We study a constrained optimal control problem with possibly degenerate coefficients arising in models of optimal portfolio liquidation under market impact. The coefficients can be random in which case the value function is described by a degenerate backward stochastic partial differential equation (BSPDE) with singula…
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.
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Unique K-polystable degenerations for Fano varieties confirmed.
Study on games with degenerate diffusion matrices, proving value existence and convergence.
Study the limit of Calabi-Yau metrics with degenerate skeletons.
K-polystability of a polarised variety is an algebro-geometric notion conjecturally equivalent to the existence of a constant scalar curvature Kähler metric. When a variety is K-unstable, it is expected to admit a "most destabilising" degeneration. In this note we show that if such a degeneration exists, then the limit…
Study optimal degenerations of Fano threefolds, proving K-polystability and Kähler-Ricci solitons.
We study the effect of two types of degeneration of the Riemannian metric on the first eigenvalue of the Laplace operator on surfaces. In both cases we prove that the first eigenvalue of the round sphere is an optimal asymptotic upper bound. The first type of degeneration is concentration of the density to a point with…
Noise causes learning plateaus in neural networks.
Study shows Calabi-Yau metrics converge to a specific form under certain conditions.
We consider the first non-zero eigenvalue of the Laplacian on hyperbolic surfaces for which one disconnecting collar degenerates and prove that essentially agrees with the dual of the differential of the degenerating Fenchel-Nielsen length coordinate. As a consequence, we can improve previous …
Geodesics in Kähler metrics connect metrics with constant scalar curvature.
We establish a lower bound for the Donaldson-Futaki invariant of optimal degenerations produced by the Kähler-Ricci flow in terms of the greatest Ricci lower bound on arbitrary Fano manifolds. As an application, we can generalize the finiteness of the Futaki invariants on Kähler-Ricci solitons obtained by Guo-Phong-Son…
This paper analyses the convergence and degeneration of sequences of metrics on a 3-manifold, and relations of such with Thurston's geometrization conjecture. The sequences are minimizing sequences for a certain (optimal) scalar-curvature type functional and their degeneration is related to the sphere and torus decompo…
We study the dynamical behaviors of degenerate stochastic differential equations (SDEs). We select an auxiliary Fisher information functional as the Lyapunov functional. Using generalized Fisher information, we conduct the Lyapunov exponential convergence analysis of degenerate SDEs. We derive the convergence rate cond…
As an application of the theory of linear parabolic differential equations on noncompact Riemannian manifolds, developed in earlier papers, we prove a maximal regularity theorem for nonuniformly parabolic boundary value problems in Euclidean spaces. The new feature of our result is the fact that, besides of obtaining a…
We consider the Dirichlet problem for positively homogeneous, degenerate elliptic, concave (or convex) Hessian equations. Under natural and necessary conditions on the geometry of the domain, with the boundary data, we establish the interior -regularity of the unique (admissible) solution, which is o…
We establish new, optimal gradient continuity estimates for solutions to a class of 2nd order partial differential equations, , whose diffusion properties (ellipticity) degenerate along the \textit{a priori} unknown singular set of an existing solution, $\mathscr{S}(u) := \{X : \nab…
This paper is a continuation of I, (same title), and is concerned with the existence, regularity and degeneration of metrics minimizing natural curvature functionals on the space of metrics on 3-manifolds. The functionals chosen are designed to be optimal w.r.t. the issue of geometrization of the underlying 3-manifold,…
Solves a general class of free boundary Monge-Ampère equations.
Proves stable degeneration preserves symplectic forms and confirms Kaledin's conjecture.
Study eigenvalues and eigenfunctions of fourth-order operators in annuli, proving optimal estimates and non-radiality.
We prove that the degenerate part of the distributive homology of a multispindle is determined by the normalized homology. In particular, when the multispindle is a quandle , the degenerate homology of is completely determined by the quandle homology of . For this case (and generally for two term homology of …
An n-dimensional submanifold X of a projective space P^N (C) is called tangentially degenerate if the rank of its Gauss mapping γ: X ---> G (n, N) satisfies 0 < rank γ< n. The authors systematically study the geometry of tangentially degenerate submanifolds of a projective space . By means of the foca…
The Heston stochastic volatility process is a degenerate diffusion process where the degeneracy in the diffusion coefficient is proportional to the square root of the distance to the boundary of the half-plane. The generator of this process with killing, called the elliptic Heston operator, is a second-order, degenerat…
Study degenerate Bianchi transformations for pseudo-spherical submanifolds in 5D space.
New stabilization found in planar elasticae with degenerate diffusion.
Uniform estimates for Calabi-Yau degenerations proved.
Derives estimates for geometric elliptic equations on complex manifolds.
Sharp diameter bounds for Calabi-Yau degenerations proved.
Stochastic gradient descent (SGD) forms the core optimization method for deep neural networks. While some theoretical progress has been made, it still remains unclear why SGD leads the learning dynamics in overparameterized networks to solutions that generalize well. Here we show that for overparameterized networks wit…
Paper solves degenerated circle pattern metric problem in spherical geometry.
Paper studies degenerated circle packings in hyperbolic geometry and finds conditions for their existence.
Proves unique degeneration of log Fano fibration germs.
New insights on solutions to Allen-Cahn equation with degenerate minimal hypersurfaces.
Degenerate solutions found in 2D H-system bubbles with higher degrees.
GenFlow optimizes faster, avoiding saddle points in fixed time.
In this paper we study lightlike surfaces of Minkowski 3- space such that they have degenerate or non-degenerate planar normal sections. We first show that every lightlike surface of Minkowski space has degenerate planar normal sections. Then we study lightlike surfaces with non-degenerate planar normal sections a…
Study higher rank inner products and their tilings to describe tori degenerations.
Study metric perturbations to make degenerate harmonic forms non-degenerate.
We study the optimal dividend problem for a firm's manager who has partial information on the profitability of the firm. The problem is formulated as one of singular stochastic control with partial information on the drift of the underlying process and with absorption. In the Markovian formulation, we have a 2-dimensio…
SPO optimizes LLMs by eliminating group-based baselines and variance issues.
Study real semi-stable degenerations and describe real loci via blow-ups.
The paper studies degenerations of rational maps and their limits as geometrically finite rational maps.
Stability of Morse index for harmonic maps on degenerating surfaces analyzed.
The paper discovers new ways Riemann surfaces can degenerate.
Let be a hyperkaehler manifold, and a closed, positive (1,1)-form which is degenerate everywhere on . We associate to a family of complex structures on , called a degenerate twistor family, and parametrized by a complex line. When is a pullback of a Kaehler form under a Lagrangian fibration , a…
A diffeomorphism of pseudo-Riemannian manifolds is called sectional curvature preserving if it preserves the sectional curvature of all the nondegenerate 2-planes. We consider a similar condition for degenerate 2-planes and we prove that the diffeomorphism is conformal (when the condition is fulfilled for weakly degene…
Study small eigenvalues on Kähler manifolds degenerating with induced metrics.