arXiv research

We study the asymptotic behaviour of doubly periodic instantons with square-integrable curvature. Then, we establish the equivalence given by the Nahm transform between the doubly periodic instantons with square integrable curvature and the wild harmonic bundles on the dual torus.

Maxwell meets Korn: A New Coercive Inequality for Tensor Fields with Square-Integrable Exterior Derivative

Counterexample shows Ito integrand needn't be locally square integrable.

We introduce a class of non-commutative, complex, infinite-dimensional Heisenberg like Lie groups based on an abstract Wiener space. The holomorphic functions which are also square integrable with respect to a heat kernel measure $μ$ on these groups are studied. In particular, we establish a unitary equivalence between…

We prove that square integrable holomorphic functions (with respect to a plurisubharmonic weight) can be extended in a square integrable manner from certain singular hypersurfaces (which include uniformly flat, normal crossing divisors) to entire functions in affine space. This provides evidence for a conjecture regard…

We study the conditions for a nilpotent Lie group to be foliated into subgroups that have square integrable (relative discrete series) unitary representations, that fit together to form a filtration by normal subgroups. Then we use that filtration to construct a class of "stepwise square integrable" representations on …

Assuming geometric Brownian motion as unaffected price process $S^0$, Gatheral & Schied (2011) derived a strategy for optimal order execution that reacts in a sensible manner on market changes but can still be computed in closed form. Here we will investigate the robustness of this strategy with respect to misspecifica…

We combine recent developments on weakly symmetric pseudo--riemannian nilmanifolds with with geometric methods for construction of unitary representations on square integrable Dolbeault cohomology spaces. This runs parallel to construction of discrete series representations on spaces of square integrable harmonic forms…

The eigenvalue problem for the square integrable solutions is studied usually for elliptic equations. In this note we consider such a problem for the hyperbolic Klein-Gordon equation on Lorentzian manifolds. The investigation could help to answer the question why elementary particles have a discrete mass spectrum. An i…

NeuralChaos efficiently approximates complex stochastic processes.

Paper solves a complex portfolio selection problem with time-inconsistent preferences.

Let $M$ be a hyperkaehler manifold, and $F$ a torsion-free and reflexive coherent sheaf on $M$. Assume that $F$ (outside of its singularities) admits a connection with a curvature which is invariant under the standard SU(2)-action on 2-forms. If the curvature is square-integrable, then $F$ is stable and its singulariti…

Study spectral distribution of twisted Laplacian on high genus hyperbolic surfaces.

In this note we prove that every two-dimensional entire Willmore graph in $R^3$ with square integrable mean curvature is a plane.

In the classification theorems of Vinberg and Yakimova for commutative nilmanifolds, the relevant nilpotent groups have a very surprising analytic property. The manifolds are of the form $G/K = N \rtimes K/K$ where, in all but three cases, the nilpotent group $N$ has irreducible unitary representations whose coefficien…

Stability of biharmonic maps in critical dimension proven.

We discuss the polynomial bi-Hamiltonian structures for the Kowalevski top in special case of zero square integral. An explicit procedure to find variables of separation and separation relations is considered in detail.

Given integers $g,n \geq 0$ satisfying $2-2g-n < 0$, let $\mathcal{M}_{g,n}$ be the moduli space of connected, oriented, complete, finite area hyperbolic surfaces of genus $g$ with $n$ cusps. We study the global behavior of the Mirzakhani function $B \colon \mathcal{M}_{g,n} \to \mathbf{R}_{\geq 0}$ which assigns to $X…

The large-N limit of Segal-Bargmann transform on spheres is studied.

The Novikov-Shubin invariants for a non-compact Riemannian manifold M can be defined in terms of the large time decay of the heat operator of the Laplacian on square integrable p-forms on M. For the (2n+1)-dimensional Heisenberg group H, the Laplacian can be decomposed into operators in the conjugate of the generalised…

We give results on the following questions about a topologically tame hyperbolic 3-manifold M : 1. Does M have nonzero square-integrable harmonic 1-forms? 2. Does zero lie in the spectrum of the Laplacian acting on (1-forms on M)/Ker(d)?

I explain an open conjecture by Braverman/Milatovic/Shubin (BMS) on the positivity of square integrable solutions $f$ of $(-Δ+1)f\geq 0$ on a geodescially complete Riemannian manifold, and its connection to essential self-adjointness problems of covariant Schrödinger operators. The latter conjecture has remained open f…

We show that for an isometric immersion of a complete Riemannian manifold into a Riemannian manifold with non-positive curvature, the norm of the mean curvature vector field is square integrable, then it is minimal. This is a partial affirmative answer of the B. Y. Chen's conjecture.

We consider a Poisson process $η$ on a measurable space $(\BY,\mathcal{Y})$ equipped with a partial ordering, assumed to be strict almost everwhwere with respect to the intensity measure $λ$ of $η$. We give a Clark-Ocone type formula providing an explicit representation of square integrable martingales (defined with re…

Let $L^2$ be the Lebesgue space of square-integrable functions on the unit circle. We show that the injectivity problem for Toeplitz operators is linked to the existence of geodesics in the Grassmann manifold of $L^2$. We also investigate this connection in the context of restricted Grassmann manifolds associated to $p…

A Kleinian manifold Y is a quotient of a rank-one symmetric space of non-compact type by a convex-cocompact discrete group of isometries. We describe the spectral decomposition of the space of square integrable sections of locally homogeneous bundles on Y with respect to locally invariant differential operators. In the…

Researchers compute Greeks for rough Volterra SV models using Malliavin calculus.

