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.
We introduce a new technique to solve period problems on minimal surfaces called limit-method. If a family of surfaces has Weierstrass-data converging to the data of a known example, and this presents a transversal solution of periods, then the original family contains a sub-family with closed periods.
In this paper we show how to bypass the usual difficulties in the analysis of elliptic integrals that arise when solving period problems for minimal surfaces. The method consists of replacing period problems with ordinary Sturm-Liouville problems involving the support function. We give a practical application by provin…
Hamiltonian dynamical systems tend to have infinitely many periodic orbits. For example, for a broad class of symplectic manifolds almost all levels of a proper smooth Hamiltonian carry periodic orbits. The Hamiltonian Seifert conjecture is the existence problem for regular compact energy levels without periodic orbits…
In the present paper, we derive a closed-form solution of the multi-period portfolio choice problem for a quadratic utility function with and without a riskless asset. All results are derived under weak conditions on the asset returns. No assumption on the correlation structure between different time points is needed a…
In this paper the problem of estimating the number of periodical billiard trajectories is considered. The main result is the theorem on Morse theory for periodical billiard trajectories.
Study optimal portfolio management with periodic evaluations in stochastic models, considering convex constraints.
problem Optimal portfolio management under ratio-type periodic evaluations in stochastic factor models with convex trading constraints.
method Transformed infinite horizon optimal control problem into an auxiliary terminal wealth optimization problem. Introduced an auxiliary unconstrained optimization problem in a modified market model. Used martingale duality approach to establish dual minimizer and optimal unconstrained wealth process.
result Derived and verified the optimal constrained portfolio process for the original problem over an infinite horizon.
Scattering theory on Riemann surfaces with explicit matrix and generalized period mappings.
problem Scattering theory for harmonic one-forms on Riemann surfaces.
method Construction of scattering theory from boundary value problems involving systems of curves and jump problems. Explicit expression for scattering matrix using Schiffer operators.
result Unitary scattering matrix and general association of polarizing Lagrangian spaces.
We give an explicit solution of robust mean-variance hedging problem in the single period model for some type of contingent claims. The alternative approach is also considered.
Let K be a connected finite complex. This paper studies the problem of whether one can attach a cell to some iterated suspension S^j K so that the resulting space satisfies Poincare duality. When this is possible, we say that S^j K is a spine. We introduce the notion of quadratic self duality and show that if K is quad…
We consider a periodic problem for the motion of a charged particle in a magnetic field. Introducing a notion of Ricci curvature for such Lagrangian systems and using the methods of the calculus of variations in the large, we prove the existence of periodic motions for such particles under a condition of positivity of …
Some years ago, V. Markovic proved that there is no section of the Mapping Class Group for a closed surface of genus g larger than 5 (in the case of homeomorphims) and more recently generalized this result with D. Saric to the case where g is larger than 1. We will state a periodicity criterion and will use it to simpl…
We obtain uncountably many periodic solutions to the singular Yamabe problem on a round sphere, that blow up along a great circle. These are (complete) constant scalar curvature metrics on the complement of S1 inside Sm, m≥5, that are conformal to the round (incomplete) metric and "periodic" in the sense of…