arXiv research

The paper examines smoothness and stability of convex integrands and their duals.

In this paper, the following three are shown. (1) For a $C^\infty$ convex integrand $γ: S^n\to \mathbb{R}_+$, its dual convex integrand $δ: S^n\to \mathbb{R}_+$ is of class $C^\infty$. (2) For a stable convex integrand $γ: S^n\to \mathbb{R}_+$, its dual convex integrand $δ: S^n\to \mathbb{R}_+$ is stable. (3) Let $γ: S…

Dual representation of Kantorovich functional using martingale measures.

Chiral string integrands simplify to ambitwistor string integrands in the tensionless limit.

In this paper we study a risk-minimizing hedging problem for a semimartingale incomplete financial market where d+1 assets are traded continuously and whose price is expressed in units of the numéraire portfolio. According to the so-called benchmark approach, we investigate the (benchmarked) risk-minimizing strategy in…

Kernel-based quadrature rules are becoming important in machine learning and statistics, as they achieve super-$\sqrt{n}$ convergence rates in numerical integration, and thus provide alternatives to Monte Carlo integration in challenging settings where integrands are expensive to evaluate or where integrands are high d…

Quantum speedup for Monte Carlo integration reduces integrand calls.

In this paper, it is shown that the set consisting of stable convex integrands $S^n\to \mathbb{R}_+$ is open and dense in the set consisting of $C^\infty$ convex integrands with respect to Whitney $C^\infty$ topology. Moreover, an application of the proof of this result is also shown.

Ambitwistor string matches superstring chiral integrands at zero tension.

In anomaly-free quantum field theories the integrand in the bosonic functional integral--the exponential of the effective action after integrating out fermions--is often defined only up to a phase without an additional choice. We term this choice ``setting the quantum integrand''. In the low-energy approximation to M-t…

New geometric interpretations reveal structure of AC integrands.

In this paper, it is shown that a Wulff shape is strictly convex if and only if its convex integrand is of class $C^1$. Moreover, applications of this result are given.

Bayesian optimization for expensive integrands achieves optimal performance.

Novel approach for estimating conditional expectations using Bayesian quadrature.

In this paper we consider the evolution of a graph-like hypersurface by anisotropic mean curvature flow, under some restrictions on the anisotropic area integrand. We find interior estimates (in both time and space) on the gradient of such hypersurfaces, depending only on the height of the graph and the anisotropic are…

The goal of the present paper is to investigate the algebraic structure of global conformal invariants of submanifolds. These are defined to be conformally invariant integrals of geometric scalars of the tangent and normal bundle. A famous example of a global conformal invariant is the Willmore energy of a surface. In …

Counterexample shows Ito integrand needn't be locally square integrable.

This paper forms part of a larger work where we prove a conjecture of Deser and Schwimmer regarding the algebraic structure of "global conformal invariants"; these are defined to be conformally invariant integrals of geometric scalars. The conjecture asserts that the integrand of any such integral can be expressed as a…

This work improves Fourier pricing for multi-asset options using RQMC with domain transformation.

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…

Simplifies Wulff theorem for crystalline shapes using Minkowski Theory.

Study proves uniform regularity for surface energies, critical and subcritical.

This is the second in a series of papers where we prove a conjecture of Deser and Schwimmer regarding the algebraic structure of ``global conformal invariants''; these are defined to be conformally invariant integrals of geometric scalars. The conjecture asserts that the integrand of any such integral can be expressed …

This paper gives several simple constructions of the pathwise Ito integral $\int_0^tφdω$ for an integrand $φ$ and a price path $ω$ as integrator, with $φ$ and $ω$ satisfying various topological and analytical conditions. The definitions are purely pathwise in that neither $φ$ nor $ω$ are assumed to be paths of stochast…

On a compact Kahler manifold, one can define global invariants by integrating local invariants of the metric. Assume that a global invariant thus obtained depends only on the Kahler class. Then we show that the integrand can be decomposed into a Chern polynomial (the integrand of a Chern number) and divergences of one …

This is the fifth in a series of papers where we prove a conjecture of Deser and Schwimmer regarding the algebraic structure of ``global conformal invariants''; these are defined to be conformally invariant integrals of geometric scalars. The conjecture asserts that the integrand of any such integral can be expressed a…

The study proves that certain minimal surfaces are flat under specific conditions.

Proves energy expression on Poincaré-Einstein spaces.

Constructs polyhedral chains with prescribed tangent plane distributions.

Polyconvex energies with conformal invariance have smooth stationary points outside a discrete set.

In 1963, K.P.Grotemeyer proved an interesting variant of the Gauss-Bonnet Theorem. Let M be an oriented closed surface in the Euclidean space R^3 with Euler characteristic χ(M), Gauss curvature G and unit normal vector field n. Grotemeyer's identity replaces the Gauss-Bonnet integrand G by the normal moment <a,n>^2G, w…

This is the first in a series of papers where we prove a conjecture of Deser and Schwimmer regarding the algebraic structure of ``global confor- mal invariants"; these are defined to be conformally invariant integrals of geometric scalars. The conjecture asserts that the integrand of any such integral can be expressed …

This is the fourth in a series of papers where we prove a conjecture of Deser and Schwimmer regarding the algebraic structure of ``global conformal invariants''; these are defined to be conformally invariant integrals of geometric scalars. The conjecture asserts that the integrand of any such integral can be expressed …

This is the last in a series of papers where we prove a conjecture of Deser and Schwimmer regarding the algebraic structure of ``global conformal invariants''; these are defined to be conformally invariant integrals of geometric scalars. The conjecture asserts that the integrand of any such integral can be expressed as…

The Gauss-Bonnet curvature of order $2k$ is a generalization to higher dimensions of the Gauss-Bonnet integrand in dimension $2k$, as the usual scalar curvature generalizes the two dimensional Gauss-Bonnet integrand. In this paper, we evaluate the first variation of the integrals of these curvatures seen as functionals…

NCV uses neural networks to improve Monte Carlo integration.

Study on error rates for approximating rough volatility models.

The paper analyzes kernel-based quadrature in misspecified settings, providing convergence rates and robustness conditions.

Local index theorem for chiral geometric operators proved using heat kernel.

Study on Gauss map of anisotropic minimal surfaces with Morse index estimates.

Bayesian Quadrature speeds up integration by selecting batches of points instead of single points.

We study underlying geometric structures for integral variational functionals, depending on submanifolds of a given manifold. Applications include (first order) variational functionals of Finsler and areal geometries with integrand the Hilbert 1-form, and admit immediate extensions to higher-order functionals.

A new method optimizes Fourier pricing for multi-asset options using adaptive quadrature.

We consider the problem of pricing basket options in a multivariate Black Scholes or Variance Gamma model. From a numerical point of view, pricing such options corresponds to moderate and high dimensional numerical integration problems with non-smooth integrands. Due to this lack of regularity, higher order numerical i…

In this paper we study the Föllmer-Schweizer decomposition of a square integrable random variable $ξ$ with respect to a given semimartingale $S$ under restricted information. Thanks to the relationship between this decomposition and that of the projection of $ξ$ with respect to the given information flow, we characteri…

Foundation for robust finance using rough path theory.

New theorem handles stochastic Volterra semimartingales.

Tensor approach simplifies Euclidean space descriptions.