Quantum calculus models stock liquidity issues.
problem Capturing illiquidity in stock price distributions.
method Quantum stochastic calculus applied to finance.
result Modeling the impact of widened bid-ask spreads.
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48 results for “distributional calculus”
A definition for elliptical tempered stable distribution, based on the characteristic function, have been explained which involve a unique spectral measure. This definition provides a framework for creating a connection between infinite divisible distribution, and particularly elliptical tempered stable distribution, w…
Schrödinger bridge solved with Weyl calculus for quadratic state cost.
problem Optimal control policy to steer joint state statistics.
method Weyl calculus in quantum mechanics for reaction-diffusion PDEs.
result Explicit Markov kernel for quadratic state cost found.
A contact manifold is a manifold equipped with a distribution of codimension one that satisfies a `maximal non-integrability' condition. A standard example of a contact structure is a strictly pseudoconvex CR manifold, and operators of analytic interest are the tangential Cauchy-Riemann operator and the Szego projector…
Based on graphic lambda calculus, we propose a program for a new model of asynchronous distributed computing, inspired from Hewitt Actor Model, as well as several investigation paths, concerning how one may graft lambda calculus and knot diagrammatics.
Mathematical tools solve complex option pricing problems.
problem Complex option pricing models in finance.
method Distributional Mellin transform and inversion of multiple Mellin-Barnes integrals.
result Solves various option pricing models including American options.
We explore the geometry that underlies the osculating nilpotent group structures of the Heisenberg calculus. For a smooth manifold with a distribution analysts use explicit (and rather complicated) coordinate formulas to define the nilpotent groups that are central to the calculus. Our aim in this p…
Paper characterizes causal graphs from hard interventions and proposes a learning algorithm.
problem Discovering causal structure from hard interventions and observational data.
method Proposes graphical constraints and a learning algorithm based on do-calculus.
result Characterizes interventional equivalence classes of causal graphs with latent variables.
We extend causal calculus to models with cycles, latent confounders, and selection bias.
problem Causal reasoning in the presence of cycles, latent confounders, and selection bias.
method Prove rules of causal calculus for i/o structural causal models, generalize adjustment criteria, and extend ID algorithm.
result Enable causal reasoning in complex models with cycles, latent confounders, and selection bias.
Developed calculus for distributions, finding geometric interpretations.
problem Analyze distributions using tractor calculus.
method Developed tractor calculus, derived normal connection, analyzed BGG operator.
result Solutions of BGG operator are almost Einstein scales of Nurowski conformal structure.
The paper provides valuation formulas for insurance contracts using Malliavin calculus.
problem Valuation of insurance contracts with dependent claims.
method Using Malliavin calculus to express expected cash flows in terms of a building block.
result Formulas for expected cash flows in actuarial and financial contracts.
Defines Wodzicki residue using groupoids and fibered distributions.
problem Defining and understanding the Wodzicki residue in noncommutative geometry.
method Using groupoid language and filtered manifolds, defining the residue and showing its properties.
result The groupoidal residue is a trace on pseudodifferential operators and matches the usual residue in certain cases.
Causal Effect Identification from Multiple Incomplete Data Sources: A General Search-based Approachstat.ML
A new search algorithm identifies causal effects from incomplete data.
problem Identifying causal effects from incomplete data sources.
method A search-based algorithm over do-calculus rules.
result The approach is complete for a wide range of identifiability problems.
Operator calculus for population-based optimization provides a unified framework for analyzing convergence of various methods.
problem Convergence analysis of population-based optimization methods
method Introduce an operator calculus for describing composite mean-field algorithms as compositions of elementary operators acting on probability measures.
result Establish a modular Lyapunov principle for certifying exponential decay of state-space Lyapunov function and search errors.
The paper explores self-adjointness of Laplace-Beltrami operator on special geometric manifolds.
problem Characterizing self-adjoint extensions of the Laplace-Beltrami operator on -Grushin manifolds.
method Introducing an exotic calculus of pseudodifferential operators adapted to the geometry of the singularity.
result Criterion for essential self-adjointness and determination of several self-adjoint extensions.
The paper develops a heat kernel expansion for Rockland operators on filtered manifolds.
problem Analyzing heat kernel expansions for non-commutative geometries.
method Established a universal heat kernel expansion for Rockland operators on closed filtered manifolds using a new calculus.
result Implications of the heat expansion for complex powers, heat trace asymptotics, and eigenvalue asymptotics are generalized to this new calculus.
