The paper tests hypotheses on two Lévy process-driven streams of observations.
problem Testing hypotheses on two Lévy process-driven streams of observations.
method Infinitesimal generators and super/sub-solutions are used to compute bounds and analyze the model.
result Bounds for infinitesimal generators are computed in terms of super/sub-solutions.
Paper solves Gauduchon scalar curvature problem on almost Hermitian manifolds.
problem Prescribed Gauduchon scalar curvature problem on almost Hermitian manifolds.
method Reduced to solving a semi-linear partial differential equation with exponential nonlinearity using super and sub-solution method.
result Existence of solution depends on the sign of a constant associated to Gauduchon degree.
Optimizes portfolio in volatile markets with jumps, providing accurate formulas.
problem Optimizing wealth in a volatile financial market with jumps.
method Analyzes an incomplete stochastic volatility model, derives closed-form portfolio formulas using HJB equation and super-solution/sub-solution.
result Proves accuracy of derived portfolio formulas for both small and finite time horizons.
We extend the stochastic Perron method to analyze the framework of stochastic target games, in which one player tries to find a strategy such that the state process almost surely reaches a given target no matter which action is chosen by the other player. Within this framework, our method produces a viscosity sub-solut…
In this paper, we prove the existence of classical solutions of the Dirichlet problem for a class of quasi-linear elliptic equations on unbounded domains like a cone or a U-type domain. This problem comes from the study of mean curvature flow and its generalization, the flow by powers of mean curvature. Our approach is…
In this paper, we adapt stochastic Perron's method to analyze a stochastic target problem with unbounded controls in a jump diffusion set-up. With this method, we construct a viscosity sub-solution and super-solution to the associated Hamiltonian-Jacobi-Bellman (HJB) equations. Under comparison principles, uniqueness o…
The paper presents a method for detecting jump sizes in crude oil prices.
problem Detecting jump sizes in crude oil price data.
method Sequential hypothesis testing using infinitesimal generators and super-solutions.
result The method improves the Barndorff-Nielsen and Shephard model for derivative and commodity market analysis.
In this paper, we study an optimal excess-of-loss reinsurance and investment problem for an insurer in defaultable market. The insurer can buy reinsurance and invest in the following securities: a bank account, a risky asset with stochastic volatility and a defaultable corporate bond. We discuss the optimal investment …
The paper characterizes stochastic incompleteness in Riemannian manifolds.
problem Stochastic incompleteness of Riemannian manifolds and its characterization.
method Characterization through solutions to nonlinear parabolic equations.
result Stochastic incompleteness is equivalent to the nonuniqueness of bounded solutions to certain nonlinear parabolic equations.
We provide a verification and characterization result of optimal maximal sub-solutions of BSDEs in terms of fully coupled forward backward stochastic differential equations. We illustrate the application thereof in utility optimization with random endowment under probability and discounting uncertainty. We show with ex…
Solves boundary Yamabe problem with minimal boundary scenario.
problem Existence of solutions to a conformal metric equation with constant scalar curvature.
method Iteration schemes and perturbation methods to construct sub-solutions and super-solutions.
result Complete solution for three cases based on the sign of the first eigenvalue of the conformal Laplacian.
Solves open problems for fully nonlinear elliptic equations on manifolds.
problem Solving fully nonlinear elliptic equations on manifolds.
method Analytic slope invariant and Nakai-Moishezon criterion.
result Solves open problems including hessian and hessian quotient equations.
This paper proves Liouville theorems for conformally invariant fully nonlinear equations.
problem Positive entire solutions of certain fully nonlinear equations are unique.
method Derives necessary and sufficient conditions for Liouville-type theorems.
result Enhanced understanding of solutions near isolated singularities.
Study super cluster algebras from super Plücker and Ptolemy relations.
problem Developing super cluster algebra structure in super Grassmannians.
method Analyzing super Plücker and Ptolemy relations, developing super cluster structure.
result New simple form of super Plücker relations for $\Gr_{r|1}(n|1)$.
The paper defines and analyzes curvature tensors on super twisted product spaces.
problem Investigating curvature tensors on super twisted product spaces.
method Defined W2-curvature tensor, computed curvature tensors and Ricci tensors, and studied curvature flatness. result Mixed Ricci-flat super twisted product semi-Riemannian manifolds can be expressed as super warped product manifolds.
