arXiv research

Constructs manifolds with infinite Betti numbers and close to quadratic volume growth.

Research shows quadratic growth in derivative maxima for certain interval diffeos with parabolic fixed points.

Classifies gravitational instantons with quadratic volume growth.

This article proposes a new approximation scheme for quadratic-growth BSDEs in a Markovian setting by connecting a series of semi-analytic asymptotic expansions applied to short-time intervals. Although there remains a condition which needs to be checked a posteriori, one can avoid altogether time-consuming Monte Carlo…

We show that there are topological obstructions for a noncompact manifold to admit a Riemannian metric with quadratic curvature decay and a volume growth which is slower than that of Euclidean space of the same dimension.

Quadratic growth of intersecting curves on surfaces resolved.

The paper examines perimeter minimizing sets in curved spaces and finds conditions for their boundary to match a specific structure.

Sharp time analyticity proved for heat equation on Ricci solitons.

Ancient Lagrangian flows get limited convex solutions.

We investigate a class of quadratic-exponential growth BSDEs with jumps. The quadratic structure introduced by Barrieu & El Karoui (2013) yields the universal bounds on the possible solutions. With local Lipschitz continuity and the so-called A_gamma-condition for the comparison principle to hold, we prove the existenc…

Paper proves stable minimal surfaces in 3D are flat.

We prove that any complete metric on R^3 minus a ball with non-negative Ricci curvature and quadratic Ricci-curvature decay, has cubic volume growth.

Paper approximates Kelly betting for wealth growth.

Study on Kähler manifolds with nonnegative Ricci curvature, focusing on rigidity.

New approach finds solutions to games with unbounded controls.

Paper constructs multivalued harmonic functions on R^3 using twistor methods.

We give sufficient conditions for a noncompact Riemannian manifold, which has quadratic curvature decay, to have finite topological type with ends that are cones over spherical space forms.

The paper proves unique characterization of gravitational instantons with specific volume growth.

Study shows uniqueness of solutions on complex manifolds without requiring solution decay.

We consider complete noncompact Riemannian manifolds with quadratically decaying lower Ricci curvature bounds and minimal volume growth. We first prove a rigidity result showing that ends with strongly minimal volume growth are isometric to warped product manifolds. Next we consider the almost rigid case in which manif…

In this paper, we study a class of Anticipated Backward Stochastic Differential Equations (ABSDE) with jumps. The solution of the ABSDE is a triple $(Y,Z,ψ)$ where $Y$ is a semimartingale, and $(Z,ψ)$ are the diffusion and jump coefficients. We allow the driver of the ABSDE to have linear growth on the uniform norm of …

We introduce and solve a new type of quadratic backward stochastic differential equation systems defined in an infinite time horizon, called \emph{ergodic BSDE systems}. Such systems arise naturally as candidate solutions to characterize forward performance processes and their associated optimal trading strategies in a…

We study modular fibers of elliptic differentials, which are roughly spaces of torus-coverings over a fixed base torus. For genus 2 torus covers with fixed degree we show, that the modular fibers F_d(1,1) are itself connected torus covers with Veech group SL_2(Z). Using results of Eskin, Masur and Schmoll we calculate …

The study examines polynomial growth functions on gradient shrinking Ricci solitons.

In this paper, we study the Ricci flat manifolds with maximal volume growth using Perelman's reduced volume of Ricci flow. We show that if $(M^n,g)$ is an noncompact complete Ricci flat manifold with maximal volume growth satisfying $|Rm|(x)\to 0$ as $d(x)=d_g(x,p)\to \infty$, then $M^n$ has the quadratic curvature dec…

We consider complete non-compact manifolds with either a sub-quadratic growth of the norm of the Riemann curvature, or a sub-quadratic growth of both the norm of the Ricci curvature and the squared inverse of the injectivity radius. We show the existence on such a manifold of a distance-like function with bounded gradi…

We prove super-quadratic lower bounds for the growth of the filling area function of a certain class of Carnot groups. This class contains groups for which it is known that their Dehn function grows no faster than $n^2\log n$. We therefore obtain the existence of (finitely generated) nilpotent groups whose Dehn functio…

Analyticity of heat equation extended to Bakry-Émery Ricci curvature manifolds.

