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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.

168,742 papers · 148 categories

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0.3%0.5%0.8%0.2% · May 201619922001200920172026
2 results for “sub-super-solutions”
Sub- and Super-solution Approach to Accuracy Analysis of Portfolio Optimization Asymptotics in Multiscale Stochastic Factor Marketq-fin.MF

Authors improve accuracy analysis for portfolio optimization with multiple timescale factors.

problem Asymptotic accuracy of portfolio optimization approximations for general utility functions and two timescale factors.
method Construct sub- and super-solutions to fully nonlinear problem.
result Rigorous justification of accuracy for portfolio optimization with general utility functions and two timescale factors.
portfolio optimizationstochastic factorsasymptoticssub-super-solutionsutility functions
2021-06-22abs ↗pdf ↗
Prescribed scalar curvature plus mean curvature flows in compact manifolds with boundary of negative conformal invariantmath.DG

We employ three different methods to prove the following result on prescribed scalar curvature plus mean curvature problem: Let (Mn,g0)(M^n,g_0) be a nn-dimensional smooth compact manifold with boundary, where n≥3n \geq 3, assume the conformal invariant Y(M,∂M)<0Y(M,\partial M)<0. Given any negative smooth functions ff in MM and…

2016-05-05abs ↗pdf ↗