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 classify GL(2,R) invariant point markings over components of strata of Abelian differentials. Such point markings exist only when the component is hyperelliptic and arise from marking Weierstrass points or two points exchanged by the hyperelliptic involution. We show that these point markings can be used to determin…
Introduces a new class of hybrid processes combining Markov chains and Hawkes processes.
problem Characterize and ensure existence and uniqueness of complex hybrid marked point processes.
method Defines hybrid marked point processes implicitly via intensity and state process interactions, proving existence and uniqueness under general assumptions.
result Proves existence and uniqueness of hybrid marked point processes, extending existing results.
We study body-and-hinge and panel-and-hinge chains in R^d, with two marked points: one on the first body, the other on the last. For a general chain, the squared distance between the marked points gives a Morse-Bott function on a torus configuration space. Maximal configurations, when the distance between the two marke…
We show that the mapping class group of a handlebody of genus at least 2 (with any number of marked points or spots) is exponentially distorted in the mapping class group of its boundary surface. The same holds true for solid tori with at least two marked points or spots.
The Ricci flow on the 2-sphere with marked points is shown to converge in all three stable, semi-stable, and unstable cases. In the stable case, the flow was known to converge without any reparametrization, and a new proof of this fact is given. The semi-stable and unstable cases are new, and it is shown that the flow …
We describe the moduli space of stable rank 2 parabolic bundles over an elliptic curve with 3 marked points.
problem Characterize the moduli space of stable rank 2 parabolic bundles over an elliptic curve with marked points.
method Explicitly describe the moduli space as a blow-up of an embedded elliptic curve in (CP1)3 and interpret it as the SU(2) character variety of the 3-punctured torus.
result The moduli space Ms(X,3) can be described as a blow-up of an embedded elliptic curve in (CP1)3 and interpreted as the SU(2) character variety of the 3-punctured torus.
We show that, on an oriented compact surface, two sufficiently C2-close Riemannian metrics with strictly convex boundary, no conjugate points, hyperbolic trapped set for their geodesic flows, and same marked boundary distance, are isometric via a diffeomorphism that fixes the boundary. We also prove that the same co…
We are interested in the 3-Calabi-Yau categories D arising from quivers with potential associated to a triangulated marked surface S (without punctures). We prove that the spherical twist group ST of D is isomorphic to a subgroup (generated by braid twists) of the mapping class group …
Combining several previously known arguments, we prove marked length spectrum rigidity for surfaces with nonpositively curved Riemannian metrics away from a finite set of cone-type singularities with cone angles >2π. With an additional condition, we can weaken the requirement on one metric to `no conjugate points.'
It is known that every nontrivial knot has at least two quadrisecants. Given a knot, we mark each intersection point of each of its quadrisecants. Replacing each subarc between two nearby marked points with a straight line segment joining them, we obtain a polygonal closed curve which we will call the quadrisecant appr…
A new method for pricing derivatives using self-exciting dynamics and finite-difference transforms.
problem Pricing derivatives with accumulated marks using a self-exciting marked point process.
method Derive discounted pricing equation as a PIDE, transform to one-dimensional PIDEs, use Laplace/Fourier transform, approximate jump term, solve using finite difference scheme.
result Efficiently price derivatives with accumulated marks using a novel finite-difference and transform approach.
This paper defines several algebras associated to an oriented surface S with a finite set of marked points on the boundary. The first is the skein algebra Skq(S), which is spanned by links in the surface which are allowed to have endpoints at the marked points, modulo several locally defined relations. The product…
We investigate representations of mapping class groups of surfaces that arise from the untwisted Drinfeld double of a finite group G, focusing on surfaces without marked points or with one marked point. We obtain concrete descriptions of such representations in terms of finite group data. This allows us to establish va…
We establish a product formula for Gromov-Witten invariants for closed, connected, relatively semi-positive Hamiltonian fibrations over any symplectic base. Furthermore, we show that the fibration projection induces a locally trivial (orbi-)fibration map from the moduli space of pseudo-holomorphic maps with marked poin…
We study the stochastic control problem of maximizing expected utility from terminal wealth under a non-bankruptcy constraint. The wealth process is subject to shocks produced by a general marked point process. The problem of the agent is to derive the optimal insurance strategy which allows "lowering" the level of the…