The covariant phase space of a Lagrangian field theory is the solution space of the associated Euler-Lagrange equations. It is, in principle, a nice environment for covariant quantization of a Lagrangian field theory. Indeed, it is manifestly covariant and possesses a canonical (functional) "presymplectic structure" w …
We present an extension of the classical theory of calculus of variations to generalized functions. The framework is the category of generalized smooth functions, which includes Schwartz distributions while sharing many nonlinear properties with ordinary smooth functions. We prove full connections between extremals and…
The paper constructs discrete Hessian and divdiv complexes on triangulations and proves their cohomology isomorphic to continuous versions.
problem Discrete construction of Hessian and divdiv complexes on triangulations.
method Construction of discrete Hessian and divdiv complexes using finite elements and Dirac measures on triangulations.
result The cohomology of the constructed complexes is isomorphic to the continuous de Rham cohomology.
Extends Hess-Schrader-Uhlenbrock inequality for 1-forms in tamed Dirichlet spaces.
problem Establishing a new inequality for 1-forms in tamed Dirichlet spaces.
method Developed a vector calculus for tamed Dirichlet spaces and applied it to establish the inequality.
result Established the Hess-Schrader-Uhlenbrock inequality for 1-forms in -cotangent module.
New approach to score function in diffusion models using Malliavin calculus.
problem Estimating score function for complex data distributions.
method Combines Malliavin calculus with Bismut-type formula to derive exact score function expression.
result Derives exact, closed-form expression for score function in diffusion models.
Proves that emergent algebras right-distributivity implies left-distributivity.
problem Proving the implication between emergent algebra distributivity conditions.
method Analyzing families of quasigroup operations indexed by commutative groups.
result Emergent algebras right-distributive imply left-distributive.
Lie Calculusmath.GR
Lie Calculus connects differential and Lie theory using groupoids.
problem Understanding the relationship between differential and Lie theories.
method Using groupoids to link differential and Lie theories.
result Higher order theory involves higher algebra (n-fold groupoids).
N-Cartan calculusmath.RT
New calculus extends noncommutative geometry to higher N.
problem Developing a new noncommutative differential geometry.
method Examining N-Koszul calculus for N-symmetric algebras.
result Extension of N-Cartan calculus to manifolds conjectured.
Study embedding calculus and link invariants using functor calculus.
problem Detect Milnor invariants using embedding towers of string links.
method Use functor calculus and Goodwillie-Weiss embedding calculus.
result Embedding tower detects Milnor invariants.
One way to geometrically encode the singularities of a stratified pseudomanifold is to endow its interior with an iterated fibred cusp metric. For such a metric, we develop and study a pseudodifferential calculus generalizing the Φ-calculus of Mazzeo and Melrose. Our starting point is the observation, going back to Mel…
We complement the theory of tick-by-tick dynamics of financial markets based on a Continuous-Time Random Walk (CTRW) model recently proposed by Scalas et al., and we point out its consistency with the behaviour observed in the waiting-time distribution for BUND future prices traded at LIFFE, London.
Embedding calculus proves convergence for surfaces.
problem Proving convergence of embedding calculus for surfaces.
method Goodwillie-Weiss' embedding calculus for spaces of embeddings into a manifold of dimension at most two.
result Relates Johnson filtration of mapping class group to embedding calculus.
Study geometric characterization of asymptotic pseudodifferential calculus on spinor bundles.
problem Geometric characterization of asymptotic pseudodifferential calculus on spinor bundles.
method Groupoid approach to pseudodifferential calculus, rescaled bundle.
result Rescaled bundle provides geometric characterization to asymptotic pseudodifferential calculus on spinor bundles.
Study on heat trace on sub-Riemannian manifolds using probabilistic methods.
problem Analyzing heat trace on sub-Riemannian manifolds with smooth measures.
method Probabilistic approach using S. Watanabe's distributional Malliavin calculus.
result Proved a short time asymptotic expansion of the heat trace up to any order.
Secondary Calculus formalizes PDEs using cohomology, simplifying their study.
problem Formalizing and simplifying the study of partial differential equations (PDEs).
method Using cohomology of diffieties to formalize PDEs and their properties.
result Differential calculus on PDE solution spaces is homotopy calculus on horizontal De Rham algebras of diffieties.
