arXiv research

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.

Extends extension formulas for Hodge numbers on complex manifolds.

Extensive neural networks eliminate the need for SABR pricing formulas.

The paper studies twisted Alexander polynomials for knot groups in various extensions.

Krein's formula for conic Laplacians on compact Riemann surfaces

Extending Itô's formula to non-smooth functions is important both in theory and applications. One of the fairly general extensions of the formula, known as Meyer-Itô, applies to one dimensional semimartingales and convex functions. There are also satisfactory generalizations of Itô's formula for diffusion processes whe…

Simple proof for sphere mass calculation.

The paper extends a formula linking surface curvature to projection invariants.

Formula for Laplacian determinants on polygonal domains with slits.

Paper extends trigonometric summation formula with weights.

Proves Juhl formulas for curved Ovsienko--Redou operators, confirming conjectures.

In this article we establish a local parabolic almost monotonicity formula for two phase free boundary problems on Riemannian manifolds, which is an extension of a work of Edquist-Petrosyan.

New proof of wave trace formula for 3D-contact manifolds.

The paper proves formulas for determinant determinants of Laplacians on Riemann surfaces with conical singularities.

We treat two quite different problems related to changes of complex structures on Kähler manifolds by using global geometric method. First, by using operators from Hodge theory on compact Kähler manifold, we present a closed explicit extension formula for holomorphic canonical forms in different complex structures. As …

We establish an integral formula on a smooth, precompact domain in a Kahler manifold. We apply this formula to study holomorphic extension of CR functions. Using this formula we prove an isoperimetric inequality in terms of a positive lower bound for the Hermitian curvature of the boundary. Combining with a Minkowski t…

Kricker defined an invariant of knots in homology 3-spheres which is a rational lift of the Kontsevich integral, and proved with Garoufalidis that this invariant satisfies splitting formulas with respect to a surgery move called null-move. We define a functorial extension of the Kricker invariant and prove splitting fo…

In this paper, we extend the Reilly formula for drifting Laplacian operator and apply it to study eigenvalue estimate for drifting Laplacian operators on compact Riemannian manifolds boundary. Our results on eigenvalue estimates extend previous results of Reilly and Choi and Wang.

We prove the Reilly formula for a class of elliptic divergence differential operator $L_Au=div(A\nabla u)$, where $A$ is a (1,1)-Codazzi tensor field. Then we get some estimates for the first positive eigenvalue of the operator.

We study comparison formulas for $ζ$-regularized determinants of self-adjoint extensions of the Laplacian on flat conical surfaces of genus $g\geq 2$. The cases of trivial and non-trivial holonomy of the metric turn out to differ significantly.

New formulas estimate link signatures near 1.

Gauss diagram formulas are extensively used to study Vassiliev link invariants. Now we apply this approach to invariants of 3-manifolds, considering manifolds given by surgery on framed links in the 3-sphere. We study the lowest degree case - the celebrated Casson-Walker invariant of rational homology spheres. This pap…

The paper calculates determinants for Laplacians on spinor bundles over surfaces with flat metrics.

In this paper, we obtain a localization formula in differential K-theory for $S^1$-action. Then by combining an extension of Goette's result on the comparison of two types of equivariant $η$-invariants, we establish a version of localization formula for equivariant $η$-invariants. An important step of our approach is t…

Formulas previously presented for the Casson-Walker invariant are generalized to Lescop's extension. These formulas in terms of linking numbers and surgery coefficients compute the change in Lescop's invariant under crossing changes in a framed link presenting a 3-manifold. This leads us to revisit an old formula for a…

Extends Itô's formula for path-dependent functions in finance.

Analyzes canonical bundle formula in algebraic geometry.

Proves formula for 3D index change with Dehn filling.

In 'A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options', Heston proposes a Stochastic Volatility (SV) model with constant interest rate and derives a semi-explicit valuation formula. Heston also describes, in general terms, how the model could be extended to inc…

Derives a rough SABR formula for short maturities.

New formula for 3-manifold invariants using combinatorial methods.

