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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.

168,695 papers · 148 categories

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190380569759 · Jun 202019922001200920172026
48 results for infinite dimensional path space

Adjoint sampler targets infinite-dimensional function spaces for efficient sampling.

problem Limited theory and algorithms for sampling infinite-dimensional function spaces.
method Adjoint Sampler for infinite-dimensional function spaces based on stochastic maximum principle.
result FAS achieves superior performance in synthetic and real systems.

Solves infinite horizon portfolio problem with path-dependent labor income.

problem Infinite horizon portfolio choice with path-dependent labor income.
method Solves an infinite dimensional stochastic optimal control problem using explicit solutions to the HJB equation.
result Explicit solutions to the optimal controls in feedback form are found.

Develops a new algebraic framework for differential geometry of infinite dimensional spaces.

problem Creating a differential geometry for infinite dimensional spaces without topology or local coordinates.
method Introduces a general algebraic framework for lifted geometry applicable to various infinite dimensional spaces.
result Stokes' Theorem appears as a form of differentiability in the lifted geometry of spaces of submanifolds.

Develops methods for estimating constrained function-valued parameters in infinite-dimensional models.

problem Estimating function-valued parameters with structural constraints in complex models.
method Characterizes constrained solutions as minimizers of penalized population risk, using a Lagrange-type formulation and path through unconstrained space.
result Proposes estimators that achieve optimal risk and constraint satisfaction, applicable across various statistical learning approaches.

A 3D space of hyperbolic manifolds is connected but not path-connected.

problem Proving connectivity and non-path-connectedness of framed hyperbolic 3-manifolds.
method Two proofs using density theorems for Kleinian groups, constructing dense sets of framings, and discussing paths.
result The space of framed infinite volume hyperbolic 3-manifolds is not path-connected.

The infinite Viterbi alignment is the limiting maximum a-posteriori estimate of the unobserved path in a hidden Markov model as the length of the time horizon grows. For models on state-space Rd\mathbb{R}^{d} satisfying a new ``decay-convexity'' condition, we develop an approach to existence of the infinite Viterbi ali…

2018-10-08abs ↗pdf ↗

For a principal bundle PMP\to M equipped with a connection Aˉ{\bar A}, we study an infinite dimensional bundle PAˉdecP{\mathcal P}^{\rm dec}_{\bar A}P over the space of paths on MM, with the points of PAˉdecP{\mathcal P}^{\rm dec}_{\bar A}P being horizontal paths on PP decorated with elements of a second structure group. We co…

2015-02-11abs ↗pdf ↗

The paper solves optimal control problems for stochastic delay equations.

problem Optimal control of stochastic delay differential equations.
method Rewriting the problem in an infinite-dimensional Hilbert space, using dynamic programming and viscosity solutions.
result Characterizes the value function as the unique viscosity solution of the Hamilton-Jacobi-Bellman equation.

We establish a local function version of a classical result claiming that a bivector field on a manifold MM is Poisson if and only if cotangent paths form a coisotropic set of the infinite dimensional symplectic manifold of paths valued in TMT^*M. Our purpose here is to prove this result without using the Banach manif…

2015-12-16abs ↗pdf ↗

The study examines moduli spaces of metrics with positive Ricci or non-negative sectional curvature on sphere bundles.

problem Classifying and understanding moduli spaces of metrics with specific curvature properties on sphere bundles.
method Analyzing total spaces of S7S^7-bundles over S8S^8 and quotients of Milnor and Shimada spheres.
result The moduli space of metrics has infinitely many path components.

We generalize the classical Bochner formula for the heat flow on evolving manifolds (M,gt)t[0,T](M,g_{t})_{t \in [0,T]} to an infinite-dimensional Bochner formula for martingales on parabolic path space PMP\mathcal{M} of space-time M=M×[0,T]\mathcal{M} = M \times [0,T]. Our new Bochner formula and the inequalities that follow from it a…

2019-09-09abs ↗pdf ↗

Generalizes Li-Yau Harnack inequality to path space of manifolds.

problem Extending classical Harnack inequalities to infinite-dimensional path space.
method Defines finite-dimensional gradients and Laplacians on path space, proving a generalized Harnack inequality.
result Established a new Harnack inequality on path space of manifolds.

Study shows infinitely many path components for positive Ricci curvature metrics on certain spin manifolds.

problem Understanding the space of metrics with positive Ricci curvature on spin manifolds.
method Analyzing spin manifolds of dimension 4k-1 for k ≥ 2, focusing on metrics with a specific property.
result The space of metrics has infinitely many path components.

Generalizes neural network approximation to infinite-dimensional manifolds and derivatives.

problem Approximating differentiable maps on infinite-dimensional manifolds.
method Proves a weighted Nachbin theorem to establish universal approximation for differentiable maps, including derivatives.
result Linear functions of the signature can approximate path space functionals including their derivatives.

This paper tackles the topology of infinite-dimensional fiber spaces.

problem Classifying and understanding the topological structure of infinite-dimensional fiber spaces.
method Algebraic and differential topology, focusing on the homotopy type of the moduli space of fibrations.
result Explicit homotopy calculations for low-dimensional cases, completing the solution for dimensions up to three.

The paper proves a category of dg manifolds with finite positive amplitude.

problem Understanding the structure of dg manifolds with finite positive amplitude.
method Using path spaces and homotopy transfer theorem for curved L[1]L_\infty[1]-algebras.
result Proves that dg manifolds of finite positive amplitude form a category of fibrant objects.

