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.
Researchers describe a specific type of submanifolds in Euclidean space.
We construct examples of inhomogeneous isoparametric real hypersurfaces in complex hyperbolic spaces.
Study shows deformations of quaternionic Kähler manifolds are locally inhomogeneous.
Unique inhomogeneous ruled hypersurface found in complex hyperbolic space.
The paper studies inhomogeneous isoparametric hypersurfaces in pseudo-spheres.
New examples of hypersurfaces found in quaternionic hyperbolic spaces.
We construct uncountably many isoparametric families of hypersurfaces in Damek-Ricci spaces. We characterize those of them that have constant principal curvatures by means of the new concept of generalized Kahler angle. It follows that, in general, these examples are inhomogeneous and have nonconstant principal curvatu…
Enhanced Bishop-Gromov theorem for homogeneous and inhomogeneous spaces.
We study in detail Hodge-Helmholtz decompositions in non-smooth exterior domains filled with inhomogeneous and anisotropic media. We show decompositions of alternating differential forms belonging to weighted Sobolev spaces into irrotational and solenoidal forms. These decompositions are essential tools, for example, i…
We construct new complete, compact, inhomogeneous Einstein metrics on S^{m+2} sphere bundles over 2n-dimensional Einstein-Kahler spaces K_{2n}, for all n \ge 1 and all m \ge 1. We also obtain complete, compact, inhomogeneous Einstein metrics on warped products of S^m with S^2 bundles over K_{2n}, for m>1. Additionally,…
Study magnetic field evolution in inhomogeneous axion stars.
Constructs solutions to Einstein-Maxwell-current system using Sasakian manifolds.
We introduce a new parameter to measure the inhomogeneity of training datasets.
Despite the fundamental nature of the inhomogeneous Poisson process in the theory and application of stochastic processes, and its attractive generalizations (e.g. Cox process), few tractable nonparametric modeling approaches of intensity functions exist, especially when observed points lie in a high-dimensional space.…
Sharp threshold found for Frechet mean of inhomogeneous graphs.
We study the existence and regularity of solutions to the Cauchy problem for the inhomogeneous heat equation on compact Riemannian manifolds with conical singularities. We introduce weighted Hölder and Sobolev spaces with discrete asymptotics and we prove existence and maximal regularity of solutions to the Cauchy prob…
Paper examines floating exercise boundaries for American options in time-inhomogeneous models.
Hypergraph partitioning is an important problem in machine learning, computer vision and network analytics. A widely used method for hypergraph partitioning relies on minimizing a normalized sum of the costs of partitioning hyperedges across clusters. Algorithmic solutions based on this approach assume that different p…
Efficiently matches random graphs with inhomogeneous edge probabilities.
We construct explicit global symplectic coordinates for the Calabi's inhomogeneous Kaehler-Einstein metric on tubular domains.
The aim of the present paper is to clarify the relationship between immersions of surfaces and solutions of the inhomogeneous Dirac equation. The main idea leading to the description of a surface M^2 by a spinor field is the observation that the restriction to M^2 of any parallel spinor phi on R^3 is (with respect to t…
We give an easy example showing that sections of a singular Riemannian foliation on a simply connected space neither have to be isometric nor injectively immersed.
This thesis is devoted to the study of affine processes and their applications in financial mathematics. In the first part we consider the theory of time-inhomogeneous affine processes on general state spaces. We present a concise setup for time-inhomogeneous Markov processes. For stochastically continuous affine proce…
The paper analyzes convergence of Langevin dynamics with time-dependent metrics.
The paper studies how certain surfaces evolve in space without collapsing.
Study optimal algorithms for recovering signals through inhomogeneous low-rank channels.
In this note, we propose Bernstein's problem and De Giorgi's conjecture for spatially inhomogeneous equations, as well as De Giorgi's conjecture for system of reaction-diffusion equations.
