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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,742 papers · 148 categories

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200400600800 · Jun 202019922001200920172026
48 results for convenient setting

Extends Dirac structures to infinite dimensions, focusing on convenient Lie algebroids and manifolds.

problem Extending classical geometrical results from finite to infinite dimensions.
method Introduces partial Dirac structures on convenient Lie algebroids and manifolds, explores their properties and limits.
result Classical geometrical results can be extended to infinite dimensional contexts.

The paper extends Nambu-Poisson structures to infinite dimensions.

problem Extending Nambu-Poisson structures to infinite dimensional settings.
method Adapting finite dimensional Nambu-Poisson structures to a convenient manifold setting.
result Classical results in finite dimensions can be extended to infinite dimensions for partial Nambu structures.

Survey on Nambu-Poisson structures in infinite dimensions.

problem Generalization of Poisson and Nambu-Poisson structures in infinite dimensions.
method Study properties of associated characteristic distribution and projective/direct limits.
result Properties and limits of Nambu-Poisson structures in convenient setting.

Extends Dirac structures to infinite dimensions for mechanical systems.

problem Adapting finite-dimensional Dirac structures to infinite-dimensional settings.
method Introduces partial Dirac structures and applies variational techniques to constraint Lagrangians on subbundles and singular distributions.
result Characterizes normal geodesics for conical Finsler metrics on Banach manifolds.

We review the basic definitions and properties concerning smooth structures, convenient spaces, diffeological spaces and tangent structures. The relation betwen them is described. A tangent structure is constructed for each pre-convenient space. This one is proved to be convenient iff the space and the tangent fibres c…

2001-12-04abs ↗pdf ↗

With a view towards applications in the theory of infinite-dimensional representations of finite-dimensional Lie supergroups, we introduce a new category of supermanifolds. In this category, supermanifolds of `maps' and `fields' (fibre bundle sections) exist. In particular, loop supergroups can be realised globally in …

2011-09-14abs ↗pdf ↗

This paper is devoted to the framework of direct limit of anchored Banach bundles over a convenient manifold which is a direct limit of Banach manifold. In particular we give a criterion of integrability for distributions on such convenient manifolds which are locally direct limits of particular sequences of Banach anc…

2014-08-16abs ↗pdf ↗

A "Chen space" is a set X equipped with a collection of "plots" - maps from convex sets to X - satisfying three simple axioms. While an individual Chen space can be much worse than a smooth manifold, the category of all Chen spaces is much better behaved than the category of smooth manifolds. For example, any subspace …

2008-07-10abs ↗pdf ↗

Following the unified approach of A. Kriegl and P.W. Michor (1997) for a treatment of global analysis on a class of locally convex spaces known as convenient, we give a generalization of Rashevsky-Chow's theorem for control systems in regular connected manifolds modelled on convenient (infinite-dimensional) locally con…

2012-09-09abs ↗pdf ↗

New risk measures incorporate economic states to assess crude oil derivatives.

problem Assessing risk in crude oil derivatives with varying economic conditions.
method Introduced regime switching entropic risk measures using Markov chains.
result Closed formulae for risk measures derived, showing term structure and mean-reverting convenience yield.

The study explains why signature methods work in commodity futures term structure classification.

problem Lack of interpretability in signature methods for term structure classification.
method Introducing signature perturbations to explain the success of signature-based classification.
result The volatility of the convenience yield is the major discriminant for commodity markets classification.

