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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.

168,742 papers · 148 categories

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2535057581,010 · Jun 202019922001200920172026
48 results for path space functionals

The study establishes inequalities on path space for sub-Riemannian manifolds.

problem Understanding functional inequalities on path space for sub-Riemannian manifolds.
method Derivative and integration by parts formulae on path space with respect to a natural gradient operator, showing bounds of horizontal Ricci curvature.
result Established functional inequalities on path space analogous to Riemannian geometry.

Develops methods to find most probable paths on complex manifolds.

problem Identifying optimal paths for manifold-valued processes, especially those with non-trivial structures.
method Constructs a general approach to defining and identifying most probable paths by measuring the Onsager-Machlup function on the anti-development of such processes.
result Derives explicit equations for development most probable paths that encompass various manifold-valued processes.

Dupire's functional Itô calculus provides an alternative approach to the classical Malliavin calculus for the computation of sensitivities, also called Greeks, of path-dependent derivatives prices. In this paper, we introduce a measure of path-dependence of functionals within the functional Itô calculus framework. Name…

2013-11-15abs ↗pdf ↗

We construct algebraic and algebro-geometric models for the spaces of unparametrized paths. This is done by considering a path as a holonomy functional on indeterminate connections. For a manifold X, we construct a Lie algebroid P which serves as the tangent space to X (punctual paths) inside the space of all unparamet…

2007-02-20abs ↗pdf ↗

The paper explores moduli space of heterotic system using two deformation paths.

problem Exploring the moduli space of the heterotic system.
method Considering two dual deformation paths starting from a Kähler solution, one along Bott-Chern cohomology class and the other along Aeppli cohomology class. Using the implicit function theorem to prove local existence of heterotic solutions.
result Established an initial step to construct local moduli coordinates around a Kähler solution.

The paper proves signatures of non-geometric rough paths can approximate functionals uniformly.

problem Approximating functionals of non-geometric rough paths.
method Extending rough paths with time and quadratic variation terms, proving uniform approximation.
result Linear functionals of extended signatures uniformly approximate continuous functionals.

Adjoint sampler targets infinite-dimensional function spaces for efficient sampling.

problem Limited theory and algorithms for sampling infinite-dimensional function spaces.
method Adjoint Sampler for infinite-dimensional function spaces based on stochastic maximum principle.
result FAS achieves superior performance in synthetic and real systems.

Universal approximation for stochastic processes using Brownian motion.

problem Approximating stochastic processes with linear functionals.
method Establishing LpL^p-type universal approximation theorems for rough path spaces.
result Linear functionals on the signature of time-extended Brownian motion can approximate any pp-integrable stochastic process.

This work explores functional expansions to handle path dependence in various fields.

problem Path dependence and infinite-dimensional problems in non-Markovian systems.
method Generalizes Wiener series and functional Taylor expansion to handle static and dynamic functionals.
result Elegant separation of functionals from future trajectories in dynamic cases.

Complexity measures for neural nets with general activations using path-based norms.

problem Control complexity of neural networks with arbitrary activation functions.
method Approximate general activations with ReLU networks and derive path-based norms for complexity control.
result Preliminary analyses of function spaces and regularized estimators.

We establish a local function version of a classical result claiming that a bivector field on a manifold MM is Poisson if and only if cotangent paths form a coisotropic set of the infinite dimensional symplectic manifold of paths valued in TMT^*M. Our purpose here is to prove this result without using the Banach manif…

2015-12-16abs ↗pdf ↗

The paper sparsifies networks by finding efficient paths in their functional space.

problem Sparsifying neural networks to improve performance and efficiency.
method The authors use the geometry of weight spaces and functional manifolds to find efficient paths (geodesics) in the functional space of neural networks.
result The proposed framework can sparsify networks and improve performance on various tasks.

Extend classical theory of affine processes to path-dependent setting

problem Path-dependent affine processes
method Introduce path-dependent coefficients and provide analytic formulas for their Fourier--Laplace transform
result Define path-dependent affine processes through their exponential-affine Fourier--Laplace transform and establish a characterization theorem

Study the landscape of Lipschitz functions between manifolds using persistent homology.

problem Understanding the structure of homotopy paths between maps with high Lipschitz constants.
method Using persistent homology to analyze the landscape of Lipschitz functions between manifolds.
result First results on the persistence of higher-dimensional cycles in function spaces.

Optimal transport with path constraints for distributions of different masses.

problem Comparing distributions with different total masses under path constraints.
method Introduces a model for unbalanced optimal transport with path constraints, proving existence of solutions.
result Existence of solutions to path constrained unbalanced optimal transport for various constraints.