In the setting proposed by Hughston & Rafailidis (2005) we consider general interest rate models in the case of a Brownian market information filtration $(\mathcal{F}_t)_{t\geq0}$. Let $X$ be a square-integrable $\mathcal{F}_\infty$-measurable random variable, and assume the non-degeneracy condition that for all $t<\in…

We study perturbations of the Allen-Cahn equation and prove the convergence to forced mean curvature flow in the sharp interface limit. We allow for perturbations that are square-integrable with respect to the diffuse surface area measure. We give a suitable generalized formulation for forced mean curvature flow and ap…

It is well-known that a compact Riemannian spin manifold can be reconstructed from its canonical spectral triple which consists of the algebra of smooth functions, the Hilbert space of square integrable spinors and the Dirac operator. It seems to be a folklore fact that the metric can be reconstructed up to conformal e…

In this paper we study the analytic realisation of the discrete series representations for the group $G=Sp(1,1)$ as a subspace of the space of square integrable sections in a homogeneous vector bundle over the symmetric space $G/K:=Sp(1,1) /(Sp(1) \times Sp(1))$. We use the Szegö map to give expressions for the restric…

Utilizing a splitting of geometric flows on surfaces introduced by Buzano and Rupflin, we present a general scheme to prove blow up criteria for such geometric flows. A vital ingredient is a new compactness theorem for families of metrics on surfaces with a uniform bound on their volumes, square integrals of their curv…

We study the relations between the quaternion $H$-type group and the boundary of the unit ball on two dimensional quaternionic space. The orthogonal projection of the space of square integrable functions defined on quaternion $H$-type group into its subspace of boundary values of $q$-holomorphic functions is consider. …

Study on the smoothness of solutions to a specific type of stochastic differential equation.

We consider the Neumann Laplacian acting on square-integrable functions on a triangle in the hyperbolic plane that has one cusp. We show that the generic such triangle has no eigenvalues embedded in its continuous spectrum. To prove this result we study the behavior of the real-analytic eigenvalue branches of a degener…

Let D be a self-adjoint differential operator of Dirac type acting on sections in a vector bundle over a closed Riemannian manifold M. Let H be a closed D-invariant subspace of the Hilbert space of square integrable sections. Suppose D restricted to H is semibounded. We show that every element u in H has the weak uniqu…

Using the reformulation in divergence form of the Euler-Lagrange equation for the Willmore functional as it was developed in "Analysis of the Willmore Functional" by T. Riviere (Invent. Math. 174), we study the limit of a local Palais-Smale sequence of weak Willmore immersions with locally square-integrable second fund…

Confirms unique eigenfunction in hyperbolic packing has maximal spectral gap.

The paper proves the law of one price in a continuous-time setting without friction.

We prove that sub-Riemannian manifolds are infinitesimally Hilbertian (i.e., the associated Sobolev space is Hilbert) when equipped with an arbitrary Radon measure. The result follows from an embedding of metric derivations into the space of square-integrable sections of the horizontal bundle, which we obtain on all we…

Let L be a holomorphic line bundle with a positively curved singular Hermitian metric over a complex manifold X. One can define naturally the sequence of Fubini-Study currents associated to the space of square integrable holomorphic sections of the p-th tensor powers of L. Assuming that the singular set of the metric i…

The problem of existence of arbitrage free and monotone CDO term structure models is studied. Conditions for positivity and monotonicity of the corresponding Heath-Jarrow-Morton-Musiela equation for the $x$-forward rates with the use of the Milian type result are formulated. Two state spaces are taken into account - of…

We show that solutions of the Yamabe equation on certain n-dimensional non-compact Riemannian manifolds which are bounded and L^p for p=2n/(n-2) are also L^2. This L^p-L^2-implication provides explicit constants in the surgery-monotonicity formula for the smooth Yamabe invariant in a previous article of the authors. As…

Adler had shown in 1979 that the Toda system can be given a coad- joint orbit description. We quantize the Toda system by viewing it as a single orbit of a multiplicative group of lower triangular matrices of determinant one with pos- itive diagonal entries. We get a unitary representation of the group with square inte…

The $L^2$-$\partial\overline\partial$-Lemma is extended to complete Kähler manifolds with a gap in the spectrum.

We discuss the `hd-compactification' of a semi-simple Lie group to a manifold with corners; it is the real analog of the wonderful compactification of deConcini and Procesi. There is a 1-1 correspondence between the boundary faces of the compactification and conjugacy classes of parabolic subgroups with the boundary fa…

Let M be a connected Riemannian manifold and let D be a Dirac type operator acting on smooth compactly supported sections in a Hermitian vector bundle over M. Suppose D has a self-adjoint extension A in the Hilbert space of square-integrable sections. We show that any $L^2$-section $φ$ contained in a closed A-invariant…

We consider the class of all conformal mappings from a compact Riemann surface into the threedimensional or fourdimensional Euclidean space. A sequence in this class with bounded Willmore functional is shown to have a sequence of conformal transformations of the target space, such that a subsequence of the transformed …