arXiv research

New research proves uniqueness of maximal spacetime boundaries under certain conditions.

Global properties of maximal future Cauchy developments of stationary, m-dimensional asymptotically flat initial data with an outer trapped boundary are analyzed. We prove that, whenever the matter model is well posed and satisfies the null energy condition, the future Cauchy development of the data is a black hole spa…

Maximally hyperbolic solutions contain future neighborhoods of intersecting hypersurfaces.

We study a stochastic control approach to managed futures portfolios. Building on the Schwartz 97 stochastic convenience yield model for commodity prices, we formulate a utility maximization problem for dynamically trading a single-maturity futures or multiple futures contracts over a finite horizon. By analyzing the a…

Maximal spacetimes have unique past/future sets.

Boundary properties of hyperbolic groups are invariant under a maximization procedure.

We construct maximal hypersurfaces with a Neumann boundary condition in Minkowski space via mean curvature flow. In doing this we give general conditions for long time existence of the flow with boundary conditions with assumptions on the curvature of a the Lorentz boundary manifold.

We consider portfolio optimization in futures markets. We model the entire futures price curve at once as a solution of a stochastic partial differential equation. The agents objective is to maximize her utility from the final wealth when investing in futures contracts. We study a class of futures price curve models wh…

The paper proves the existence of boundary minimal hypersurfaces in compact manifolds with boundary.

Prognosticator improves performance in non-stationary MDPs.

Proves stability of Minkowski space for specific initial data.

Study proves behaviors of CMC surfaces near future null-infinity in Schwarzschild spacetime.

We consider the Brownian market model and the problem of expected utility maximization of terminal wealth. We, specifically, examine the problem of maximizing the utility of terminal wealth under the presence of transaction costs of a fund/agent investing in futures markets. We offer some preliminary remarks about stat…

New RL approach uses future state and action visitation measures for better exploration.

In commodity markets the convergence of futures towards spot prices, at the expiration of the contract, is usually justified by no-arbitrage arguments. In this article, we propose an alternative approach that relies on the expected profit maximization problem of an agent, producing and storing a commodity while trading…

We consider the initial boundary value problem for the Einstein vacuum equations in the maximal gauge, or more generally, in a gauge where the mean curvature of a timelike foliation is fixed near the boundary. We prove the existence of solutions such that the normal to the boundary is tangent to the time slices, the la…

Estimates dimensions of maximal simplices for rational and irrational trees in Outer space.

We prove that the boundary of the future of a surface $K$ consists precisely of the points $p$ that lie on a null geodesic orthogonal to $K$ such that between $K$ and $p$ there are no points conjugate to $K$ nor intersections with another such geodesic. Our theorem has applications to holographic screens and their asso…

We show for an alternating knot the minimal boundary slope of an essential spanning surface is given by the signature plus twice the minimum degree of the Jones polynomial and the maximal boundary slope of an essential spanning surface is given by the signature plus twice the maximum degree of the Jones polynomial. For…

Maximal solution of a PDE shows boundary smoothness for certain domains.

In this note we consider asymptotically flat manifolds with non-negative scalar curvature and an inner boundary which is an outermost minimal surface. We show that there exists an upper bound on the mean curvature of a constant mean curvature surface homologous to a subset of the interior boundary components. This boun…

In 1966, Jenkins and Serrin gave existence and uniqueness results for infinite boundary value problems of minimal surfaces in the Euclidean space, and after that such solutions have been studied by using the univalent harmonic mapping theory. In this paper, we show that there exists a one-to-one correspondence between …

We prove that the topology, smooth structure, and metric of a compact Lorentzian manifold with boundary is uniquely determined by data at the boundary. The data consists of the lengths and directions of future-directed once-broken geodesics connecting points on the boundary, which are first timelike and then lightlike.…

In this global study of solutions to the linear wave equation on Schwarzschild de Sitter spacetimes we attend to the cosmological region of spacetime which is bounded in the past by cosmological horizons and to the future by a spacelike hypersurface at infinity. We prove an energy estimate capturing the expansion of th…

Holomorphic discs converge to maximal surfaces under specific flows.