Study shows infinitely many metrics with nonnegative sectional or positive Ricci curvature on specific 5D quotients.

problem Finding metrics with specific curvature properties on Brieskorn quotients.
method Analyzing moduli spaces of metrics with nonnegative sectional or positive Ricci curvature.
result Moduli spaces have infinitely many path components for both nonnegative sectional and positive Ricci curvature.

Functional input neural networks approximate continuous functions on weighted spaces.

problem Approximating continuous functions on infinite-dimensional weighted spaces.
method Additive family mapping, non-linear activation, linear readouts, Stone-Weierstrass theorem.
result Global universal approximation of continuous functions on weighted spaces.

Volterra signature provides a clear, interpretable feature for history-dependent systems.

problem Learning from non-Markovian time series with implicit memory mechanisms.
method Develops Volterra signature as a tensor algebra representation weighted by a temporal kernel, proving injectivity and universal approximation.
result Volterra signature leads to linear functionals and universal approximation, improving dynamic learning tasks.

Extends PF submanifold results and connects Kac-Moody spaces.

problem Computational results and submanifold geometry of PF actions.
method Defines isomorphism between Hilbert spaces, shows equivariance, and uses parallel transport.
result Shows natural isomorphism between Kac-Moody spaces of group type.

Study uses Bayes Hilbert framework to recover probability measure flows from sensors.

problem Recovering probability measure flows from moving sensors in a Hilbert space.
method Bayes Hilbert framework, minimum-energy transport, linearization, variational theory.
result Localized sensors can recover reduced path directions but not full state space.

We give a new construction of the holonomy and fundamental groupoids of a singular foliation. In contrast with the existing construction of Androulidakis and Skandalis, our method proceeds by taking a quotient of an infinite dimensional space of paths. This strategy is a direct extension of the classical construction f…

2019-12-04abs ↗pdf ↗

Starting from a sequence of independent Wright-Fisher diffusion processes on [0,1][0,1], we construct a class of reversible infinite dimensional diffusion processes on $\DD_\infty:= \{{\bf x}\in Let $MbeacompleteRiemnnianmanifoldand be a complete Riemnnian manifold and μthedistributionofthediffusionprocessgeneratedby the distribution of the diffusion process generated by \ff 1 2\DD+Zwhere where Z$…

2007-12-19abs ↗pdf ↗

The paper studies curvatures and austere properties of orbits in symmetric spaces.

problem Analyzing curvatures and austere properties of orbits in symmetric spaces.
method Using Hermann actions and hyperpolar properties, the paper derives explicit formulas for principal curvatures and conditions for orbits to be austere.
result The paper provides conditions for orbits to be austere and extends previous results to a larger class of infinite-dimensional submanifolds.

In this article, we will formulate a mathematical framework that allows us to treat character animations as points on infinite dimensional Hilbert manifolds. Constructing geodesic paths between animations on those manifolds allows us to derive a distance function to measure similarities of different motions. This appro…

2014-05-16abs ↗pdf ↗

Geodesics on Kähler manifold potentials are paths of least action.

problem Understanding geodesics on the space of Kähler potentials.
method Study Lagrangians and geodesics on the Fréchet manifold of Kähler potentials, showing geodesics are paths of least action.
result Geodesics on the space of Kähler potentials are paths of least action, and conversely under suitable conditions.

Novel signature approach for pricing and hedging path-dependent options with market frictions.

problem Pricing and hedging path-dependent options with market frictions.
method Signature approach, mean-quadratic variation criterion, non-standard infinite-dimensional Riccati equations, time-augmented signature, non-Markovian stochastic control problem.
result Effective hedging strategies in frictional markets with low-truncated signature approximations.

New method infers population dynamics from snapshots using path space optimization.

problem Recover dynamics of a population from its temporal marginals.
method Grid-free algorithm using Schrödinger bridges coupled via noisy gradient descent in mean-field limit.
result Global convergence to min-entropy estimator with end-to-end theoretical guarantees.

We introduce cylindrical projections to simulate infinite-dimensional occupation flows of diffusions.

problem Computational intractability of infinite-dimensional occupation flows of diffusions.
method Introduce cylindrical projections to approximate the occupation flow via a finite-dimensional system.
result Strong convergence of cylindrical projections to the initial process with derived rates.

We present an explicit realization of abelian extensions of infinite dimensional Lie groups using abelian extensions of path groups, by generalizing Mickelsson's approach to loop groups and the approach of Losev-Moore-Nekrasov-Shatashvili to current groups. We apply our method to coupled cocycles on current Lie algebra…

2007-03-12abs ↗pdf ↗

We extend the notion of unicorn paths between two arcs introduced by Hensel, Przytycki and Webb to the case where we replace one arc with a geodesic asymptotic to a lamination. Using these paths, we give new proofs of the results of Klarreich and Schleimer identifying the Gromov boundaries of the curve graph and the ar…

2015-08-10abs ↗pdf ↗

This work explores functional expansions to handle path dependence in various fields.

problem Path dependence and infinite-dimensional problems in non-Markovian systems.
method Generalizes Wiener series and functional Taylor expansion to handle static and dynamic functionals.
result Elegant separation of functionals from future trajectories in dynamic cases.