Study optimal control of diffusion processes with infimum or supremum costs.
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.
Trend · papers per month
Study shows infimum of dual volume equals convex core volume for hyperbolic 3-manifolds.
Study minimizes risk in MDPs with spectral measures.
It is known that the infimum of the sectional curvatures (on the regular part) of orbit spaces of isometric actions on unit spheres in bounded above by . We show that the infimum is for "most" actions, and determine the cases in which it is bigger than .
The purpose of this paper is to point out that `supremum' in two inequalities of Brooks should be replaced with `infimum'. The results of this paper are already known by Professor Higuci. Hence, I want to delete this paper from this preprint server.
In 1941 Sumner Myers proved that if the Ricci curvature of a complete Riemann manifold has a positive infimum then the manifold is compact and its diameter is bounded in terms of the infimum. Subsequently the curvature hypothesis has been weakened, and in this paper we weaken it further in an attempt to find the ultima…
Small Weyl infimum on 4-manifolds with positive scalar curvature.
A differential geometric characterization of the braid-index of a link is found. After multiplication by 2pi, it equals the infimum of the sum of total curvature and total absolute torsion over holonomic representatives of the link. Upper and lower bounds for the infimum of total curvature over holonomic representative…
Let M be a compact manifold with a spin structure χand a Riemannian metric g. Let λ_g^2 be the smallest eigenvalue of the square of the Dirac operator with respect to g and χ. The τ-invariant is defined as τ(M,χ):= sup inf \sqrt{λ_g^2} Vol(M,g)^{1/n} where the supremum runs over the set of all conformal classes on M, a…
This paper studies a class of nonMarkovian singular stochastic control problems, for which we provide a novel probabilistic representation. The solution of such control problem is proved to identify with the solution of a constrained BSDE, with dynamics associated to a non singular underlying forward process. Du…
This paper considers the valuation of exotic path-dependent options in Lévy models, in particular options on the supremum and the infimum of the asset price process. Using the Wiener--Hopf factorization, we derive expressions for the analytically extended characteristic function of the supremum and the infimum of a Lév…
Sharp bounds found for energy in projective space mappings.
We prove the theorem mentioned in the title, for , where . The case of the simplex was known previously. Also, the case was settled, but there the infimum was some well-defined function of the side lengths. We also consider the cases of spherical and hyperbolic -spaces. There we give s…
Unified framework for structured prediction with partial labelling.
In this paper, we consider the asymptotic behavior of two Teichmüller geodesic rays determined by Jenkins-Strebel differentials, and we obtain a generalization of a theorem in \cite{Amano14}. We also consider the infimum of the asymptotic distance in shifting base points of the rays along the geodesics. We show that th…
We investigate orbit spaces of isometric actions on unit spheres and find a universal upper bound for the infimum of their curvatures.
New formula and algorithm for computing distances on complex Riemann surfaces.
In this paper we obtain a simple upper bound for the infimum of the Ricci curvatures of a complete Riemannian manifold with nonzero injectivity radius i(M) depending only on of the i(M). In case of rigidity the Riemannian manifold must be an Euclidean sphere(Euclidean space) conform the injectivity radius be finite(inf…
Solves a problem posed by Brezis and Mironescu about least mass of area-minimizing currents.
Two rigidity theorems for manifolds with nonnegative Ricci curvature and specific volume growth.
We prove the -manifold $\RP^3 \# \RP^3$ is of -coefficient homology -systolic freedom. Given a Riemannian metric on $\RP^{3}\# \RP^{3}$, we define -coefficient homology -systole as the infimum of lengths of all nonseparating geodesic loops representing nontrivial classes in $H_{1}(\RP^3\#\…
In this article, we introduce an analogous problem to Yamabe type problem considered by Case, J., which generalizes the Escobar-Riemann mapping problem for smooth metric measure spaces with boundary. The last problem will be called Escobar-Riemann mapping type problem. For this purpose, we consider the generalization o…
We show that the empirical risk minimization (ERM) problem for neural networks has no solution in general. Given a training set with corresponding responses , fitting a -layer neural network involves estimation of…
Unbounded convex domains have zero mean curvature on disconnected boundaries.
We prove that the Yamabe invariant of any simply connected smooth manifold of dimension n greater than four is non-negative. Equivalently that the infimum of the L^{n/2} norm of the scalar curvature, over the space of all Riemannian metrics on the manifold, is zero.
