arXiv research

Formula connects foliated simplicial volume with group cost.

Extends Alòs' formula to Barndorff-Nielsen and Shephard model.

New formulas for barrier options in stochastic volatility models with nonzero correlation.

On the basis of loop group decompositions (Birkhoff decompositions), we give a discrete version of the nonlinear d'Alembert formula, a method of separation of variables of difference equations, for discrete constant negative Gauss curvature (pseudospherical) surfaces in Euclidean three space. We also compute two exampl…

Formula calculates surface torsion via pants decompositions.

We prove an adiabatic decomposition formula of the zeta-determinant of the Laplace type operator with respect to Dirichlet boundary condition. We allow the non-invertible tangential operator. As a result, our adiabatic decomposition formula involves the scattering matrix over the manifold with cylindrical end. We also …

O'Hara introduced several functionals as knot energies. One of them is the Möbius energy. We know its Möbius invariance from Doyle-Schramm's cosine formula. It is also known that the Möbius energy was decomposed into three components keeping the Möbius invariance. The first component of decomposition represents the ext…

We construct a Seifert surface for a given null-homologous transverse link in a contact manifold that is compatible with a planar open book decomposition, then obtain a formula of the self-linking number. It extends Bennequin's self-linking number formula for braids in the standard contact 3-sphere.

We find a self-linking number formula for a given null-homologous transverse link in a contact manifold that is compatible with either an annulus or a pair of pants open book decomposition. It extends Bennequin's self-linking formula for a braid in the standard contact $3$-sphere.

Paper introduces a new principle for fair redistribution of insurance surplus.

In the present paper, a decomposition formula for the call price due to Alòs is transformed into a Taylor type formula containing an infinite series with stochastic terms. The new decomposition may be considered as an alternative to the decomposition of the call price found in a recent paper of Alòs, Gatheral and Radoi…

Topological proof of Weil-Petersson symplectic form using Fenchel-Nielsen coordinates.

This paper derives a portfolio decomposition formula when the agent maximizes utility of her wealth at some finite planning horizon. The financial market is complete and consists of multiple risky assets (stocks) plus a risk free asset. The stocks are modelled as exponential Brownian motions with drift and volatility b…

We give the extension formulae on almost complex manifolds and give decompositions of the extension formulae. As applications, we study $(n,0)$-forms, the $(n,0)$-Dolbeault cohomology group and $(n,q)$-forms on almost complex manifolds.

We first provide an alternative proof of the classical Weitzneböck formula for Einstein four-manifolds using Berger curvature decomposition, motivated by which we establish a unified framework for a Weitzenböck formula for a large class of canonical metrics on four-manifolds (or a Weitzenböck formula for "Einstein metr…

Sub-Riemannian Selberg trace formulae for compact quotients of SL(2, R)

New formula for knot group representations and hyperbolic structures.

This article is an application of the author's paper about a construction method for discrete constant negative Gaussian curvature surfaces, the nonlinear d'Alembert formula. The heart of this formula is the Birkhoff decomposition, and we give a simple algorithm for the Birkhoff decomposition. As an application, we dra…

New method decomposes profits and losses continuously, avoiding discrete reporting issues.

Study on spin random fields using chaos decomposition for cosmic microwave background modeling.

The gluing formula of the zeta-determinant of a Laplacian given by Burghelea, Friedlander and Kappeler contains an unknown constant. In this paper we compute this constant to complete the formula under the assumption of the product structure near boundary. As applications of this result,we prove the adiabatic decomposi…

In this paper we derive a generic decomposition of the option pricing formula for models with finite activity jumps in the underlying asset price process (SVJ models). This is an extension of the well-known result by Alos (2012) for Heston (1993) SV model. Moreover, explicit approximation formulas for option prices are…

Derives adjoint formulas for matrix operations and applies them to specific cases.

We present a representation formula for discrete indefinite affine spheres via loop group factorizations. This formula is derived from the Birkhoff decomposition of loop groups associated with discrete indefinite affine spheres. In particular we show that a discrete indefinite improper affine sphere can be constructed …

3+1 decompositions of differential forms on a Lorentzian manifold (M,g;+ - - -) with respect to arbitrary observer field and the decomposition of the standard operations acting on them are studied, making use of the ideas of the theory of connections on principal bundles. Simple explicit general formulas are given as w…

Formula derived for renormalized area of minimal submanifolds in Poincaré-Einstein manifolds.

