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.
The paper provides gradient estimates for Neumann semigroups on manifolds with boundary under unbounded curvature conditions.
problem Gradient estimates for Neumann semigroups on manifolds with boundary under unbounded curvature conditions.
method Establishes Bismut-type formulas and gradient estimates for Feynman--Kac semigroups on Riemannian manifolds with boundary, under geometric conditions formulated in terms of Ricci curvature and second fundamental form.
result Derives pointwise gradient estimates for the Neumann semigroup under variable, possibly unbounded, lower curvature bounds.
This memoir presents a systematic study of the utility maximization problem of an investor in a constrained and unbounded financial market. Building upon the work of Hu et al. (2005) [Ann. Appl. Probab., 15, 1691--1712] in a bounded framework, we extend our analysis to the more challenging unbounded case. Our methodolo…
We produce solutions to the Kähler-Ricci flow emerging from complete initial metrics g0 which are C0 Hermitian limits of Kähler metrics. Of particular interest is when g0 is Kähler with unbounded curvature. We provide such solutions for a wide class of U(n)-invariant Kähler metrics g0 on n dimensional c…
We consider the problem of minimizing the relative perimeter under a volume constraint in an unbounded convex body C⊂Rn+1, without assuming any further regularity on the boundary of C. Motivated by an example of an unbounded convex body with null isoperimetric profile, we introduce the concept of…
For a domain Ω⊂Rn, we introduce the concept of a uniformly Cm defining function. We characterize uniformly Cm defining functions in terms of the signed distance function for the boundary and provide a large class of examples of unbounded domains with uniformly Cm defining functions. Some of ou…
This paper studies the problem of maximizing the expected utility of terminal wealth for a financial agent with an unbounded random endowment, and with a utility function which supports both positive and negative wealth. We prove the existence of an optimal trading strategy within a class of permissible strategies -- t…
Given a completely arbitrary surface, whether or not it has bounded curvature, or even whether or not it is complete, there exists an instantaneously complete Ricci flow evolution of that surface that exists for a specific amount of time [GT11]. In the case that the underlying Riemann surface supports a hyperbolic metr…
This paper completes the analysis of Choulli et al. Non-Arbitrage up to Random Horizons and after Honest Times for Semimartingale Models and contains two principal contributions. The first contribution consists in providing and analysing many practical examples of market models that admit classical arbitrages while the…
We prove that for any euclidean ring R and n at least 6, Gamma=SL_n(R) has no unbounded quasi-homomorphisms. From Bavard's duality theorem, this means that the stable commutator length vanishes on Gamma. The result is particularly interesting for R = F[x] for a certain field F (such as the field C of complex numbers, b…
The Einstein/Abelian-Yang-Mills Equations reduce in the stationary and axially symmetric case to a harmonic map with prescribed singularities $\p\colon\R^3\smΣ\to\H^{k+1}_\C$ into the (k+1)-dimensional complex hyperbolic space. In this paper, we prove the existence and uniqueness of harmonic maps with prescribed sing…
The aim of this note is to explain a generalization to the real case of a well known result on the automorphism group of an unbounded tube type symmetric domain in a complex vector space of finite dimension.
It is shown that the compactly supported identity component of the diffeomorphism group of the 2-dimensional punctured torus Tp2 is an unbounded group. It follows that the fragmentation norm of Tp2 is unbounded.
Let S be a compact oriented surface. We construct homogeneous quasimorphisms on Diff(S,area), on Diff0(S,area) and on Ham(S) generalizing the constructions of Gambaudo-Ghys and Polterovich. We prove that there are infinitely many linearly independent homogeneous quasimorphisms on Diff(S,area), on $Diff_0(…
We prove a general existence result for instantaneously complete Ricci flows starting at an arbitrary Riemannian surface which may be incomplete and may have unbounded curvature. We give an explicit formula for the maximal existence time, and describe the asymptotic behaviour in most cases.
Paper tackles online control of linear systems with unbounded noise.
problem Online control of linear systems under unbounded noise with unknown convex cost functions.
method Developed an algorithm achieving ildeO(T) high-probability regret under unbounded noise, and established O(mpoly(logT)) regret bound for strongly convex costs and sub-Gaussian noise.
result Achieved ildeO(T) high-probability regret under unbounded noise, and O(mpoly(logT)) regret bound for specific noise and cost conditions.
In this paper, we study existence and uniqueness of solutions to Jenkins-Serrin type problems on domains in a Riemannian surface. In the case of unbounded domains, the study is focused on the hyperbolic plane.
A theorem of Jorgensen and Thurston implies that the volume of a hyperbolic 3-manifold is bounded below by a linear function of its Heegaard genus. Heegaard surfaces and bridge surfaces often exhibit similar topological behavior; thus it is natural to extend this comparison to ask whether a (g,b)-bridge surface for a…