An extension of the ambient metric construction of Fefferman-Graham to infinite order in even dimensions is described. The main ingredients are the introduction of "inhomogeneous ambient metrics" with asymptotic expansions involving the logarithm of a defining function homogeneous of degree 2, and an invariant procedur…
There is a rich theory of so-called (strict) nearly Kaehler manifolds, almost-Hermitian manifolds generalising the famous almost complex structure on the 6-sphere induced by octonionic multiplication. Nearly Kaehler 6-manifolds play a distinguished role both in the general structure theory and also because of their con…
Time homogeneous polynomial processes are Markov processes whose moments can be calculated easily through matrix exponentials. In this work, we develop a notion of time inhomogeneous polynomial processes where the coeffiecients of the process may depend on time. A full characterization of this model class is given by m…
This paper generalizes Moody's correlated binomial default distribution for homogeneous (exchangeable) credit portfolio, which is introduced by Witt, to the case of inhomogeneous portfolios. As inhomogeneous portfolios, we consider two cases. In the first case, we treat a portfolio whose assets have uniform default cor…
The Finsler spaces in which the tangent Riemannian spaces are conformally flat prove to be characterized by the condition that the indicatrix is a space of constant curvature. In such spaces the Finslerian normalized two-vector angle can be explicated from the respective two-vector angle of the associated Riemannian sp…
We consider a heat kernel approach for the development of stochastic pricing kernels. The kernels are constructed by positive propagators, which are driven by time-inhomogeneous Markov processes. We multiply such a propagator with a positive, time-dependent and decreasing weight function, and integrate the product over…
Classifies foliations of complex and quaternionic projective spaces.
The change in Holographic entanglement entropy (HEE) for small fluctuations about pure anti De Sitter (AdS) is obtained by a perturbative expansion of the area functional in terms of the change in the bulk metric and the embedded extremal surface. However, it is known that change in the embedding appears in second orde…
Optimal spectral method found for inhomogeneous spiked Wigner model.
We discuss several issues regarding material homogeneity and strain compatibility for materially uniform thin elastic shells from the viewpoint of a 3-dimensional theory, with small thickness, as well as a 2-dimensional Cosserat theory. A relationship between inhomogeneity and incompatibility measures under the two des…
We propose a method to extend submanifolds, singular Riemannian foliations and isometric actions from a boundary component of a noncompact symmetric space to the whole space. This extension method preserves minimal submanifolds, isoparametric foliations and polar actions, among other properties. One of the several appl…
GPR enhances materials discovery by automating parameter space exploration.
It is shown that an HKT-space with closed parallel potential 1-form has -symmetry. Every locally conformally hyperkähler manifold generates this type of geometry. The HKT-spaces with closed parallel potential 1-form arising in this way are characterized by their symmetries and an inhomogeneous cubic conditio…
Study volatility models with rough paths, focusing on large deviations and option behavior.
Study on harmonic functions in spaces with collapsing behaviors.
We show how the relation between Poisson brackets and symplectic forms can be extended to the case of inhomogeneous multivector fields and inhomogeneous differential forms (or pseudodifferential forms). In particular we arrive at a notion which is a generalization of a symplectic structure and gives rise to higher Pois…
A new infinite series of Einstein metrics is constructed explicitly on S^2 x S^3, and the non-trivial S^3-bundle over S^2, containing infinite numbers of inhomogeneous ones. They appear as a certain limit of a nearly extreme 5-dimensional AdS Kerr black hole. In the special case, the metrics reduce to the homogeneous E…
We provide representations of solutions to terminal value problems of inhomogeneous Black-Scholes equations and studied such general properties as min-max estimates, gradient estimates, monotonicity and convexity of the solutions with respect to the stock price variable, which are important for financial security prici…
Proposes a new graph trend filtering model for inhomogeneous graph signals.
Space-times which allow a slicing into homogeneous spatial hypersurfaces generalize the usual Bianchi models. One knows already that in these models the Bianchi type may change with time. Here we show which of the changes really appear. To this end we characterize the topological space whose points are the 3-dimensiona…
A new test for IRG models using KSD for small networks.