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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.

168,742 papers · 148 categories

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98196294392 · May 202619922001200920172026
48 results for strong invariance principle

Study stabilizes translating solitons in hyperbolic space for MCF.

problem Stability of translating solitons in hyperbolic space.
method Developed theory, constructed rotationally invariant translators, used avoidance principle and maximum principle.
result Horospheres are dynamically stable as radial graphical solutions to MCF.

In this paper, we firstly establish an Interpolating curvature invariance between the well known nonnegative and 2-non-negative curvature invariant along the Ricci flow. Then a related strong maximum principle for the (λ1,λ2)(λ_1, λ_2)-nonnegativity is also derived along Ricci flow. Based on these, finally we obtain a rigid…

2011-05-26abs ↗pdf ↗

In this paper we characterize the degenerate elliptic equations F(D^2u)=0 whose viscosity subsolutions, (F(D^2u) \geq 0), satisfy the strong maximum principle. We introduce an easily computed function f(t) for t > 0, determined by F, and we show that the strong maximum principle holds depending on whether the integral …

2013-09-06abs ↗pdf ↗

Study on maximum principles for nonlinear equations on Riemannian manifolds.

problem Investigating strong maximum principles for fully nonlinear equations on Riemannian manifolds.
method Analyzing scaling conditions and applying to various nonlinear operators.
result Established new strong comparison principles for second order uniformly elliptic problems.

Study compares nodal sets of solutions to the Allen-Cahn equation.

problem Comparing nodal sets of solutions to the Allen-Cahn equation with conical asymptotics.
method Maximum principle for linearized operator on unbounded domains.
result Positive phase uniquely determines the solution and enforces global ordering.

We prove that if X:MnHn×RX:M^n\to\mathbb{H}^n\times \mathbb{R}, n3n\geq 3, is a an orientable, complete immersion with finite strong total curvature, then XX is proper and MM is diffeomorphic to a compact manifold Mˉ\bar M minus a finite number of points q1,qkq_1, \dots q_k. Adding some extra hypothesis, including Hr=0,H_r=0, wh…

2018-02-08abs ↗pdf ↗

New approach combines invariance and information bottleneck for OOD generalization.

problem OOD generalization failures in classification tasks.
method Revisit linear regression tasks, prove information bottleneck constraint necessary, propose combined approach.
result Combined invariance and information bottleneck approach improves OOD generalization.

The study proves a strong parametric h-principle for minimal surfaces.

problem Proving a parametric h-principle for minimal surfaces.
method Using a parametric h-principle due to Forstneric and Larusson.
result The space of complete nonflat conformal minimal immersions has the same homotopy type as the space of continuous maps.

We justify and give error estimates for binomial approximations of game (Israeli) options in the Black--Scholes market with Lipschitz continuous path dependent payoffs which are new also for usual American style options. We show also that rational (optimal) exercise times and hedging self-financing portfolios of binomi…

2006-07-05abs ↗pdf ↗

A strong from of invariance under a group G is manifested in a family over the classifying space BG. We advocate a differential-geometric avatar of BG when G is a Lie group. Applied to G-equivariant connections on smooth principal or vector bundles, the equivariance-->families principle converts the G-equivariant exten…

2016-06-03abs ↗pdf ↗

We introduce and develop fine shape, which has a very simple definition and aims to supersede all previously known shape theories for metrizable spaces. The problem with known shape theories of metrizable spaces is illustrated by the following bizarre situation. Čech cohomology is an invariant of shape, and a fortiori …

2018-08-30abs ↗pdf ↗

In this paper, we explore several Fatou-type properties of risk measures. The paper continues to reveal that the strong Fatou property, which was introduced in [17], seems to be most suitable to ensure nice dual representations of risk measures. Our main result asserts that every quasiconvex law-invariant functional on…

2018-05-14abs ↗pdf ↗

Study solves a mathematical problem related to elliptic Schroedinger-to-Neumann maps.

problem Solving a Cherrier-Escobar problem for elliptic Schroedinger-to-Neumann maps.
method Using algebraic topological argument of Bahri-Coron, assuming positive eigenvalue and Green function.
result Solvability of the extended problem under specified conditions.

New variational principles found for conformal geodesics.

problem Challenges in Lagrangian formulation for conformal geodesics.
method Enlarging the class of variations leads to a variational formulation with a third-order conformally invariant Lagrangian.
result Some integral curves of the fourth-order ODE system are spirals.

Invariance principle proved for lifted geodesic walks on Riemannian submersions.

problem Proving convergence to horizontal Brownian motion for lifted geodesic walks.
method Appropriate conditions on geodesic random walks' speed; proving invariance principle.
result Convergence to horizontal Brownian motion for lifted geodesic walks.

We show that the shortfall risk of binomial approximations of game (Israeli) options converges to the shortfall risk in the corresponding Black--Scholes market considering Lipschitz continuous path-dependent payoffs for both discrete- and continuous-time cases. These results are new also for usual American style option…

2008-11-12abs ↗pdf ↗

A strong KT (SKT) manifold consists of a Hermitian structure whose torsion three-form is closed. We classify the invariant SKT structures on four-dimensional solvable Lie groups. The classification includes solutions on groups that do not admit compact four-dimensional quotients. It also shows that there are solvable g…

2009-11-03abs ↗pdf ↗

New uncertainty principle for Schrödinger equations on hyperbolic manifolds.

problem Uncertainty principle for Schrödinger equations on hyperbolic manifolds.
method General strategy of Escauriaza-Kenig-Ponce-Vega, new Carleman estimates, logarithmic convexity, new mollifier and weight function.
result Similar rigidity phenomenon as in Euclidean space persists in hyperbolic geometry.

New theory sharpens Q-learning with LDTZ rate, proving it's best of both worlds.

problem Improving Q-learning's theoretical and practical performance.
method Developed a sharp non-asymptotic error bound and central limit theory for Q-learning with PD2Z-ν schedule.
result Q-learning with LDTZ schedule achieves rapid decay and asymptotic convergence guarantees.

In the present paper we extend the definition of slice-torus invariant to links. We prove a few properties of the newly-defined slice-torus link invariants: the behaviour under crossing change, a slice genus bound, an obstruction to strong sliceness, and a combinatorial bound. Furthermore, we provide an application to …

2018-06-27abs ↗pdf ↗

In previous papers, the author realized the following principle for many knot theories: if a knot diagram is complicated enough then it reproduces itself, i.e., is a subdiagram of any other diagram equivalent to it. This principle is realized by diagram-valued invariants [ ] of knots such that [K]=K. It turns out that …

2015-01-03abs ↗pdf ↗

Study scaling limits of utility indifference prices in discretized Bachelier model.

problem Analyzing utility indifference prices for path-dependent European options in a discretized Bachelier model.
method Purely probabilistic approach, including duality argument, optimal drift control problem, martingale techniques, and strong invariance principles.
result Obtained a scaling limit for utility indifference prices as the number of trading times increases.

A new knot invariant is fast, strong, topologically meaningful, and fun.

problem Computing and understanding knot invariants efficiently and comprehensively.
method Developed a pair of polynomial knot invariants Θ=(Δ,θ) that are fast, strong, and topologically meaningful.
result Θ is a powerful knot invariant with separation power greater than other known invariants.

The paper introduces new structures for colored HOMFLY-PT invariants using skein theory.

problem Proving strong integrality and deriving symmetric properties for HOMFLY-PT invariants.
method Purely using HOMFLY-PT skein theory and applying to LMOV conjecture.
result Strong integrality and symmetric properties for colored HOMFLY-PT invariants.