We study the short-time asymptotics of conditional expectations of smooth and non-smooth functions of a (discontinuous) Ito semimartingale; we compute the leading term in the asymptotics in terms of the local characteristics of the semimartingale. We derive in particular the asymptotic behavior of call options with sho…
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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We establish short-time existence of the smooth solution to the fractional mean curvature flow when the initial set is bounded and C^{1,1}-regular. We provide the same result also for the volume preserving fractional mean curvature flow.
Study proves short-term existence for harmonic maps under evolving metrics.
Proves smoothness of conical singularities in mean curvature flow.
The -Ricci-Yamabe flow exists on closed manifolds.
Study on heat content for domains with fractal boundaries.
Smoothness of graphs evolving by fractional mean curvature is proven.
Let be a compact Kähler manifold. We prove that the Kähler-Ricci flow starting from arbitrary closed positive -currents is smooth outside some analytic subset. This regularity result is optimal meaning that the flow has positive Lelong numbers for short time if the initial current does. We also prove that th…
We consider a short time existence problem motivated by a conjecture of Joyce. Specifically we prove that given any compact Lagrangian with a finite number of singularities, each asymptotic to a pair of non-area-minimising, transversally intersecting Lagrangian planes, there is a smooth Lagrangi…
Study short-time existence of Ricci-DeTurck flow from rough metrics with Morrey-type integrability.
New method removes scalar curvature assumption in Ricci flow smoothing.
Paper proves short-term existence of fractional mean curvature flow.
Smooth solutions up to evolving free boundaries for degenerate equations.
Scheme minimizes -elastic energy of curves over time.
In this work we prove the fact that, for a short time, it is possible to construct a smooth parametrized family of isometric embeddings of an arbitrary smooth parametrized family of Riemannian metrics on a smooth closed manifold into an Euclidean space. In order to prove this statement we work out stability estimates w…
We study a "div-grad type" sub-Laplacian with respect to a smooth measure and its associated heat semigroup on a compact equiregular sub-Riemannian manifold. We prove a short time asymptotic expansion of the heat trace up to any order. Our main result holds true for any smooth measure on the manifold, but it has a spec…
We present a new relation between the short time behavior of the heat flow, the geometry of optimal transport and the Ricci flow. We also show how this relation can be used to define an evolution of metrics on non-smooth metric measure spaces with Ricci curvature bounded from below.
Study of prescribed mean curvature flow on noncompact hypersurfaces in Lorentz manifolds.
We introduce geometric flows on a compact almost complex manifold, with the aim to flow a nondegenerate two form to a symplectic two form. We discuss mainly two flows, -flow and -Ricci flow. Among others, we prove the uniqueness and short time existence for smooth initial data. We also discuss the extension…
In this paper, we give the first detailed proof of the short-time existence of Deane Yang's local Ricci flow. Then using the local Ricci flow, we prove short-time existence of the Ricci flow on noncompact manifolds, whose Ricci curvature has global lower bound and sectional curvature has only local average integral bou…
In this paper, we prove short time existence and uniqueness of smooth evolution by mean curvature in starting from any -dimensional -Reifenberg flat set with sufficiently small. More precisely, we show that the level set flow in such a situation is non-fattening and …
The paper proves short-time existence and uniqueness of Ricci flow on Finsler manifolds.
We generalize most of the known Ricci flow invariant non-negative curvature conditions to less restrictive negative bounds that remain sufficiently controlled for a short time. As an illustration of the contents of the paper, we prove that metrics whose curvature operator has eigenvalues greater than can be evolve…
Recently, we have studied evolution of a family of Finsler metrics along Finsler Ricci flow and proved its convergence in short time. Here, existence of solutions to the so called Hamilton Ricci flow on Finsler spaces is studied and a short time solution is found. To this end the Finslerian Ricci-DeTurck flow on Finsle…
In this paper, we prove that there exists a dimensional constant such that given any background Kähler metric , the Calabi flow with initial data satisfying \begin{equation*} \partial \bar \partial u_0 \in L^\infty (M) \text{ and } (1- δ)ω< ω_{u_0} < (1+δ)ω, \end{equation*} admits a unique short time so…
Paper studies flows of spinor fields with flux for unified theories.
Mean curvature flow of clusters of n-dimensional surfaces in R^{n+k} that meet in triples at equal angles along smooth edges and higher order junctions on lower dimensional faces is a natural extension of classical mean curvature flow. We call such a flow a mean curvature flow with triple edges. We show that if a smoot…
Meta-learning for Koopman spectral analysis with short time-series data.