With the usual definition of a super Hilbert space and a super unitary representation, it is easy to show that there are lots of super Lie groups for which the left-regular representation is not super unitary. I will argue that weakening the definition of a super Hilbert space (by allowing the super scalar product to b…
We establish a higher generalization of super L-infinity-algebraic T-duality of super WZW-terms for super p-branes. In particular, we demonstrate spherical T-duality of super M5-branes propagating on exceptional-geometric 11d super spacetime.
Unified super-symmetry and higher fluxes using super-Lie-infinity algebras.
problem Unified extended super-symmetry and higher flux densities.
method Using super-Lie-infinity algebras and their extensions and cyclifications.
result Derivation of topological T-duality laws from super-Lie-infinity structure.
Researchers create holographic super-embeddings for M5 and M2 branes.
problem No concrete examples of super-embeddings for M5 and M2 branes existed.
method Constructed explicit holographic super-embeddings of probe M5 and M2 branes into their super-AdS backgrounds.
result Explicit holographic super-embeddings of M5 and M2 branes were successfully constructed.
Develops Riemannian geometry for noncommutative super surfaces.
problem No specific problem stated; focuses on mathematical development.
method Introduces metric and connections on noncommutative super surfaces, showing compatibility and zero torsion under certain conditions.
result Noncommutative super surfaces have a well-defined Riemannian geometry with properties analogous to classical Riemannian geometry.
Defines super stable maps and proves quotient superorbifolds for genus zero.
problem Defines stable supercurves and super stable maps of genus zero.
method Uses labeled trees and slice theorem for super Lie groups.
result Proves moduli space of stable supercurves and super stable maps are quotient superorbifolds.
Defines semi-symmetric metric connection on super warped products.
problem Computing curvature and Ricci tensors on super warped products.
method Introduced semi-symmetric metric connection and conditions for Einstein spaces.
result Conditions for super warped product spaces to be Einstein with semi-symmetric metric connection.
Riemann surfaces are two-dimensional manifolds with a conformal class of metrics. It is well known that the harmonic action functional and harmonic maps are tools to study the moduli space of Riemann surfaces. Super Riemann surfaces are an analogue of Riemann surfaces in the world of super geometry. After a short intro…
New theorem disproves Angle Defect for super triangles.
problem Angle Defect Theorem for N=1 super hyperbolic geometry.
method Action of OSp(1|2) on real super Minkowski space and brute-force computation.
result Disproves Angle Defect Theorem and provides novel additive function.
Constructs the moduli space of super J-holomorphic curves.
problem Defines and constructs the moduli space of super J-holomorphic curves.
method Uses component fields of a super differential equation and a transversality argument.
result Constructs the moduli space of super J-holomorphic curves as a smooth subsupermanifold.
The underlying even manifold of a super Riemann surface is a Riemann surface with a spinor valued differential form called gravitino. Consequently infinitesimal deformations of super Riemann surfaces are certain infinitesimal deformations of the Riemann surface and the gravitino. Furthermore the action functional of no…
The paper studies special warped products with a specific connection on super Riemannian manifolds.
problem Investigating curvature and Ricci tensors on super warped product spaces with a semi-symmetric non-metric connection.
method Defined a semi-symmetric non-metric connection, computed curvature and Ricci tensors, and introduced and analyzed two types of super warped product spaces.
result Conditions for two super warped product spaces with a semi-symmetric non-metric connection to be Einstein spaces are provided.
Super tau-covers extend bihamiltonian hierarchies' symmetries.
problem Extending symmetries of bihamiltonian hierarchies.
method Constructing super tau-covers for bihamiltonian integrable hierarchies.
result Symmetries of bihamiltonian hierarchies extended to super tau-covers.
We derive the canonical forms of super Riemannian metrics and the local isometry groups of such metrics. For certain super metrics we also compute the simply connected covering groups of the local isometry groups and interpret these as local spin groups of the super metric. Using a generalization of a Theorem of Rogers…
A super Lie group is a group whose operations are G∞ mappings in the sense of Rogers. Thus the underlying supermanifold possesses an atlas whose transition functions are G∞ functions. Moreover the images of our charts are open subsets of a graded infinite-dimensional Banach space since our space of …
The paper develops a theory of C∞-superrings and their superschemes.
problem Developing a theory for C∞-superrings and superschemes. method Proving an equivalence between categories of fair affine C∞-superschemes and fair C∞-superrings. result A key equivalence between fair affine C∞-superschemes and fair C∞-superrings. Characterizes super-replication prices in a financial market model.
problem Characterizing prices in a financial market model.
method Characterizes prices as the supremum of mono-prior super-replication prices through extreme priors and martingale measures.
result Super-replication prices are the supremum of mono-prior super-replication prices.