We prove that a maximal surface in Lorentz-Minkowski space $\Bbb L^3$ can be extended analytically along its boundary if the boundary lies in a plane meeting the surface at a constant angle.

Proposes a new VIX futures trading strategy based on term structure modeling.

The study extracts market direction from transaction data.

The mass of asymptotically hyperbolic ends and manifolds is analyzed.

We prove that maximal annuli in $\mathbb{L}^{3}$ bounded by circles, straight lines or cone points in a pair of parallel spacelike planes are part of either a Lorentzian catenoid or a Lorentzian Riemann's example. We show that under the same boundary condition, the same conclusion holds even when the maximal annuli hav…

Maximal cusps are not dense on Teichmüller space for infinite-type surfaces.

We define a Toledo number for actions of surface groups and complex hyperbolic lattices on infinite dimensional Hermitian symmetric spaces, which allows us to define maximal representations. When the target is not of tube type we show that there cannot be Zariski-dense maximal representations, and whenever the existenc…

Study of elliptic boundary value problems on non-compact manifolds.

Researchers solve a Plateau problem for maximal surfaces in pseudo-hyperbolic spaces.

We describe a construction of Schottky type subgroups of automorphism groups of partially cyclically ordered sets. We apply this construction to the Shilov boundary of a Hermitian symmetric space and show that in this setting Schottky subgroups correspond to maximal representations of fundamental groups of surfaces wit…

As in the case of minimal surfaces in the Euclidean 3-space, the reflection principle for maximal surfaces in the Lorentz-Minkowski 3-space asserts that if a maximal surface has a spacelike line segment $L$, the surface is invariant under the $180^\circ$-rotation with respect to $L$. However, such a reflection property…

We study homologically maximizing timelike geodesics in conformally flat tori. A causal geodesic $γ$ in such a torus is said to be homologically maximizing if one (hence every) lift of $γ$ to the universal cover is arclength maximizing. First we prove a compactness result for homologically maximizing timelike geodesics…

Fix two parallel circles in $\mathbb{R}^3$ centered about a common axis. Among surfaces of revolution immersed in $\mathbb{R}^3$ whose boundary is given by these circles, there is one which maximizes the first Dirichlet eigenvalue. If the circles are sufficiently close together, then this surface is unique.

In this paper, we prove the existence of maximal slices in anti-de Sitter spaces (ADS spaces) with small boundary data at spatial infinity. The main arguments is implicit function theorem. We also get a necessary and sufficient condition for boundary behavior of totally geodesic slice in ADS space. Moreover, we show th…

Abstract. In this paper we prove several rigidity theorems related to and including Lytchak's problem. The focus is on Alexandrov spaces with \curv\geq1, nonempty boundary, and maximal radius \fracπ{2}. We exhibit many such spaces that indicate that this class is remarkably flexible. Nevertheless, we also show that whe…

We study the problem of dynamically trading futures in a regime-switching market. Modeling the underlying asset price as a Markov-modulated diffusion process, we present a utility maximization approach to determine the optimal futures trading strategy. This leads to the analysis of the associated system of Hamilton-Jac…

Study optimal futures trading strategies for assets with multiscale central tendency price model.

Extends scaling maps theory to manifolds with boundary.

Motivated by recent proposals for a de Sitter version of the AdS/CFT correspondence, we give some topological restrictions on spacetimes of de Sitter type, i.e., spacetimes with $Λ>0$, which admit a regular past and/or future conformal boundary. For example we show that if $M^{n+1}$, $n \ge 2$, is a globally hyperbolic…

Estimates boundaries for acceptable bilateral gamma risk in financial markets.

The study counts 23 maximal 1-systems on a torus with 2 punctures.

Characterizes polygonal surfaces in pseudo-hyperbolic spaces.

The study finds the optimal metrics for free boundary minimal surfaces in spherical caps.