This paper introduces an arbitrage-free conic martingale model for credit risk.
problem The lack of an arbitrage-free conic martingale model for credit risk.
method Developed an arbitrage-free conic martingale called Φ-martingale.
result The Φ-martingale model satisfies the immersion property and is suitable for practical applications in credit risk.
In this paper we introduce the concept of conic martingales}. This class refers to stochastic processes having the martingale property, but that evolve within given (possibly time-dependent) boundaries. We first review some results about the martingale property of solution to driftless stochastic differential equations…
New tighter confidence bounds for sequential kernel regression.
problem Quantifying uncertainty in sequential learning algorithms.
method Martingale tail inequalities and conic programming.
result New confidence bounds are tighter than existing ones.
The purpose of this paper is to generalize the convexity of Mabuchi's functional to the conic setting. We first established a frame to study conic cscK metrics, and then the conic Mabuchi functional was introduced in such a way that conic cscK metrics are its critical points. Finally we proved the convexity of the coni…
The paper classifies isoparametric hypersurfaces in conic Finsler spaces.
problem Identifying new isoparametric hypersurfaces in conic Finsler spaces.
method Introduced isoparametric functions and hypersurfaces in conic Finsler spaces, classified them in specific spaces.
result Found additional isoparametric hypersurfaces in conic Minkowski spaces, such as helicoids.
Two unique conic-line arrangements with degree 9 are found.
problem Identifying Zariski pairs of conic-line arrangements.
method Using connected numbers to distinguish topologies.
result Found two pairs of conic-line arrangements with a unique conic.
Study conic singular manifolds, proving Lipschitz normal embedding.
problem Understanding metric properties of conic singular manifolds.
method Analyzing interplay between conic and asymptotically conic behavior.
result Proves Lipschitz normal embedding for conic singular sub-manifolds.
New algorithm selects robust martingale for optimal stopping problems.
problem Optimal stopping problems in stochastic processes.
method Randomized dual martingale minimization algorithm.
result Efficiently selects Doob martingale as close as possible.
The abstract discusses maximal rank 4-webs formed by confocal conics and their properties.
problem Characterizing confocal conics using 4-webs of maximal rank.
method Examining three different 4-webs formed by confocal conics and proving they are of maximal rank.
result Confocal conics are characterized from the web theory viewpoint.
Desingularizes conically singular Cayley submanifolds.
problem Constructing fibrations of compact Spin(7) manifolds by Cayley submanifolds.
method Desingularization through gluing rescaled asymptotically conical submanifolds.
result Conically singular Cayley submanifolds can be desingularized.
Develops a martingale expansion for stochastic volatility models.
problem Approximating marginal distributions of stochastic volatility models.
method Martingale expansion framework for continuous stochastic volatility models.
result First-order perturbation expansions for small volatility-of-volatility and fast mean-reversion models.
Proves existence of Yamabe metrics on conical manifolds with conical points and links.
problem Existence of Yamabe metrics on singular manifolds with conical points and links.
method Derives a counterpart of Aubin's result, uses conical links and Fourier analysis, adds lower-order correction to standard bubbles.
result Derives asymptotic expansions on the Yamabe quotient for generic type metrics.
Proves conditions for positive scalar curvature on certain manifolds with conical singularities.
problem Conditions for positive scalar curvature on manifolds with isolated conical singularities.
method Analyzes isolated conical singularities and uses Geroch type results.
result No metric with positive scalar curvature on X#Tn with isolated conical singularity. SGD performs optimally on dependent data, achieving both estimation and regret.
problem Performance of SGD on temporally dependent data.
method Stochastic gradient descent with martingale-type and sequential dependence.
result SGD achieves optimal estimation and regret under various dependence structures.
Study on spherical conical metrics and their reducibility on compact Riemann surfaces.
problem Existence and geometric structure of reducible spherical conical metrics.
method Analysis of monodromy groups and geometric cutting of surfaces.
result Existence of reducible spherical conical metrics with saddle points on the same geodesic.
In this paper we develop a systematic deformation theory for conic constant curvature metrics on a closed surface when all cone angles are less than 2π; in particular, we define and study the Teichmüller space Tγ,kconic of conic constant curvature metrics on a surface of genus γ with k …
Extends martingale Schrödinger bridge to arbitrary dimensions and characterizes it.
problem Tackles the martingale Schrödinger bridge in arbitrary dimensions.
method Identifies continuous-time counterpart and relates to variational problems.
result Continuous martingale Schrödinger bridge coincides with Föllmer martingale in irreducible case.