In this paper, we study the torsion flow which is served as the CR analogue of the Ricci flow in a closed pseudohermitian manifold. We show that there exists a unique smooth solution to the CR torsion flow in a small time interval with the CR pluriharmonic function as an initial data. In spirit, it is the CR analogue o…
Study Ricci-Deturck flow from rough metrics, proving short-time existence.
The paper examines the short-time implied volatility of additive processes and finds key parameters.
Given a path of almost-Kähler metrics compatible with a fixed symplectic form on a compact 4-manifold such that at time zero the almost-Kähler metric is an extremal Kähler one, we prove, for a short time and under a certain hypothesis, the existence of a smooth family of extremal almost-Kähler metrics compatible with t…
In this work, convergence of evolving Finslerian metrics first in a general flow next under Finslerian Ricci flow is studied. More intuitively it is proved that a family of Finslerian metrics which are solutions to the Finslerian Ricci flow converge in to a smooth limit Finslerian metric as ap…
We establish short-time existence and regularity for higher-order flows generated by a class of polynomial natural tensors that, after an adjustment by the Lie derivative of the metric with respect to a suitable vector field, have strongly parabolic linearizations. We apply this theorem to flows by powers of the Laplac…
We prove the existence and uniqueness of a solution of the flow in the viscosity sense for compact convex hypersurfaces embedded in () . In particular, for compact convex hypersurfaces with flat sides we show that, under a certain non-degeneracy initial condition, the interface…
Develops new synthetic Ricci flow concepts for metric measure spaces.
We introduce a flow of -structures defining the same underlying Riemannian metric, whose stationary points are those structures with divergence-free torsion. We show short-time existence and uniqueness of the solution.
We produce solutions to the Kähler-Ricci flow emerging from complete initial metrics which are Hermitian limits of Kähler metrics. Of particular interest is when is Kähler with unbounded curvature. We provide such solutions for a wide class of -invariant Kähler metrics on dimensional c…
We prove short time existence and uniqueness of solutions to the Laplacian flow for closed structures on a compact manifold . The result was claimed in \cite{BryantG2}, but its proof has never appeared.
In this paper we investigate a kind of generalized Ricci flow which possesses a gradient form. We study the monotonicity of the given function under the generalized Ricci flow and prove that the related system of partial differential equations are strictly and uniformly parabolic. Based on this, we show that the genera…
We investigate multifractality in the Korean stock-market index KOSPI. The generalized th order height-height correlation function shows multiscaling properties. There are two scaling regimes with a crossover time around min. We consider the original data sets and the modified data sets obtained by removin…
We introduce and study {\it new} relative spectral invariants of {\it two} elliptic partial differential operators of Laplace and Dirac type on compact smooth manifolds without boundary that depend on both the eigenvalues and the eigensections of these operators and contain much more information about geometry. We prov…
The heat flow for Dirac-harmonic maps on Riemannian spin manifolds is a modification of the classical heat flow for harmonic maps by coupling it to a spinor. It was introduced by Chen, Jost, Sun, and Zhu as a tool to get a general existence program for Dirac-harmonic maps. For source manifolds with boundary they obtain…
We consider the heat operator acting on differential forms on spaces with complete and incomplete edge metrics. In the latter case we study the heat operator of the Hodge Laplacian with algebraic boundary conditions at the edge singularity. We establish the mapping properties of the heat operator, recovering and extend…
In this paper we introduce the hyperbolic mean curvature flow and prove that the corresponding system of partial differential equations are strictly hyperbolic, and based on this, we show that this flow admits a unique short-time smooth solution and possesses the nonlinear stability defined on the Euclidean space with …
Given a compact three-manifold together with a Riemannian metric, we prove the short-time existence of a solution to the renormalization group flow, truncated at the second order term, under a suitable hypothesis on the sectional curvature of the initial metric.
In this paper, we prove the short-time existence of hyperbolic inverse (mean) curvature flow (with or without the specified forcing term) under the assumption that the initial compact smooth hypersurface of () is mean convex and star-shaped. Several interesting examples and some hyperbol…
This study proposes a trainable adaptive window switching (AWS) method and apply it to a deep-neural-network (DNN) for speech enhancement in the modified discrete cosine transform domain. Time-frequency (T-F) mask processing in the short-time Fourier transform (STFT)-domain is a typical speech enhancement method. To re…