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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.

169,341 papers · 148 categories

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129257386514 · May 202619922001200920182026
48 results for strong growth condition

Investigates quadratic-exponential growth BSDEs with jumps and proves existence and differentiability.

problem Existence and differentiability of solutions to quadratic-exponential growth BSDEs with jumps.
method Proves existence and differentiability of solutions under general quadratic-exponential structure using local Lipschitz continuity and A_gamma-condition.
result Proves existence and differentiability of solutions under general quadratic-exponential structure.

The paper is concerned with the problem of existence of solutions for the Heath-Jarrow-Morton equation with linear volatility. Necessary conditions and sufficient conditions for the existence of weak solutions and strong solutions are provided. It is shown that the key role is played by the logarithmic growth condition…

2010-10-27abs ↗pdf ↗

The US GDP per capita growth alternates between high and low rates, with an average growth rate of 1.6% since 1800.

problem Understanding the fluctuations and stability of US GDP growth rates over time.
method Wavelet transform analysis of US GDP per capita data from 1800 to 2010.
result The growth rate of US GDP per capita is bimodal, alternating between high and low rates with an average of 1.6% since 1800.

Proves Zimmer's conjecture for certain lattice actions on low-dimensional manifolds.

problem Zimmer's conjecture for higher-rank lattices on low-dimensional manifolds.
method Uniform subexponential growth of derivatives, strong property (T), and homogeneous dynamics.
result Finite image of homomorphisms for certain actions.

P.W. Anderson proposed the concept of complexity in order to describe the emergence and growth of macroscopic collective patterns out of the simple interactions of many microscopic agents. In the physical sciences this paradigm was implemented systematically and confirmed repeatedly by successful confrontation with rea…

2008-03-14abs ↗pdf ↗

The aim of this paper is to state and prove polynomial analogues of the classical Manning inequality relating the topological entropy of a geodesic flow with the growth rate of the volume of balls in the universal covering. To this aim we use two numerical conjugacy invariants, the {\em strong polynomial entropy $h_{po…

2011-05-12abs ↗pdf ↗

Study growth rates of harmonic functions on curved surfaces.

problem Understanding the growth rates of harmonic functions on curved surfaces.
method Gradient estimate and frequency analysis on complete surfaces and manifolds with non-negative curvature.
result Existence and properties of nonconstant polynomial growth harmonic functions on manifolds with maximal volume growth.

New results on homology torsion growth for various groups.

problem Understanding the growth of higher torsion homologies for arithmetic lattices and other groups.
method Quantitative homotopical method called effective rebuilding, constructing small classifying spaces of finite index subgroups.
result Strong asymptotic bounds for the torsion growth in principal congruence subgroups.

We investigate the relation between economic growth and equality in a modified version of the agent-based asset exchange model (AEM). The modified model is a driven system that for a range of parameter space is effectively ergodic in the limit of an infinite system. We find that the belief that "a rising tide lifts all…

2013-05-03abs ↗pdf ↗

Study maximum likelihood estimator for growth rate of jump-type CIR process.

problem Estimating growth rate of jump-type CIR process from continuous observations.
method Maximum likelihood approach, distinguishing subcritical, critical, and supercritical cases.
result Asymptotic properties including consistency and normality for different cases.

We establish new strong lower bounds on the (subnormal) subgroup growth of a large class of groups. This includes the fundamental groups of all finite-volume hyperbolic 3-manifolds and all (free non-abelian)-by-cyclic groups. The lower bound is nearly exponential, which should be compared with the fastest possible subg…

2005-12-13abs ↗pdf ↗

Framework generates realistic crop images for growth modeling.

problem Modeling crop growth over time with precision and detail.
method Two-stage framework: image prediction and growth estimation models.
result Framework accurately predicts crop images with varying conditions.

New method approximates quadratic-growth BSDEs with short-term expansions.

problem Approximating solutions to quadratic-growth Backward Stochastic Differential Equations (BSDEs).
method Connecting semi-analytic asymptotic expansions over short-time intervals.
result Avoids Monte Carlo simulation and numerical integrations for estimating conditional expectations.

This paper proposes a continuous timing strategy for growth vs. defensive style allocation.

problem Dynamic allocation of growth and defensive ETF baskets using macro-market timing signals.
method Continuous smooth score combining multiple factors, mapped to G/D weights, smoothed with EWMA.
result Continuous style timing strategy outperforms static benchmarks in risk-adjusted returns.

Study explores Liouville's theorem and SLP for harmonic functions on cones and surfaces.

problem Investigating Liouville's theorem and SLP for harmonic functions on Riemannian cones and surfaces.
method Reinterprets classical Liouville property in terms of radial eigenfunctions, providing explicit estimates and constructing examples.
result Explicit estimates for slowest-growing nonconstant harmonic functions and a unified geometric perspective on Liouville phenomena.

Study on MLE growth rate for stable CIR process, proving consistency and normality.

problem Estimating the growth rate of a stable CIR process from continuous observations.
method Maximum likelihood estimation for a specific type of process.
result Strong consistency and asymptotic normality in subcritical and supercritical cases, asymptotic mixed normality in supercritical, open in critical case.

Study volume growth and asymptotic cones of nonnegative Ricci curvature manifolds.

problem Whether the volume growth order of manifolds is greater than or equal to the dimension of their asymptotic cones.
method Analyzing asymptotic cones and volume growth conditions, extending Sormani's results.
result Existence of asymptotic cones with upper box dimension at most equal to the volume growth order.

Harmonic functions on compact symmetric spaces exhibit strong convexity properties.

problem Understanding the convexity of harmonic functions on compact symmetric spaces.
method Analyzing the nonnegativity of the Laplacian powers of harmonic functions.
result Harmonic functions on compact symmetric spaces have nonnegative Laplacian powers, demonstrating strong convexity.

Study Liouville theorems for harmonic maps along ancient super Ricci flows.

problem Proving Liouville theorems for harmonic maps under specific geometric conditions.
method Using Perelman's reduced geometric viewpoint, derive Liouville theorems with controlled growth.
result Sharp growth conditions and new Liouville theorems for both non-positively and positively curved target spaces.

The paper explores geometric influences on PDE solutions on manifolds.

problem Qualitative behavior of solutions to quasilinear PDEs on Riemannian manifolds.
method Investigates strong and weak maximum principles, compact support principles, and Liouville theorems.
result Identifies thresholds involving curvatures or volume growth to guarantee properties under Keller-Osserman conditions.

Study of stochastic differential equations on non-compact manifolds, solving open problem on strong completeness.

problem Open problem on strong completeness of SDEs on non-compact spaces.
method Systematic study of stochastic differential equations, solving open problem on strong completeness.
result Existence of global smooth solution flow of SDEs on R^n, including substantial growth of coefficients.

The study examines entropy and pressure at infinity in negatively curved manifolds, linking them to strong positive recurrence.

problem Investigating strong positive recurrence in negatively curved manifolds.
method Defining and comparing entropy and pressure at infinity through different measures.
result Strong positive recurrence potentials admit finite Gibbs measures.

We investigate the optimal strategy over a finite time horizon for a portfolio of stock and bond and a derivative in an multiplicative Markovian market model with transaction costs (friction). The optimization problem is solved by a Hamilton-Bellman-Jacobi equation, which by the verification theorem has well-behaved so…

2005-09-16abs ↗pdf ↗