Based on C. Li and Y. Rubinstein's upper bisectional curvature bound estimate for the conic Kähler metric, we can construct a smoothing sequence for the conic metric with uniformly upper bisectional curvature bound. For the conic metric along a simple normal crossing divisor with triple or higher multiple points we may…
Proves smoothness of conical singularities in mean curvature flow.
problem Resolving singularities in mean curvature flow.
method Analyzes smooth hypersurfaces with isolated conical singularities.
result Smoothness of level set flow through asymptotically conical singularities.
Study finds conditions for conformal deformations to constant scalar curvature in conic metrics.
problem Finding conditions for conformal deformations to constant scalar curvature in conic metrics.
method Analyzes conformal deformations within a class of incomplete Riemannian metrics that generalize conic orbifold singularities.
result Determines sufficient conditions for the existence of a conformal deformation to a conic metric with constant scalar curvature -1.
Study describes ALF instantons with conical singularities.
problem Understanding ALF instantons with conical singularities.
method Applied techniques from previous work.
result Only 4D subfamilies can be smoothly compactified with conical singularities.
Study X-ray transform on conic spaces, proving injectivity under certain conditions.
problem Injectivity of geodesic X-ray transform on conic metrics.
method Injectivity under non-trapping and no conjugate point assumptions.
result Injectivity of geodesic X-ray transform for asymptotically conic metrics.
We establish a parabolic version of Tian's C2,α-estimate for conical complex Monge-Ampere equations, which includes conical Kähler-Einstein metrics. Our estimate will complete the proof of the existence of unnormalized conical Kähler-Ricci flow in arXiv:1411.7284.
We prove that the conical Kähler-Ricci flows introduced in \cite{CYW} exist for all time t∈[0,+∞). These immortal flows possess maximal regularity in the conical category. As an application, we show if the twisted first Chern class C1,β is negative or zero, the corresponding conical Kähler-Ricci flows co…
We study metrics on conic 2-spheres when no Einstein metrics exist. In particular, when the curvature of a conic metric is positive, we obtain the best curvature pinching constant. We also show that when this best pinching constant is approached, the conic 2-sphere has an explicit Gromov-Hausdorff limit. This is a gene…
The study proves convergence of conic 4-spheres' geometry to boundary cases.
problem Convergence of conic 4-spheres' geometry to boundary cases.
method Proved a convergence theorem on the moduli space of constant σ₂ metrics for conic 4-spheres.
result When a numerical condition converges to the boundary case, conic 4-spheres' geometry converges to the boundary case while preserving capacity.
Geometric Bass martingales linked to Brownian motion and geometric Brownian motion.
problem Modeling continuous martingales with prescribed initial and terminal distributions.
method Developed geometric Bass martingales and established their properties.
result Explicit bijection and representation of geometric Bass martingales.
Generalized Gauss-Bonnet formula for conical metrics on compact Riemann surfaces.
problem Proving a generalized Gauss-Bonnet formula for conical metrics.
method Analyzing Gaussian curvature and Lebesgue integrability.
result Proved a generalized Gauss-Bonnet formula for conical metrics.
Study conic-line arrangements of degree 7, finding their topology and components.
problem Understanding the topology and components of conic-line arrangements of degree 7.
method Examined the embedded topology using SageMath and Sirocco package.
result Determined the number of connected components and fundamental groups.
Conic singular sub-manifolds are Lipschitz Normally Embedded in compact non-Euclidean manifolds.
problem Understanding the Lipschitz geometry of conic singular sub-manifolds.
method Analyzing the metric properties of conic singular sub-manifolds in compact non-Euclidean manifolds.
result Connected conic singular sub-manifolds are Lipschitz Normally Embedded.
The paper explores conic-line arrangements via Poncelet's theorem and finds families of reducible curves.
problem Understanding the topology of conic-line arrangements using Poncelet's theorem.
method Study unramified double covers induced by Poncelet transverses.
result Existence of families of Zariski pairs of degree 2m+6 for m≥2. Constructs surfaces with conical singularities using variational methods.
problem Creating Hamiltonian Stationary Surfaces with specific singularities.
method Variational methods and convergence process similar to Ginzburg-Landau analysis.
result Obtained surfaces with prescribed conical singularities related to optimal Wente constants.
Paper proves unique conical tangent flows in all dimensions.
problem Proving uniqueness of conical singularities in mean curvature flows.
method Based on Chodosh-Schulze's work in hypersurfaces, extended to all codimensions.
result Uniqueness of asymptotically conical tangent flows in all codimensions.
Generically, topological insulators have conical points leading to Dirac-like currents.
problem Understanding the conical structure of degeneracies in topological phases of matter.
method Analyzing Hermitian matrices with three parameters to show conical points.
result Adiabatic deformations of topological insulators result in Dirac-like currents whose total conductivity equals the chiral number of conical points.
