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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.

168,878 papers · 148 categories

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8162331 · May 202619922001200920172026
48 results for strict polyconvexity

Constructs polyhedral chains with prescribed tangent plane distributions.

problem Constructing polyhedral chains with specific tangent plane distributions.
method Explicit construction of polyhedral chains that approximate prescribed measures on Grassmannian.
result Polyconvexity is equivalent to quasiconvexity of associated Q-integrands under certain conditions.

Study proves uniform ellipticity implies uniform polyconvexity for anisotropic energy functionals.

problem Investigating uniform ellipticity and polyconvexity for anisotropic geometric energy functionals.
method Proves a variant of a recent result using real polyhedral chains.
result Uniform ellipticity of an anisotropic energy functional implies uniform polyconvexity of the integrand.

We study integrals of the form Ωf(dω)\int_Ωf\left( dω\right), where 1kn1\leq k\leq n, f:ΛkRf:Λ^{k}\rightarrow\mathbb{R} is continuous and ωω is a (k1)\left(k-1\right)-form. We introduce the appropriate notions of convexity, namely ext. one convexity, ext. quasiconvexity and ext. polyconvexity. We study their relations, give sev…

2017-12-01abs ↗pdf ↗

We study strict local martingales via h-transforms, a method which first appeared in Delbaen-Schachermayer. We show that strict local martingales arise whenever there is a consistent family of change of measures where the two measures are not equivalent to one another. Several old and new strict local martingales are i…

2007-11-07abs ↗pdf ↗

Study complex hyperbolic lattices and their relation to strict hyperbolization.

problem Understanding the relationship between complex hyperbolic lattices and strict hyperbolization.
method Analyzing the fundamental groups of complex hyperbolic manifolds and spaces arising from strict hyperbolization.
result Uniform lattices in PU(n,1) cannot be fundamental groups of Charney-Davis strict hyperbolizations when n ≥ 2.

Proves strict inequality for minimizers of Willmore energy under isoperimetric constraints.

problem Minimizing the Willmore energy under isoperimetric constraints.
method Connected sum approach, building on previous work by Keller-Mondino-Rivière.
result Existence of minimizers for the isoperimetric constrained Willmore problem in every genus.

We present simple new examples of pure-jump strict local martingales. The examples are constructed as exponentials of self-exciting affine Markov processes. We characterize the strict local martingale property of these processes by an integral criterion and by non-uniqueness of an associated ordinary differential equat…

2014-05-12abs ↗pdf ↗

New methods help escape strict saddle points in nonsmooth optimization.

problem Escaping strict saddle points in nonsmooth optimization.
method An inexact stochastically perturbed gradient method applied to the Moreau envelope.
result A variety of algorithms for nonsmooth optimization can efficiently escape strict saddle points of the Moreau envelope.

Let X be a norm curve in the SL(2,C)-character variety of a knot exterior M. Let t = || b || / || a || be the ratio of the Culler-Shalen norms of two distinct non-zero classes a, b in H_1(\partial M, Z). We demonstrate that either X has exactly two associated strict boundary slopes \pm t, or else there are strict bound…

2002-11-08abs ↗pdf ↗

We show the equivalence of the definitions of very strict CD(K,N)CD(K,N) -condition defined, on one hand, using (only) the entropy functionals, and on the other, the full displacement convexity class DCN\mathcal{DC}_N. In particular, we show that assuming the convexity inequalities for the critical exponent implies it for al…

2019-06-18abs ↗pdf ↗

We consider implied volatilities in asset pricing models, where the discounted underlying is a strict local martingale under the pricing measure. Our main result gives an asymptotic expansion of the right wing of the implied volatility smile and shows that the strict local martingale property can be determined from thi…

2015-08-18abs ↗pdf ↗

There are two parts of this paper. First, we discovered an explicit formula for the complex Hessian of the weighted log-Bergman kernel on a parallelogram domain, and utilised this formula to give a new proof about the strict convexity of the Mabuchi functional along a smooth geodesic. Second, when a C^{1,1}-geodesic co…

