is independent from the injectivity of the Baum-Connes assembly map for the fundamental group of M and relies on the construction o…

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…