Einstein's non-symmetric geometry uses Bochner's technique to prove decomposition and vanishing results.

We obtain a decomposition of the call option price for a very general stochastic volatility diffusion model extending the decomposition obtained by E. Alòs in [2] for the Heston model. We realize that a new term arises when the stock price does not follow an exponential model. The techniques used are non anticipative. …

In this paper we first establish the relation between the zeta-determinant of a Dirac Laplacian with the Dirichlet boundary condition and the APS boundary condition on a cylinder. Using this result and the gluing formula of the zeta-determinant given by Burghelea, Friedlander and Kappeler with some assumptions, we prov…

In this note, we report the back propagation formula for complex valued singular value decompositions (SVD). This formula is an important ingredient for a complete automatic differentiation(AD) infrastructure in terms of complex numbers, and it is also the key to understand and utilize AD in tensor networks.

Unified tensor network formalism for combining neural and symbolic AI.

We give a formula of the connected component decomposition of the Alexander quandle: $\mathbb{Z}[t^{\pm1}]/(f_1(t),\ldots, f_k(t))=\bigsqcup^{a-1}_{i=0}\mathrm{Orb}(i)$, where $a=\gcd (f_1(1),\ldots, f_k(1))$. We show that the connected component $\mathrm{Orb}(i)$ is isomorphic to $\mathbb{Z}[t^{\pm1}]/J$ with an expli…

The higher spin Laplace operator has been constructed recently as the generalization of the Laplacian in higher spin theory. This acts on functions taking values in arbitrary irreducible representations of the Spin group. In this paper, we first provide a decomposition of the higher spin Laplace operator in terms of Rr…

Consider a Hamiltonian action by a compact Lie group on a possibly noncompact symplectic manifold. We give a short proof of a geometric formula for decomposition into irreducible representations of the equivariant index of a Spin$^c$-Dirac operator in this context. This formula was conjectured by Michèle Vergne in 2006…

Derives formulas for Monge-Ampère measures and reduces complex conjectures to simpler existence problems.

The paper studies Stein-Weiss operators on symmetric tensors, extending previous work.

Approximates call option prices for Barndorff-Nielsen and Shephard model.

In a recent work \cite{BG}, given a collection of continuous semimartingales, authors derive a semimartingale decomposition from the corresponding ranked processes in the case that the ranked processes can meet more than two original processes at the same time. This has led to a more general decomposition of ranked pro…

Derive new Euler-Ramanujan-type identities and infinite decompositions for zero mean curvature graphs in various spaces.

New method for geodesics of multivariate normals, derived from a Toda lattice.

Embedded contact knot homology (ECK) is a variation on Embedded contact homology (ECH), defined with respect to an open book decomposition compatible with a contact structure on some 3-manifold, M. The knot in question is given by the (null-homologous) binding of the open book and the chain complex is defined in terms …

In this note we specialize and illustrate the ideas developed in the paper math.DG/0201112 of the first author ("Index theory, eta forms, and Deligne cohomology ") in the case of the determinant line bundle. We discuss the surgery formula in the adiabatic limit using the adiabatic decomposition formula of the zeta regu…

In the present paper, we study deformations of polar weighted homogeneous polynomials which are also polar weighted homogeneous polynomials. We describe a round handle decomposition of the Milnor fibration of a deformation of a polar weighted homogeneous polynomial concretely and give the number of round handles by the…

Abstract: Determinants and formulas for operators on various spaces.

We show that integration over a $G$-manifold $M$ can be reduced to integration over a minimal section $Σ$ with respect to an induced weighted measure and integration over a homogeneous space $G/N$. We relate our formula to integration formulae for polar actions and calculate some weight functions. In case of a compact …

We compute first variation formulas for the complex components of the Bakry-Emery-Ricci endomorphism along Kähler structures. Our formulas show that the principal parts of the variations are quite standard complex differential operators with particular symmetry properties on the complex decomposition of the variation o…

Unified formula for arbitrary liquidity operations in weighted AMMs

Decomposes J-energy into simpler intersection numbers for stability analysis.