2017-11-27abs ↗pdf ↗

A strict local martingale is a local martingale which is not a martingale. There are few explicit examples of "naturally occurring" strict local martingales with jumps available in the literature. The purpose of this paper is to provide such examples, and to illustrate how they might arise via filtration shrinkage, a p…

2013-07-09abs ↗pdf ↗

We consider a simple instance of action up to homotopy. More precisely, we consider strict actions of DGLAs in degrees -1 and 0 on degree 1 NQ-manifolds. In a more conventional language this means: strict actions of Lie algebra crossed modules on Lie algebroids. When the action is strict, we show that it integrates to …

2010-12-02abs ↗pdf ↗

For d < 5, we describe an elementary construction of nonzero degree, strict contractions between closed, oriented hyperbolic d-oribifolds. Appealing to work of Gueritaud-Kassel and Tholozan, these examples determine exotic quotients of SO_0(d,1).

2016-06-08abs ↗pdf ↗

Paper introduces Atiyah sequence for Lie groupoids and studies gauge transformations.

problem Defining connections on principal 2-bundles over Lie groupoids.
method Introduced Atiyah sequence, defined strict and semi-strict connections, constructed gauge transformations.
result Existence criterion for connections on principal 2-bundles over proper, étale Lie groupoids.

This work is a contribution to the area of Strict Quantization (in the sense of Rieffel) in the presence of curvature and non-Abelian group actions. More precisely, we use geometry to obtain explicit oscillatory integral formulae for strongly invariant strict deformation quantizations of a class of solvable symplectic …

2000-10-01abs ↗pdf ↗

Gradient descent can use larger step sizes to avoid strict saddle points.

problem Avoiding strict saddle points in non-convex optimization.
method Proving that gradient descent with step-size up to 2/L avoids strict saddle points with high probability.
result Gradient descent with step-size up to 2/L almost surely avoids strict saddle points.

We build a concrete and natural model for the strict 2-category of orbifolds. In particular we prove that if one localizes the 2-category of proper etale Lie groupoids at a class of 1-arrows that we call "covers", then the strict 2-category structure drops down to the localization. In our construction the spaces of 1- …

2006-08-15abs ↗pdf ↗

Strict convexity of graphs with constant mean curvature is proven under certain conditions.

problem Proving strict convexity of graphs with constant mean curvature.
method Analyzing the Dirichlet problem for graphs with normalized constant mean curvature and planar boundary.
result The optimal solvability condition for the mean curvature of the boundary suffices to prove the strict convexity of the graph.

New boundary condition for Black-Scholes equations in strict local martingale models.

problem Computing prices of European options with underlying asset as a strict local martingale.
method Numerical procedure using finite difference methods with a new boundary condition at infinity.
result The minimal solution, satisfying a discrete maximum principle, is the correct derivative price.

We exhibit sufficient conditions such that components of a multidimensional SDE giving rise to a local martingale MM are strict local martingales or martingales. We assume that the equations have diffusion coefficients of the form σ(Mt,vt),σ(M_t,v_t), with vtv_t being a stochastic volatility term.

2019-03-06abs ↗pdf ↗

Study of gauge theory and parallel transport in Lie 2-group bundles over Lie groupoids.

problem Classify and understand principal 2-bundles over Lie groupoids.
method Introduce principal Lie 2-group bundles, study connection structures, gauge transformations, and parallel transport.
result Extend classification of principal 2-bundles to differentiable stacks and establish connections between geometric and categorical parallel transport.

Lagrangian submanifolds in strict nearly Kähler 6-manifolds are related to special Lagrangian submanifolds in Calabi-Yau 6-manifolds and coassociative cones in G2G_2-manifolds. We prove that the mean curvature of a Lagrangian submanifold LL in a nearly Kähler manifold (M2n,J,g)(M^{2n}, J, g) is symplectically dual to the Mas…

2014-08-27abs ↗pdf ↗