Scheme resolves super-brane topology via equivariant structures.
problem Topological issues in super-brane dynamics.
method Geometric scheme for Green-Schwarz cocycles, equivariant structures.
result Equivariant structures resolve super-brane topology.
Defines super projective modules and explores their properties.
problem Exploring the geometric-algebraic link in super geometry.
method Defined and explored super projective modules over supersmooth functions.
result Module of vector fields over a supersphere is a super projective module.
This article provides a brief discussion of the functional of super Riemann surfaces from the point of view of classical (i.e. not "super-) differential geometry. The discussion is based on symmetry considerations and aims to clarify the "borderline" between classical and super differential geometry with respect to the…
Matrix formulas for super Teichmüller spaces generalize previous work and yield super λ-lengths.
problem Calculating super λ-lengths on bordered surfaces with marked points.
method Using holonomy matrices of elements in the supergroup OSp(1|2) to compute super λ-lengths in decorated super Teichmüller spaces.
result Matrix formulas for arcs on bordered surfaces yield super λ-lengths in Penner-Zeitlin's decorated super Teichmüller space.
Extends Wigner's representation to study super hyperbolic geometry.
problem Understanding geometry in super hyperbolic three-space.
method Extended Wigner's representation of the Lorentz group to OSp_C(1|2) and applied to Minkowski (3,1|4)-dimensional super space.
result Proof of divergence of the volume of a typical ideal tetrahedron in super hyperbolic three-space.
Extends differential geometry concepts to manifolds with super tangent bundles.
problem No specific problem stated; extending differential geometry to super tangent bundles.
method Introduces super tangent bundle and extends differential geometry concepts.
result Basic notions of differential geometry extended to manifolds with super tangent bundles.
Paper constructs super integrable systems on color Lie algebra.
problem Super integrable systems on color Lie algebra.
method Using non-isospectral problems with matrices from color Lie algebra sp1(6), constructing (1+1)- and (2+1)-dimensional systems. result Super integrable systems and their Hamiltonian structures constructed on color Lie algebra sp1(6). We define a super analog of the classical Plücker embedding of the Grassmannian into a projective space. One of the difficulties of the problem is rooted in the fact that super exterior powers Λr∣s(V) are not a simple generalization from the completely even case (this works only for r∣0 when it is possible to us…
Note on instabilities in super-time-stepping methods for Heston model.
problem Instabilities in super-time-stepping methods applied to Heston model.
method Exploration of explicit super-time-stepping schemes (RK-Chebyshev, RK-Legendre) for Heston model.
result Relevance of stability remarks beyond super-time-stepping schemes.
In the quest for the mathematical formulation of M-theory, we consider three major open problems: a first-principles construction of the single (abelian) M5-brane Lagrangian density, the origin of the gauge field in heterotic M-theory, and the supersymmetric enhancement of exceptional M-geometry. By combining technique…
The super or Z_2-graded Schouten-Nijenhuis bracket is introduced. Using it, new generalized super-Poisson structures are found which are given in terms of certain graded-skew-symmetric contravariant tensors Λof even order. The corresponding super `Jacobi identities' are expressed by stating that these tensors have zero…
The hidden M-algebra is integrated into a super-Lie group, allowing for compactification of extra dimensions.
problem Integrating the hidden M-algebra into a super-Lie group to model super-exceptional spacetimes.
method Left-invariant extension of the decomposed M-theory 3-form, providing a computer-checked re-derivation and streamlined conception of super-Lie groups.
result Lattice subgroups of the hidden M-group allow toroidal compactification of hidden dimensions, akin to topological T-duality.
We review a construction of a new class of algebraic curves, called super-A-polynomials, and their quantum generalizations. The super-A-polynomial is a two-parameter deformation of the A-polynomial known from knot theory or Chern-Simons theory with SL(2,C) gauge group. The two parameters of the super-A-polynomial encod…
Extends super-replication theorem with dynamic strategies and transaction costs.
problem Dynamic super-replication under proportional transaction costs.
method Generalizes admissible strategies and defines a well-defined super-replication price process.
result Well-defined super-replication price process in dynamic setting.
Modernizes higher-dimensional supergravity, linking it to flux quantization.
problem Constructing infrared completions of higher-dimensional supergravity.
method Using differential nonabelian cohomology and super-torsion constraints.
result Equivalence of solutions in different dimensions and flux quantization.
We study super parallel transport around super loops in a quotient stack, and show that this geometry constructs a global version of the equivariant Chern character.