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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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25.0%50.0%75.0%100.0% · Feb 199419922001200920172026
48 results for local equivalence problem

We solve the local equivalence problem for sub-Riemannian structures on (2n + 1)-dimensional manifolds. We show that two sub-Riemannian structures are locally equivalent if and only if? their corresponding canonical linear connections are equivalent. When n = 1, these connections coincide with the generalized Tanaka-We…

2011-07-19abs ↗pdf ↗

Symmetric TSP is structurally equivalent to a constrained Group Steiner Tree Problem.

problem Finding the shortest tour in a symmetric TSP.
method Structural equivalence between symmetric TSP and constrained Group Steiner Tree Problem.
result Maximizing net weight in the cGSTP is equivalent to minimizing the TSP tour length.

In all the practical applications of partial differential equations, what is mostly needed and what is in fact hardest to obtains are the solutions of the system or, occasionally, some specific solutions. This work is based on a most enlightening Mémoire written by Élie Cartan in 1914 and that the majority ignores. We …

2016-09-23abs ↗pdf ↗

The Cartan's method of equivalence and moving coframe method has been applied to solve the local equivalence problem for KDV-type equations under the action of a pseudo-group of contact transformations. The structure equations, the sets of differential invariants for symmetry groups and equivalent conditions of these e…

2014-08-25abs ↗pdf ↗

Equivalence of second order differential operators in vector bundles studied.

problem Equivalence problem for second order linear differential operators in vector bundles.
method Description of rational invariants of symbols, finding connections associated with differential operators.
result Solving problems of local and global equivalency of differential operators.

The moving coframe method is applied to solve the local equivalence problem for the class of nonlinear wave equations in two independent variables under an action of the pseudo-group of contact transformations. The structure equations and the complete sets of differential invariants for symmetry groups are found. The s…

2003-06-03abs ↗pdf ↗

The moving coframe method is applied to solve the local equivalence problem for the class of linear parabolic equations in two independent variables under an action of the pseudo-group of contact transformations. The structure equations and the complete sets of differential invariants for symmetry groups are found. The…

2003-04-29abs ↗pdf ↗

The notion of type of a differential 2-form in four variables is introduced and for 2-forms of type < 4, local normal models are given. If the type of a 2-form ΩΩ is 4, then the equivalence under diffeomorphisms of ΩΩ is reduced to the equivalence of a symplectic linear frame functorially attached to ΩΩ. As the equi…

2018-02-09abs ↗pdf ↗

Study local equivalence of Riemannian submersions using differential invariants.

problem Local equivalence problem for Riemannian submersions under fiber-preserving isometries.
method Analysis of differential invariants for orbit submersions induced by a Killing field.
result Explicit formulas for AA and HH in terms of base data (gˉ,φ,Ω)(\bar g,\varphi,Ω) and equivalence criterion.

Following the Cartans's original method of equivalence supported by methods of parabolic geometry, we provide a complete solution for the equivalence problem of quaternionic contact structures, that is, the problem of finding a complete system of differential invariants for two quaternionic contact manifolds to be loca…

2016-10-30abs ↗pdf ↗

LDP is equivalent to contraction of E_γ-divergence, impacting privacy and utility.

problem Analyzing trade-offs between privacy and utility in estimation problems.
method Equivalence of LDP constraints to contraction coefficients of E_γ-divergence, using f-divergences and estimation-theoretic tools.
result LDP guarantees can be expressed in terms of contraction coefficients of arbitrary f-divergences.

This paper is a continuation of Part I where the general setup was developed. Here we discuss the general equivalence problem for geometric structures and provide criteria for the equivalence, local and global, of transitive structures. Cartan's Flag Systems illustrate the theory as a major example and, finally, some a…

2014-12-29abs ↗pdf ↗

We consider the local equivalence problem for the class of linear second order hyperbolic equations in two independent variables under an action of the pseudo-group of contact transformations. E. Cartan's method is used for finding the Maurer - Cartan forms for symmetry groups of equations from the class and computing …

2004-06-01abs ↗pdf ↗

The paper studies differential operator invariants and equivalence under Lie pseudogroups.

problem Understanding invariants and equivalence of differential operators under Lie pseudogroups.
method Analysis of invariants, use of n-invariants, and application of local symplectomorphisms as an example.
result Normal forms and solutions to equivalence problems for differential operators.

We discuss the local and global problems for the equivalence of geometric structures of an arbitrary order and, in later sections, attention is given to what really matters, namely the equivalence with respect to transformations belonging to a given pseudo-group of transformations. We first give attention to general pr…

2014-12-29abs ↗pdf ↗

We consider a financial market model with a single risky asset whose price process evolves according to a general jump-diffusion with locally bounded coefficients and where market participants have only access to a partial information flow. For any utility function, we prove that the partial information financial marke…

2013-02-18abs ↗pdf ↗

If M and N are equivariantly homotopy equivalent G-manifolds, then the fixed sets M^G and N^G are also homotopy equivalent. The replacement problem asks the converse question: If F is homotopy equivalent to the fixed set M^G, is F = N^G for a G-manifold equivariantly homotopy equivalent to M? We prove that for locally …

2009-09-28abs ↗pdf ↗

The projective Finsler metrizability problem deals with the question whether a projective-equivalence class of sprays is the geodesic class of a (locally or globally defined) Finsler function. In this paper we use Hilbert-type forms to state a number of different ways of specifying necessary and sufficient conditions f…

2012-06-29abs ↗pdf ↗

Local equivalence found between certain solitons and generalized Kähler-Ricci solitons.

problem Understanding and constructing generalized Kähler-Ricci solitons.
method Establishing local equivalence and extending to complete GKRS under natural conditions.
result Local classification and construction of new examples in all dimensions, especially in four dimensions.

In the present paper we establish the necessary and sufficient conditions for two generalized Abel differential equations to be locally equivalent under the action of the pseudogroup of linear transformations of the form {xf(x), yg(x)y+h(x)}\{x\mapsto f(x),~ y\mapsto g(x)\cdot y + h(x)\}. These conditions are formulated in terms of diff…

2014-11-20abs ↗pdf ↗

The paper studies projections of asset prices under equivalent martingale measures.

problem Understanding the impact of information on asset price bubbles and arbitrage opportunities.
method Analyzes optional projections of local martingales into a smaller filtration under equivalent martingale measures.
result Provides general results and specific examples like inverse Bessel process and stochastic volatility models.

Local equivalence found between maximally symmetric rolling and flat Cartan distributions.

problem Establishing local equivalence between maximally symmetric rolling and flat Cartan distributions.
method Using complex parametrisation of su(2), a change of coordinates maps the maximally symmetric rolling (2,3,5)(2,3,5)-distribution to the flat Cartan distribution.
result Local equivalence between maximally symmetric rolling and flat Cartan distributions established.

Generalizing the notion of local φφ-symmetry of Takahashi, in the present paper, we introduce the notion of local φφ-semisymmetry of a Sasakian manifold along with its proper existence and characterization. We also study the notion of local Ricci (resp., projective, conformal) φφ-semisymmetry of a Sasakian manifold …

2013-02-08abs ↗pdf ↗

Develops a diagnostic framework for interest rate model calibration, showing equivalence to Weighted Least Squares and revealing boundary-dominated leverage and local parameter instability.

problem Calibration of stochastic interest rate models
method Diagnostic framework using non-linear regression and analytical tractability of At-The-Money caps
result Reveals boundary-dominated leverage and local parameter instability