arXiv research

The paper classifies surfaces with constant skew curvature in 3-space forms.

We classify the connected pseudo-Riemannian manifolds of signature $(p,q)$ with $q\ge5$ so that at each point of $M$ the skew-symmetric curvature operator has constant rank 2 and constant Jordan normal form on the set of spacelike 2 planes and so that the skew-symmetric curvature operator is not nilpotent for at least …

A Riemannian manifold is called IP, if the eigenvalues of its skew-symmetric curvature operator are pointwise constant. It was previously shown that for all n\ge 4, except n=7, any IP manifold either has constant curvature, or is a warped product, with some specific function, of a line and a space of constant curvature…

Let R be an algebraic curvature tensor for a non-degenerate inner product of signature(p,q) where q>4. If $π$ is a spacelike 2 plane, let $R(π)$ be the associated skew-symmetric curvature operator. We classify the algebraic curvature tensors so R(-) has constant rank 2 and show these are geometrically realizable by hyp…

We construct almost complex algebraic curvature tensors for pseudo Hermitian inner products whose skew-symmetric curvature operator has constant Jordan normal form on the set of non-degenerate complex lines.

The study explores properties of metric connections with skew torsion and their curvature identities.

Let E be a natural operator associated to the curvature tensor of a pseudo-Riemannian manifold. This survey article studies when the spectrum, or more generally the real Jordan normal form, of E is constant on the natural domain of definition. It deals with results for the Jacobi operator, the higher order Jacobi opera…

This paper is devoted to the first systematic investigation of manifolds that are Einstein for a connection with skew symmetric torsion. We derive the Einstein equation from a variational principle and prove that, for parallel torsion, any Einstein manifold with skew torsion has constant scalar curvature; and if it is …

Study curvature properties of $G_2$ connections with skew-symmetric torsion.

We construct a family of pseudo-Riemannian manifolds so that the skew-symmetric curvature operator, the Jacobi operator, and the Szabo operator have constant eigenvalues on their domains of definition. This provides new and non-trivial examples of Osserman, Szabo, and IP manifolds. We also study when the associated Jor…

We study when the Jacobi operator associated to the Weyl conformal curvature tensor has constant eigenvalues on the bundle of unit spacelike or timelike tangent vectors. This leads to questions in the conformal geometry of pseudo-Riemannian manifolds which generalize the Osserman conjecture to this setting. We also stu…

Skew parallelogram nets factorize, encompassing discrete differential geometry.

The paper characterizes curvature of quaternionic skew-Hermitian manifolds and constructs related geometric structures.

The present paper considers volume formulae, as well as trigonometric identities, that hold for a tetrahedron in 3-dimensional spherical space of constant sectional curvature +1. The tetrahedron possesses a certain symmetry: namely rotation through angle $π$ in the middle points of a certain pair of its skew edges.

Study curvature properties of specific Riemannian manifolds with skew-circulant structures.

The canonical paracontact connection is defined and it is shown that its torsion is the obstruction the paracontact manifold to be paraSasakian. A $\mathcal{D}$-homothetic transformation is determined as a special gauge transformation. The $η$-Einstein manifold are defined, it is prove that their scalar curvature is a …

Study on skew and curvature of implied and local volatilities using Malliavin calculus.

A skew loop is a closed curve without parallel tangent lines. We prove: The only complete surfaces in euclidean 3-space with a point of positive curvature and no skew loops are the quadrics. In particular, ellipsoids are the only closed surfaces without skew loops. We also prove results about skew loops on cylinders an…

Using Malliavin Calculus techniques, we derive closed-form expressions for the at-the-money behaviour of the forward implied volatility, its skew and its curvature, in general Markovian stochastic volatility models with continuous paths.

There is considered a connection with skew symmetric torsion on a quasi-Kähler manifold with Norden metric. Some necessary and sufficient conditions are derived for the corresponding curvature tensor to be Kählerian. In the case when this tensor is Kählerian, some relations are obtained between its scalar curvature and…

The Skew Mean Curvature Flow(SMCF) is a Schrödinger-type geometric flow canonically defined on a co-dimension two submanifold, which generalizes the famous vortex filament equation in fluid dynamics. In this paper, we prove the local existence and uniqueness of general dimensional SMCF in Euclidean spaces.

We derive a new, exact and transparent expansion for option smiles, which lends itself both to analytical approximation and, perhaps more importantly, to congenial numerical treatments. We show that the skew and the curvature of the smile can be computed as exotic options, for which the Hedged Monte Carlo method is par…

A natural connection with totally skew-symmetric torsion on almost contact manifolds with B-metric is constructed. The class of these manifolds, where the considered connection exists, is determined. Some curvature properties for this connection, when the corresponding curvature tensor has the properties of the curvatu…

The paper explores Lorentzian connections with parallel skew torsion.

