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.
New complete hypersurfaces found in affine geometry.
New non-quadratic Euclidean complete affine maximal type hypersurfaces found for N≥2, θ∈(0,(N-1)/N].
We study the contact geometry of scalar second order hyperbolic equations in the plane of generic type. Following a derivation of parametrized contact-invariants to distinguish Monge-Ampere (class 6-6), Goursat (class 6-7) and generic (class 7-7) hyperbolic equations, we use Cartan's equivalence method to study the gen…
We construct and study a family of double-periodic almost entire solutions of the maximal surface equation. The solutions are parameterized by a submanifold of -matrices (the so-called generating matrices). We show that the constructed solutions are either space-like or of mixed type with the light-cone type…
We extend Osserman's lemma on the generalized Gauss map of two-dimensional minimal graphs of higher codimension, construct a Jenkins-Serrin type special Lagrangian Scherk graph explicitly, and generalize Calabi's correspondence between minimal graphs and maximal graphs.
New non-quadratic hypersurfaces found for higher dimensions.
New rigidity results for specific hypersurfaces in spacetimes.
The paper solves a complex financial optimization problem using a novel mathematical technique.
The paper provides gradient estimates for a parabolic equation under Finsler geometric flows.
Investigates webs related to cluster algebras and polylogarithms.
We show how to reduce the general formulation of the mass-angular momentum inequality, for axisymmetric initial data of the Einstein equations, to the known maximal case whenever a geometrically motivated system of equations admits a solution. This procedure is based on a certain deformation of the initial data which p…
Study proves inequality linking black hole properties and angular momentum.
Establishes existence of maximal globally hyperbolic development for Einstein equations.
Calabi observed that there is a natural correspondence between the solutions of the minimal surface equation in with those of the maximal spacelike surface equation in . We are going to show how this correspondence can be extended to the family of -minimal graphs in $\mathbb{R}^3 …
New algorithms solve monotone inclusions and convex-concave minimax problems.
In this paper several examples of gaps (lacunes) between dimensions of maximal and submaximal symmetric models are considered, which include investigation of number of independent linear and quadratic integrals of metrics and counting the symmetries of geometric structures and differential equations. A general result c…
Let u be a function of n independent variables x^1, ..., x^n, and U=(u_{ij}) the Hessian matrix of u. The symplectic Monge-Ampere equation is defined as a linear relation among all possible minors of U. Particular examples include the equation det U=1 governing improper affine spheres and the so-called heavenly equatio…
We introduce a nonparametric approach for estimating drift and diffusion functions in systems of stochastic differential equations from observations of the state vector. Gaussian processes are used as flexible models for these functions and estimates are calculated directly from dense data sets using Gaussian process r…
We examine the issue of sensitivity with respect to model parameters for the problem of utility maximization from final wealth in an incomplete Samuelson model and mainly, but not exclusively, for utility functions of positive power-type. The method consists in moving the parameters through change of measure, which we …
We obtain the Weierstrass-Enneper representation for maximal graphs(whose Gauss map is one-one) in Lorentz-Minkowski space. For this we use the method of Barbishov and Chernikov, which they have used to find the solutions of Born-Infeld equation in hodographic coordinates. We could use their method in our case, because…
The paper finds maximal metrics on Euclidean spaces.
The paper explores variational principles for equations of maximal symmetry, providing new insights and results.
Maximal regularity for nonuniformly parabolic problems with normal degeneration.
In this paper, we prove global second derivative estimates for solutions of the Dirichlet problem for the Monge-Ampere equation when the inhomogeneous term is only assumed to be Holder continuous. As a consequence of our approach, we also establish the existence and uniqueness of globally smooth solutions to the second…
Motivated by obtaining a consistent mathematical description for the radiation reaction of point charged particles in linear classical electrodynamics, a theory of generalized higher order tensors and differential forms is introduced. The generalization of some fundamental notions of the differential geometry and the t…
We study utility maximization for power utility random fields with and without intermediate consumption in a general semimartingale model with closed portfolio constraints. We show that any optimal strategy leads to a solution of the corresponding Bellman equation. The optimal strategies are described pointwise in term…
Maximally hyperbolic solutions contain future neighborhoods of intersecting hypersurfaces.
We study the problem of utility maximization from terminal wealth in which an agent optimally builds her portfolio by investing in a bond and a risky asset. The asset price dynamics follow a diffusion process with regime-switching coefficients modeled by a continuous-time finite-state Markov chain. We consider an inves…
Study solves optimal portfolio selection using HJB equation.
New integrable systems for marginally trapped surfaces in 4D Lorentz-Minkowski space.
The paper shows how Scherk-type surfaces can be decomposed into helicoids.
We construct low regularity solutions of the vacuum Einstein constraint equations. In particular, on 3-manifolds we obtain solutions with metrics in $H^s\loc$ with . The theory of maximal asymptotically Euclidean solutions of the constraint equations descends completely the low regularity setting. Moreove…
The study finds a metric that maximizes the second eigenvalue of the Conformal Laplacian.
Study proves boundedness of operators in variable exponent Morrey spaces.
Moving boundary problems allow to model systems with phase transition at an inner boundary. Driven by problems in economics and finance, in particular modeling of limit order books, we consider a stochastic and non-linear extension of the classical Stefan-problem in one space dimension, where the paths of the moving in…
Study extremals on Lie groups with asymmetric polyhedral Finsler structures using Pontryagin's Maximal Principle.
Classifies maximal symmetry models of CR dimension 1.
Maximal diameter theorem for graphs with positive Ricci curvature.
We show that a Born-Infeld soliton can be realised either as a spacelike minimal graph or timelike minimal graph over a timelike plane or a combination of both away from singular points. We also obtain some exact solutions of the Born-Infeld equation from already known solutions to the maximal surface equation. Further…
We present a new, far simpler family of counter-examples to Kushnirenko's Conjecture. Along the way, we illustrate a computer-assisted approach to finding sparse polynomial systems with maximally many real roots, thus shedding light on the nature of optimal upper bounds in real fewnomial theory. We use a powerful recen…
Maximal cusps are not dense on Teichmüller space for infinite-type surfaces.
Local equivalence shown between specific distributions and flat Cartan distribution.
Pseudo-Riemannian metrics with Levi-Civita connection in the projective class of a given torsion free affine connection can be obtained from (and are equivalent to) the maximal rank solutions of a certain overdetermined projectively invariant differential equation often called the metrizability equation. Dropping this …
In 1969, Choquet-Bruhat and Geroch established the existence of a unique maximal globally hyperbolic Cauchy development of given initial data for the Einstein equations. Their proof, however, has the unsatisfactory feature that it relies crucially on the axiom of choice in the form of Zorn's lemma. In this paper we pre…
In this paper, we derive a maximum principle for a type of elliptic systems and apply it to analyze the Hitchin equation for cyclic Higgs bundles. We show several domination results on the pullback metric of the (possibly branched) minimal immersion associated to cyclic Higgs bundles. Also, we obtain a lower and up…
We show that the complex projective space has maximal degree (volume) among all n-dimensional Kahler-Einstein Fano manifolds admitting a holomorphic C^*-action with a finite number of fixed points. The toric version of this result, translated to the realm of convex geometry, thus confirms Ehrhart's volume conjecture fo…
We analyze the horizon and geodesic structure of a class of 4D off--diagonal metrics with deformed spherical symmetries, which are exact solutions of the vacuum Einstein equations with anholonomic variables. The maximal analytic extension of the ellipsoid type metrics are constructed and the Penrose diagrams are analyz…
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…