A bottom tangle is a tangle in a cube consisting only of arc components, each of which has the two endpoints on the bottom line of the cube, placed next to each other. We introduce a subcategory B of the category of framed, oriented tangles, which acts on the set of bottom tangles. We give a finite set of generators of…

2005-05-11abs ↗pdf ↗

Electricity production via solar energy is tackled via short-term forecasts and risk management. Our main tool is a new setting on time series. It allows the definition of "confidence bands" where the Gaussian assumption, which is not satisfied by our concrete data, may be abandoned. Those bands are quite convenient an…

2016-02-19abs ↗pdf ↗

This is an overview article. After an introduction to convenient calculus in infinite dimensions, the foundational material for manifolds of mappings is presented. The central character is the smooth convenient manifold C(M,N)C^{\infty}(M,N) of all smooth mappings from a finite dimensional Whitney manifold germ MM into a …

2019-09-01abs ↗pdf ↗

Paper examines floating exercise boundaries for American options in time-inhomogeneous models.

problem Floating exercise boundaries in time-inhomogeneous models with negative interest rates or yields.
method Semi-analytical approach for pricing American options.
result Specialized pricing methodologies are required for models with floating exercise boundaries.

Let K be an algebraically closed field endowed with a complete non-archimedean norm with valuation ring R. Let f:Y -> X be a map of K-affinoid varieties. In this paper we study the analytic structure of the image f(Y) in X; such an image is a typical example of a subanalytic set. We show that the subanalytic sets are p…

1997-03-17abs ↗pdf ↗

A new convenient method of describing flat convex compact sets is proposed. It generalizes classical trigonometric functions sin\sin and cos\cos. Apparently, this method may be very useful for explicit description of solutions of optimal control problems with two-dimensional control. Using this method a series of sub-Fin…

2018-07-21abs ↗pdf ↗

We address the challenge of effective exploration while maintaining good performance in policy gradient methods. As a solution, we propose diverse exploration (DE) via conjugate policies. DE learns and deploys a set of conjugate policies which can be conveniently generated as a byproduct of conjugate gradient descent. …

2019-02-10abs ↗pdf ↗

We classify all fusion categories for a given set of fusion rules with three simple object types. If a conjecture of Ostrik is true, our classification completes the classification of fusion categories with three simple object types. To facilitate the discussion we describe a convenient, concrete and useful variation o…

2007-04-02abs ↗pdf ↗

We show that isotopy classes of simple closed curves in any oriented surface admit a quandle structure with operations induced by Dehn twists, the Dehn quandle of the surface. We further show that the monodromy of a Lefschetz fibration can be conveniently encoded as a quandle homomorphism from the knot quandle of the b…

2002-01-28abs ↗pdf ↗

In this note we give a characterization of taut Riemannian foliations using the transverse divergence. This result turns out to be a convenient tool in the case of some standard examples. Furthermore, we show that a classical tautness result of Haefliger can be obtained in our particular setting as a straightforward co…

2014-11-26abs ↗pdf ↗

We define inductively isometric embeddings of $\mb{P}^n(\mb{R})$ and $\mb{P}^n(\mb{C})$ (with their canonical metrics conveniently scaled) into the standard unit sphere, which present the former as the restriction of the latter to the set of real points. Our argument parallels the telescopic construction of $\mb{P}^\in…

2018-12-25abs ↗pdf ↗

We investigate the use of Malliavin calculus in order to calculate the Greeks of multidimensional complex path-dependent options by simulation. For this purpose, we extend the formulas employed by Montero and Kohatsu-Higa to the multidimensional case. The multidimensional setting shows the convenience of the Malliavin …

2011-03-29abs ↗pdf ↗

We define the notion of strong projective limit of Banach Lie algebroids. We study the associated structures of Fréchet bundles and the compatibility with the different morphisms. This kind of structure seems to be a convenient framework for various situations.

2010-12-03abs ↗pdf ↗

In this paper are studied the harmonic maps between two generalized Lagrange spaces. At the same time, it is proved that the solutions of C2C^2 class of certain ODEs or PDEs are harmonic maps between certain convenient generalized Lagrange spaces.

2000-09-14abs ↗pdf ↗

Develops a framework to test excessive influence of small data subsets.

problem Identifying when small data subsets significantly impact model conclusions.
method Formalizes the concept of most influential sets, deriving influence formulas and extreme value distributions.
result Allows rigorous hypothesis testing for excessive influence, resolving contested findings.