Study local volatility from rough volatility models, finding new skew rule.

The skew mean curvature flow (SMCF) is a natural generalization of the famous vortex filament equation. In this note, we show that the Gauss map of the SMCF satisfies a Schrödinger flow equation. In this regard, we explore the geometry of the oriented Grassmannian manifold explicitly by embedding it into the exterior p…

New invariant real rank identifies constant real Lie algebroids.

A geometry with parallel skew-symmetric torsion is a Riemannian manifold carrying a metric connection with parallel skew-symmetric torsion. Besides the trivial case of the Levi-Civita connection, geometries with non-vanishing parallel skew-symmetric torsion arise naturally in several geometric contexts, e.g. on natural…

The skew mean curvature flow(SMCF), which origins from the study of fluid dynamics, describes the evolution of a codimension two submanifold along its binormal direction. We study the basic properties of the SMCF and prove the existence of a short-time solution to the initial value problem of the SMCF of compact surfac…

A necessary condition for a connection in a vector bundle to be locally metric is for its curvature matrix, which consists of $2$ forms, to be skew symmetric with respect to some local frame. In this paper we give a simple algorithm that can be used to decide when a matrix of $2$ forms is equivalent to a skew symmetric…

Counterexample found to estimate for skew-symmetric tensors.

Gaussian copulas are widely used in the industry to correlate two random variables when there is no prior knowledge about the co-dependence between them. The perturbed Gaussian copula approach allows introducing the skew information of both random variables into the co-dependence structure. The analytical expression of…

A new Riemannian manifold with skew-circulant structures and its associated locally conformal Kähler manifold are studied.

Researchers find limits on curvature of certain 3D solitons.

A pseudo-Riemannian manifold is said to be spacelike Jordan IP if the Jordan normal form of the skew-symmetric curvature operator depends upon the point of the manifold, but not upon the particular spacelike 2-plane in the tangent bundle at that point. We use methods of algebraic topology to classify connected spacelik…

The paper studies geometric properties of statistical manifolds with specific metrics.

Study polynomial structures on generalized tangent bundles and their compatibility with operators.

In the present work we consider an almost complex manifold with Norden metric (i.e. a metric with respect to which the almost complex structure is an antiisometry). On such a manifold we study a linear connection preserving the almost complex structure and the metric and having a totally skew-symmetric torsion tensor. …

We study the volume of compact Riemannian manifolds which are Einstein with respect to a metric connection with (parallel) skew-torsion. We provide a result for the sign of the first variation of the volume in terms of the corresponding scalar curvature. This generalizes a result of M. Ville, related with the first var…

We investigate the holonomy group of a linear metric connection with skew-symmetric torsion. In case of the euclidian space and a constant torsion form this group is always semisimple. It does not preserve any non-degenerated 2-form or any spinor. Suitable integral formulas allow us to prove similar properties in case …

We show that a connection with skew-symmetric torsion satisfying the Einstein metricity condition exists on an almost contact metric manifold exactly when it is D-homothetic to a cosymplectic manifold. In dimension five, we get that the existence of a connection with skew torsion satisfying the Einstein metricity condi…

In this work, we investigate the problem of finding surfaces in the Lorentz-Minkowski 3-space with prescribed skew ($S$) and mean ($H$) curvatures, which are defined through the discriminant of the characteristic polynomial of the shape operator and its trace, respectively. After showing that $H$ and $S$ can be interpr…

Improved model for SOFR, SONIA, and ESTR caplets pricing.

Paper proves injectivity of non-abelian X-ray transform on certain spaces.

This paper develops a European option pricing formula for fractional market models. Although there exist option pricing results for a fractional Black-Scholes model, they are established without accounting for stochastic volatility. In this paper, a fractional version of the Constant Elasticity of Variance (CEV) model …

We consider the unique Hermitian connection with totally skew-symmetric torsion on a Hermitian manifold. We prove that if the torsion is parallel and the holonomy is Sp(n)U(1), considered as a subgroup of U(2n) x U(1), then the manifold is locally isomorphic to the twistor space of a quaternionic Kaehler manifold with …

We exhibit Walker manifolds of signature (2,2) with various commutativity properties for the Ricci operator, the skew-symmetric curvature operator, and the Jacobi operator. If the Walker metric is a Riemannian extension of an underlying affine structure A, these properties are related to the Ricci tensor of A.

Study of differential spinors on three-manifolds with skew-torsion.