Private optimization faster on interpolation problems with quadratic growth.

Study on price formation in financial markets with a single default event.

We partially resolve a conjecture of Meeks on the asymptotic behavior of minimal surfaces in $\mathbb{R}^3$ with quadratic area growth.

Deep tensor factorization benefits from implicit regularization with polynomial growth.

We study minimal graphic functions on complete Riemannian manifolds $\Si$ with non-negative Ricci curvature, Euclidean volume growth and quadratic curvature decay. We derive global bounds for the gradients for minimal graphic functions of linear growth only on one side. Then we can obtain a Liouville type theorem with …

We consider the problem of numerical approximation for forward-backward stochastic differential equations with drivers of quadratic growth (qgFBSDE). To illustrate the significance of qgFBSDE, we discuss a problem of cross hedging of an insurance related financial derivative using correlated assets. For the convergence…

We investigate the growth optimal strategy over a finite time horizon for a stock and bond portfolio in an analytically solvable multiplicative Markovian market model. We show that the optimal strategy consists in holding the amount of capital invested in stocks within an interval around an ideal optimal investment. Th…

The study examines growth of quadratic forms under Anosov subgroups.

Under the quadratic-decay-conditions of the radial curvatures of an end, we shall derive growth estimates of solutions to the eigenvalue equation and show the absence of eigenvalues.

In this paper, we analyze a real-valued reflected backward stochastic differential equation (RBSDE) with an unbounded obstacle and an unbounded terminal condition when its generator $f$ has quadratic growth in the $z$-variable. In particular, we obtain existence, comparison, and stability results, and consider the opti…

In this paper we obtain three results concerning the geometry of complete noncompact positively curved Kähler manifolds at infinity. The first one states that the order of volume growth of a complete noncompact Kähler manifold with positive bisectional curvature is at least half of the real dimension (i.e., the complex…

In this article, we prove the existence of bounded solutions of quadratic backward SDEs with jumps, that is to say for which the generator has quadratic growth in the variables (z,u). From a technical point of view, we use a direct fixed point approach as in Tevzadze [38], which allows us to obtain existence and unique…

We study the limits of holonomy representations of complex projective structures on a compact Riemann surface in the Morgan-Shalen compactification of the character variety. We show that the dual R-trees of the quadratic differentials associated to a divergent sequence of projective structures determine the Morgan-Shal…

We study the asymptotic behavior of the Kähler-Ricci flow on Kähler manifolds of nonnegative holomorphic bisectional curvature. Using these results we prove that a complete noncompact Kähler manifold with nonnegative bounded holomorphic bisectional curvature and maximal volume growth is biholomorphic to complex Euclide…

In this paper we show that a complete and non-compact surface immersed in the Euclidean space with quadratic extrinsic area growth has finite total curvature provided the surface has tamed second fundamental form and admits total curvature. In such a case we obtain as well a generalized Chern-Osserman inequality. In th…

This paper is concerned with the determination of credit risk premia of defaultable contingent claims by means of indifference valuation principles. Assuming exponential utility preferences we derive representations of indifference premia of credit risk in terms of solutions of Backward Stochastic Differential Equation…

We study the minimal surface equation in the Heisenberg space, Nil_3. A geometric proof of non existence of minimal graphs over non convex, bounded and unbounded domains is achieved (our proof holds in the Euclidean space as well). We solve the Dirichlet problem for the minimal surface equation over bounded and unbound…

We consider a financial model where the prices of risky assets are quoted by a representative market maker who takes into account an exogenous demand. We characterize these prices in terms of a system of BSDEs with quadratic growth. We show that this system admits a unique solution for every bounded demand if and only …

The paper proves manifold isometries for certain gradient Ricci solitons.

We establish parabolicity and quadratic area growth for minimal surfaces-with-boundary contained in regions of R^3 which are within a sub-logarithmic factor of the exterior of a cone. Unlike previous work showing that these two properties hold for minimal surfaces-with-boundary contained between two catenoids, we do no…