We show that a conjectural extension of a fixed point formula in Arakelov geometry implies results about a tautological subring in the arithmetic Chow ring of bases of abelian schemes. Among the results are an Arakelov version of the Hirzebruch proportionality principle and a formula for a critical power of $\hat c_1$ …

In a fibre bundle, natural derivatives of a section are defined as tangent vector fields on the image of a section of the fibre bundle. A local extension to vector fields in the tangent bundle leads to a direct proof of the formula expressing the curvature of a connection in terms of covariant derivatives. The result i…

We prove a generalization of Hsiung-Minkowski formulas for closed submanifolds in semi-Riemannian manifolds with constant curvature. As a corollary, we obtain volume and area upper bounds for k-convex hypersurfaces in terms of a weighted total k-th mean curvature of the hypersurface. We also obtain some Alexandrov-type…

We present generating functions for extensions of multiplicative invariants of wreath symmetric products of orbifolds presented as the quotient by the locally free action of a compact, connected Lie group in terms of orbifold sector decompositions. Particularly interesting instances of these product formulas occur for …

European options can be priced when returns follow a Student's t-distribution, provided that the asset is capped in value or the distribution is truncated. We call pricing of options using a log Student's t-distribution a Gosset approach, in honour of W.S. Gosset. In this paper, we compare the greeks for Gosset and Bla…

Continuing the previous work, we propose a further extension of the structure equation for a truncated CMC hierarchy by the non-commuting, truncated Virasoro algebra of non-local symmetries. Via a canonical dressing transformation, we first define a wave function for the CMC hierarchy. This leads to a pair of additiona…

Let $G$ be a group and $N$ be a normal subgroup of $G$. There exists the group extension $G$ of $G/N$ by $N$. For a $G$-module $A$ which $N$ acts on trivially and a $G$-invariant homomorphism on $N$ to $A$, we obtain a central extension of $G/N$ by $A$. By using connection cochains, we exhibit the formula of its extens…

Let $E$ be an arbitrary subset of $\mathbb{R}^n$, and $f:E\to\mathbb{R}$, $G:E\to\mathbb{R}^n$ be given functions. We provide necessary and sufficient conditions for the existence of a convex function $F\in C^{1,1}_{\textrm{loc}}(\mathbb{R}^n)$ such that $F=f$ and $\nabla F=G$ on $E$. We give a useful explicit formula …

We study the geometry of determinant line bundles associated to Dirac operators on compact odd dimensional manifolds. Physically, these arise as (local) vacuum line bundles in quantum gauge theory. We give a simplified derivation of the commutator anomaly formula using a construction based on noncyclic trace extensions…

Characterization of the American put option price is still an open issue. From the beginning of the nineties there exists a non-closed formula for this price but nontrivial numerical computations are required to solve it. Strong efforts have been done to propose methods more and more computationally efficient but most …

In this paper we discuss the index problem for geometric differential operators (Spin-Dirac operator, Gauß-Bonnet operator, Signature operator) on manifolds with metric horns. On singular manifolds these operators in general do not have unique closed extensions. But there always exist two extremal extensions $D_{min}$ …

In machine learning or statistics, it is often desirable to reduce the dimensionality of a sample of data points in a high dimensional space $\mathbb{R}^d$. This paper introduces a dimensionality reduction method where the embedding coordinates are the eigenvectors of a positive semi-definite kernel obtained as the sol…

We propose an elementary model to price European physical delivery swaptions in multicurve setting with a simple exact closed formula. The proposed model is very parsimonious: it is a three-parameter multicurve extension of the two-parameter Hull-White (1990) model. The model allows also to obtain simple formulas for a…

We develop an approximate formula for evaluating a cross-validation estimator of predictive likelihood for multinomial logistic regression regularized by an $\ell_1$-norm. This allows us to avoid repeated optimizations required for literally conducting cross-validation; hence, the computational time can be significantl…

We consider vector valued, unit variance Gaussian processes defined over stratified manifolds and the geometry of their excursion sets. In particular, we develop an explicit formula for the expectation of all the Lipschitz--Killing curvatures of these sets. Whereas our motivation is primarily probabilistic, with statis…

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…

We derive a formula for the eta invariants of equivariant Dirac operators on quotients of compact Lie groups, and for their infinitesimally equivariant extension. As an example, we give some computations for spheres.