This paper, the second of a series, deals with the function space of all smooth Kähler metrics in any given closed complex manifold MM in a fixed cohomology class. The previous result of the second author \cite{chen991} showed that the space is a path length space and it is geodesically convex in the sense that any tw…

2001-08-23abs ↗pdf ↗

Using Vovk's outer measure, which corresponds to a minimal superhedging price, the existence of quadratic variation is shown for "typical price paths" in the space of càdlàg functions possessing a mild restriction on the jumps directed downwards. In particular, this result includes the existence of quadratic variation …

2016-09-08abs ↗pdf ↗

By using Hsu's multiplicative functional for the Neumann heat equation, a natural damped gradient operator is defined for the reflecting Brownian motion on compact manifolds with boundary. This operator is linked to quasi-invariant flows in terms of a integration by parts formula, which leads to the standard log-Sobole…

2010-02-15abs ↗pdf ↗

Generalizes Li-Yau Harnack inequality to path space of manifolds.

problem Extending classical Harnack inequalities to infinite-dimensional path space.
method Defines finite-dimensional gradients and Laplacians on path space, proving a generalized Harnack inequality.
result Established a new Harnack inequality on path space of manifolds.

We explain the topology of the space, so called, Fredholm-Lagrangian-Grassmannain and the quantity ``Maslov index'' for paths in this space based on the standard theory of Functional Analysis. Our standing point is to define the Maslov index for arbitrary paths in terms of the fundamental spectral property of the Fredh…

2003-11-27abs ↗pdf ↗

Functional input neural networks approximate continuous functions on weighted spaces.

problem Approximating continuous functions on infinite-dimensional weighted spaces.
method Additive family mapping, non-linear activation, linear readouts, Stone-Weierstrass theorem.
result Global universal approximation of continuous functions on weighted spaces.

Derives functional Itô formula for non-anticipative maps of rough paths.

problem Functional Itô formula for non-anticipative maps of càdlàg rough paths.
method Approximation properties of the signature and Marcus transformation.
result Functional Taylor expansion for sufficiently regular non-anticipative maps.

There is a concept in digital topology of a shy map. We define an analogous concept for topological spaces: We say a function is shy if it is continuous and the inverse image of every path-connected subset of its image is path-connected. Some basic properties of such maps are presented. For example, every shy map onto …

2017-05-25abs ↗pdf ↗

New method adapts neural networks without losing prior knowledge.

problem Understanding and enabling flexible adaptation of neural networks.
method Differential geometry framework, functionally invariant paths (FIP).
result Achieves comparable state-of-the-art performance on continual learning and sparsification tasks.

Link between Teichmüller and anti de Sitter geometry via length functions.

problem Understanding the geometry of Teichmüller space and anti de Sitter manifolds.
method Establishing a connection between Teichmüller space and anti de Sitter geometry through length functions.
result New purely anti de Sitter proofs of Teichmüller theory results.

Update rules for learning in dynamic time warping spaces are based on optimal warping paths between parameter and input time series. In general, optimal warping paths are not unique resulting in adverse effects in theory and practice. Under the assumption of squared error local costs, we show that no two warping paths …

2017-05-16abs ↗pdf ↗

A positive path in the linear symplectic group $\Sp(2n)$ is a smooth path which is everywhere tangent to the positive cone. These paths are generated by negative definite (time-dependent) quadratic Hamiltonian functions on Euclidean space. A special case are autonomous positive paths, which are generated by time-indepe…

1996-06-18abs ↗pdf ↗

Consider a weighted or unweighted k-nearest neighbor graph that has been built on n data points drawn randomly according to some density p on R^d. We study the convergence of the shortest path distance in such graphs as the sample size tends to infinity. We prove that for unweighted kNN graphs, this distance converges …

2012-06-27abs ↗pdf ↗

Landmark-based node embeddings approximate shortest path distances in random graphs.

problem Capturing global graph distances in node representations.
method Landmark-based node embeddings using shortest path distances from a subset of reference nodes (landmarks).
result Random graphs require lower dimensions in landmark-based embeddings compared to worst-case graphs.

The path probability of a particle undergoing stochastic motion is studied by the use of functional technique, and the general formula is derived for the path probability distribution functional. The probability of finding paths inside a tube/band, the center of which is stipulated by a given path, is analytically eval…

2016-02-13abs ↗pdf ↗

Study uses Bayes Hilbert framework to recover probability measure flows from sensors.

problem Recovering probability measure flows from moving sensors in a Hilbert space.
method Bayes Hilbert framework, minimum-energy transport, linearization, variational theory.
result Localized sensors can recover reduced path directions but not full state space.