Existence proved for q-Bass martingales with specific marginals.
problem Constructing martingales with prescribed marginals close to a reference measure.
method Geometric analysis of parametrized convex polygonal chains.
result Existence and uniqueness of q-Bass martingales with finitely supported initial marginals. Paper shows regularizing flow for conical Kähler-Ricci equations.
problem Regularizing property of conical Kähler-Ricci flow.
method Regularizing property of the twisted conical Kähler-Ricci flow from a positive closed current with zero Lelong number.
result Extends regularizing property to conical singularity case.
Study finds limits for conical Kähler-Einstein metrics on unstable surfaces.
problem Optimal upper bounds for conical Kähler-Einstein metrics on K-unstable del Pezzo surfaces.
method Established optimal upper bounds for cone angles of Kähler-Einstein metrics with conical singularities.
result Optimal upper bounds for conical Kähler-Einstein metrics on K-unstable del Pezzo surfaces.
Study curve shortening flow on Riemann surfaces with conic singularities.
problem Analyzing curve shortening flow on surfaces with conic singularities.
method Generalized Huisken's comparison function to Riemann surfaces and surfaces with conic singularities. Reproofed Gage-Hamilton-Grayson theorem. Proved CSF can't touch conic singularities with cone angles ≤ π.
result CSF can't touch conic singularities with cone angles ≤ π for embedded simple closed curves.
Study finds optimal martingale coupling between two distributions with minimal entropy.
problem Finding the optimal martingale coupling between two distributions with minimal relative entropy.
method Solving a dual problem to find the log-density of the optimal coupling, which represents the marginal and martingale constraints.
result The log-density of the optimal coupling is given by a triplet of real functions representing the marginal and martingale constraints.
We discuss the constant σ2 problem for conic 4-spheres. Based on earlier works of Chang-Han-Yang and Han-Li-Teixeira, we are able to find a necessary condition for the existence problem. In particular, when the condition is sharp, we have the uniqueness result similar to that of Troyanov in dimension 2. It indicat…
Proves positive mass theorem on conical manifolds with small angles.
problem Proving the positive mass theorem on conical manifolds with small cone angles.
method Analyzes conical manifolds with small cone angles, assuming spin structure and locally conformal flatness.
result Proves the positive mass theorem under specified conditions.
The paper classifies Landsberg metrics on a 2D Lie group and proves a conjecture.
problem Classifying Landsberg metrics on a 2D Lie group.
method Analyzing left invariant conic Finsler metrics on a 2D non-Abelian Lie group.
result Any left invariant conic Landsberg metric on G must be Berwald. The abstract proves spherical surface decompositions with conical singularities.
problem Decomposing surfaces with spherical metrics and conical singularities.
method Geometric triangulations and irreducible components of standard shapes.
result Spherical polygons, including half-spherical concave polygons, can be arbitrarily complicated.
In the paper, the martingales and super-martingales relative to a convex set of equivalent measures are systematically studied. The notion of local regular super-martingale relative to a convex set of equivalent measures is introduced and the necessary and sufficient conditions of the local regularity of it in the disc…
Note on failure of Martingale Wasserstein Inequality in higher dimensions.
problem Analyzing failure of Martingale Wasserstein Inequality in higher dimensions.
method Checking failure in dimension d≥2 and proving a stronger inequality in all dimensions.
result A stronger Maximal Martingale Wasserstein Inequality holds in all dimensions.
Paper proves Whitney stratified spaces can be given a conically smooth structure.
problem Proving Whitney stratified spaces can be given a conically smooth structure.
method Introduced conically smooth structure by Ayala, Francis, and Tanaka. Proved conjecture that any Whitney stratified space admits a canonical conically smooth structure.
result Established a connection between Whitney stratified spaces and conically smooth spaces.
The paper proves the existence of Sasaki-Einstein metrics on specific Sasakian manifolds.
problem Proving the existence of conic Sasaki-Einstein metrics on log Fano Sasakian manifolds of dimension five.
method Deriving uniform L^{4}-bounds and analyzing the conic Sasaki-Ricci flow.
result Existence of conic Sasaki-Einstein metrics on log Fano Sasakian manifolds of dimension five.
The paper studies projections of asset prices under equivalent martingale measures.
problem Understanding the impact of information on asset price bubbles and arbitrage opportunities.
method Analyzes optional projections of local martingales into a smaller filtration under equivalent martingale measures.
result Provides general results and specific examples like inverse Bessel process and stochastic volatility models.