In arXiv:1207.0332 [cs.LO] was proposed a graphic lambda calculus formalism, which has sectors corresponding to untyped lambda calculus and emergent algebras. Here we explore the sector covering knot diagrams, which are constructed as macros over the graphic lambda calculus.
The paper studies stability of mean-field variational inference for log-concave distributions.
problem Stability of mean-field variational inference for log-concave distributions.
method Novel approach via linearized optimal transport, lifting non-convex problem to convex optimization over transport maps.
result Dimension-free Lipschitz continuity of the MFVI optimizer with respect to the target distribution, measured in 2-Wasserstein distance.
Extends differential calculus to triole algebras.
problem No specific problem stated; focuses on extending differential calculus.
method Generalizes diolic differential calculus to triole algebras with fiber metrics.
result Established a conceptual framework for calculus on bundles with vector-valued fiber metrics.
Unified Lie structures in homotopy and isotopy calculus.
problem Compatibility of Lie structures in homotopy and isotopy calculus.
method New technical tool: bracket on total homotopy fibres of collapsing cubes of wedge sums.
result Unified understanding of Lie structures in homotopy and isotopy calculus.
A diagrammatic language for 3D manifolds with boundary.
problem Representing and manipulating 3D manifolds with boundary.
method Diagrammatic calculus and local moves.
result Completeness of the diagrammatic calculus proved.
Notes on Tractor Calculusmath.DG
Introduces tractors for basic examples and modern differential calculus.
problem None explicitly stated, focuses on introduction.
method Classical examples and modern invariant differential calculus.
result Introduction to tractors and related modern differential calculus.
Global calculus on Wasserstein space defined for Riemannian manifolds.
problem Developing a global differential calculus on Wasserstein spaces.
method Derivations of cylinder functions, Levi-Civita connection, extended Otto metric.
result Global differential approach to Wasserstein spaces reveals intrinsic and extrinsic curvature.
This paper is concerned with pseudodifferential calculus on manifolds with fibred corners. Following work of Connes, Monthubert, Skandalis and Androulidakis, we associate to every manifold with fibred corners a longitudinally smooth groupoid which algebraic and differential structure is explicitely described. This grou…
This memoir deals with the hypoelliptic calculus on Heisenberg manifolds, or Heisenberg calculus. The Heisenberg manifolds generalize CR and contact manifolds and in this context the main differential operators at stake include the Hörmander's sum of squares, the Kohn Laplacian, the horizontal sublaplacian and its conf…
Simplified calculus for semimartingales makes complex transformations easier.
problem Complex transformations of semimartingales.
method Unified treatment of transformations for real and complex semimartingales.
result Unified calculus for semimartingales simplifies various transformations.
Euler calculus is based on integrating simple functions with respect to the Euler characteristic. This paper makes the case for extending Euler calculus to continuous integrands by integrating with respect to (Gaussian) curvature. This requires a metric but is nevertheless defined within any O-minimal theory. It satisf…
Riemannian metrics and Laplacians defined for complex distributions on manifolds.
problem Defining metrics and Laplacians for distributions on manifolds of varying rank.
method Introduced a Riemannian metric and Laplace operator for generalised smooth distributions on manifolds.
result Essentially self-adjoint Laplacian on compact manifolds, hypoellipticity proven.
Operational guide to discrete exterior calculus on cubic cells.
problem Applying calculus on discrete manifolds.
method Defining discrete exterior calculus on cubic cells for discrete manifolds.
result Gauss and Stokes theorems are recovered on the discrete torus.
This is a short description of graphic lambda calculus, with special emphasis on a duality suggested by the two different appearances of knot diagrams, in lambda calculus and emergent algebra sectors of the graphic lambda calculus respectively. This duality leads to the introduction of the dual of the graphic beta move…
Develops symmetric Cartan calculus linking to Patterson-Walker metric.
problem No specific problem stated; focuses on developing a new calculus.
method Symmetric Cartan calculus, using torsion-free affine connections.
result Symmetric Cartan calculus is a complete analogue of classical Cartan calculus.
New calculus solves boundary value problems for elliptic operators.
problem Boundary value problems for 0-elliptic operators.
method Developed a new calculus called symbolic 0-calculus to handle boundary value problems.
result Construct left and right parametrices for 0-elliptic operators with boundary conditions.
Accessible proof of Gauss-Bonnet theorem using vector calculus.
problem Proving the Gauss-Bonnet theorem for surfaces in 3D.
method Classical vector calculus approach.
result Self-contained proof of Gauss-Bonnet theorem.