We prove that on any symplectic manifold whose symplectic form represents a rational cohomology class there exists a sequence of compatible almost complex structures whose Nijenhuis energy (the -norm of the Nijenhuis tensor) tends to zero. The sequence is obtained by stretching the neck around a Donaldson hypersur…
We study the infimum of the renormalized volume for convex-cocompact hyperbolic manifolds, as well as describing how a sequence converging to such values behaves. In particular, we show that the renormalized volume is continuous under the appropriate notion of limit. This result generalizes previous work in the subject…
Essential minimal volume bounds for Einstein 4-manifolds.
In this note, a gradient estimate for the complex Monge-Ampere equation is established. It differs from previous estimates of Yau, Hanani, Blocki, P. Guan, B. Guan - Q. Li in that it is pointwise, and depends only on the infimum of the solution instead of its norm.
Gradient descent on Hadamard manifolds converges to boundary points, solving optimization problems.
Let be a compact Riemannian manifold of dimension . We define the second Yamabe invariant as the infimum of the second eigenvalue of the Yamabe operator over the metrics conformal to and of volume 1. We study when it is attained. As an application, we find nodal solutions of the Yamabe equation.
We study the blow-up behaviour of minimizing sequences for the singular Moser-Trudinger functional on compact surfaces. Assuming non-existence of minimum points, we give an estimate for the infimum value of the functional. This result can be applied to give sharp Onofri-type inequalities on the sphere in the presence o…
We study non-variational degenerate elliptic equations with high order singular structures. No boundary data are imposed and singularities occur along an {\it a priori} unknown interior region. We prove that positive solutions have a universal modulus of continuity that does not depend on their infimum value. We furthe…
Study positive 3-braids to compute Khovanov homology.
We study the spectrum of the Finsler--Laplace operator for regular Hilbert geometries, defined by convex sets with boundaries. We show that for an -dimensional geometry, the spectral gap is bounded above by , which we prove to be the infimum of the essential spectrum. We also construct examples of c…
In this paper we study potential function of gradient steady Ricci solitons. We prove that infimum of potential function decays linearly; in particular, potential function of rectifiable gradient steady Ricci solitons decays linearly. As a consequence, we show that a gradient steady Ricci soliton with bounded potential…
The paper studies properties of optimal metrics associated to curves on surfaces.
In this paper we study the behavior of the scalar curvature of a complete hypersurface immersed with constant mean curvature into a Riemannian space form of constant curvature, deriving a sharp estimate for the infimum of . Our results will be an application of a weak Omori-Yau maximum principle due to Pigola, R…
We consider the problem of minimizing the Willmore energy in the class of conformal immersions of a given closed, genus p Riemann surface into R^n for n=3,4. We prove existence of a smooth minimizer, provided that the infimum is below a certain bound . For tori in R^3 we have explicitely ${\cal W}(3,1) =…
Estimates mean curvature, scalar curvature, shape operator in warped products.
In the presence of certain topological conditions, we provide lower bounds for the infimum of the length function associated to a collection of curves on Teichmüller space that depend on the dual cube complex associated to the collection, a concept due to Sageev. As an application of our bounds, we obtain estimates for…
We exhibit examples of compact three-dimensional CR manifolds of positive Webster class, {\em Rossi spheres}, for which the pseudo-hermitian mass as defined in \cite{CMY17} is negative, and for which the infimum of the CR-Sobolev quotient is not attained. To our knowledge, this is the first geometric context on smooth …
In this paper, we prove the equivalence of the existence of extremal Kahler metrics and the properness of the modified K energy on projective bundles. Moreover, we discuss the relations of the lower boundedness of the K energy, the infimum of the Calabi energy and the extremal polynomials. In particular, we give an exa…
The space of matrices of positive determinant GL^+_n inherits an extrinsic metric space structure from R^{n^2}. On the other hand, taking the infimum of the lengths of all paths connecting two points in GL^+_n gives an intrinsic metric. We prove bilipschitz equivalence for intrinsic and extrinsic metrics on GL^+_n, exp…
In this paper, we develop the theory of Perelman's -functional on manifolds with isolated conical singularities. In particular, we show that the infimum of -functional over a certain weighted Sobolev space on manifolds with isolated conical singularities is finite, and the minimizer exists, if the scalar curvatur…
Constructs Lefschetz fibrations with slopes near 2.
We define the symplectic displacement energy of a non-empty subset of a compact symplectic manifold as the infimum of the Hofer-like norm [5] of symplectic diffeomorphisms that displace the set. We show that this energy (like the usual displacement energy defined using Hamiltonian diffeomorphisms) is a strictly positiv…
We investigate the adaptive robust control framework for portfolio optimization and loss-based hedging under drift and volatility uncertainty. Adaptive robust problems offer many advantages but require handling a double optimization problem (infimum over market measures, supremum over the control) at each instance. Mor…