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 proves uniqueness of a solution in general relativity.
Unique Kähler-Ricci solitons found for S^1-invariant metrics.
Paper proves unique tangent maps for complex maps into algebraic varieties.
Paper develops new patterns for unique matrix completions.
By developing data augmentation methods unique to the negative binomial (NB) distribution, we unite seemingly disjoint count and mixture models under the NB process framework. We develop fundamental properties of the models and derive efficient Gibbs sampling inference. We show that the gamma-NB process can be reduced …
Develops a new framework for causal models on cyclic graphs, solving unique solvability issues.
Unique cylindrical tangent cone for Simons' hypersurface found.
Global properties of maximal future Cauchy developments of stationary, m-dimensional asymptotically flat initial data with an outer trapped boundary are analyzed. We prove that, whenever the matter model is well posed and satisfies the null energy condition, the future Cauchy development of the data is a black hole spa…
Study shows uniform decay rate for singular mean curvature flows.
The paper develops axioms for uniquely decomposing functions with real arguments.
Study shows unique tangent cones for area-minimizing currents at boundary points.
Backwards uniqueness proved for flows with asymptotically conical singularities.
Paper develops a theory for Patterson-Sullivan measures in higher rank symmetric spaces.
We develop topological methods for analyzing difference topology experiments involving 3-string tangles. Difference topology is a novel technique used to unveil the structure of stable protein-DNA complexes involving two or more DNA segments. We analyze such experiments for the Mu protein-DNA complex. We characterize t…
In [Topology 35 (1996) 1005--1023] J H Rubinstein and M Scharlemann, using Cerf Theory, developed tools for comparing Heegaard splittings of irreducible, non-Haken manifolds. As a corollary of their work they obtained a new proof of Waldhausen's uniqueness of Heegaard splittings of S^3. In this note we use Cerf Theory …
This paper provides a general framework for modeling financial contagion in a system with obligations in multiple illiquid assets (e.g., currencies). In so doing, we develop a multi-layered financial network that extends the single network of Eisenberg and Noe (2001). In particular, we develop a financial contagion mod…
We show a uniqueness result for the n-dimensional spatial Reissner-Nordström manifold: a static, electrovacuum, asymptotically flat system which is asymptotically Reissner-Nordström is a subextremal Reissner-Nordström manifold with positive mass, provided that its inner boundary is a (possibly disconnected) photon sphe…
Chekhov, Fock and Kashaev introduced a quantization of the Teichmüller space of a punctured surface , and an exponential version of this construction was developed by Bonahon and Liu. The construction of the quantum Teichmüller space crucially depends on certain coordinate change isomorphisms betw…
Develops thermodynamic formalism for quasimorphisms on negatively curved spaces.
Establishes existence of maximal globally hyperbolic development for Einstein equations.
The paper proves uniqueness of solutions to curvature problems using various methods.
We develop the formalism for noncommutative differential geometry and Riemmannian geometry to take full account of the *-algebra structure on the (possibly noncommutative) coordinate ring and the bimodule structure on the differential forms. We show that *-compatible bimodule connections lead to braid operators in …
With their origin in thermodynamics and symbolic dynamics, Gibbs measures are crucial tools to study the ergodic theory of the geodesic flow on negatively curved manifolds. We develop a framework (through Patterson-Sullivan densities) allowing us to get rid of compactness assumptions on the manifold, and prove many exi…
In 1969, Choquet-Bruhat and Geroch established the existence of a unique maximal globally hyperbolic Cauchy development of given initial data for the Einstein equations. Their proof, however, has the unsatisfactory feature that it relies crucially on the axiom of choice in the form of Zorn's lemma. In this paper we pre…
Frequently, knots are enumerated by their crossing number. However, the number of knots with crossing number grows exponentially with , and to date computer-assisted proofs can only classify diagrams up to around twenty crossings. Instead, we consider diagrams enumerated by bridge number, following the lead of S…
We establish a new uniqueness theorem for the three dimensional Schwarzschild-de Sitter metrics. For this some new or improved tools are developed. These include a reverse Lojasiewicz inequality, which holds in a neighborhood of the extremal points of any smooth function. We further prove smoothness of the set of maxim…
This paper develops a Carleman type estimate for immersed surface in Euclidean space at infinity. With this estimate, we obtain an unique continuation property for harmonic functions on immersed surfaces vanishing at infinity, which leads to rigidity results in geometry.
We establish some perturbed minimization principles, and we develop a theory of subdifferential calculus, for functions defined on Riemannian manifolds. Then we apply these results to show existence and uniqueness of viscosity solutions to Hamilton-Jacobi equations defined on Riemannian manifolds.
We develop an axiomatic theory of balance functions (future value functions) in the theory of interest that is derived from financial considerations and which applies to general regulated payment streams, including continuous payment streams. Balance functions exist and are unique up to an initial choice of deposit and…
New static black hole uniqueness theorems for negative cosmological constant.
There are errors in the proof of the uniqueness of arithmetic subgroups of the smallest covolume. In this note we correct the proof, obtain certain results which were stated as a conjecture, and we give several remarks on further developments.
A note on utility maximization with costs, proving trading strategies.
In this paper we develop an abstract theory for the Codazzi equation on surfaces, and use it as an analytic tool to derive new global results for surfaces in the space forms ${\bb R}^3$, ${\bb S}^3$ and ${\bb H}^3$. We give essentially sharp generalizations of some classical theorems of surface theory that mainly depen…
Develops arithmetic PDE geometry using Fermat quotients.
We proved two Three Circles Theorems for harmonic functions on manifolds in integral sense. As one application, on manifold with nonnegative Ricci curvature, whose tangent cone at infinity is the unique metric cone with unique conic measure, we showed the existence of nonconstant harmonic functions with polynomial grow…
Paper proves uniqueness of bridge multisections for surfaces in 4-space.
In this paper we develop a method for studying tight contact structures on lens spaces. We then derive uniqueness and non-existence statements for tight contact structures with certain (half) Euler classes on lens spaces. We also prove that any lens space admits only finitely many tight contact structures.
Study how transaction costs impact stock returns and holdings in equilibrium.
We develop some pluripotential theoretic techniques for the transversally holomorphic foliation of a Sasakian manifold. We prove the convexity of the K-energy along weak geodesics for Sasakian manifolds. This implies that the K-energy is bounded below if a constant scalar curvature structure exists with those metrics m…
We develop estimates for the solutions and derive existence and uniqueness results of various local boundary value problems for Dirac equations that improve all relevant results known in the literature. With these estimates at hand, we derive a general existence, uniqueness and regularity theorem for solutions of Dirac…
The Davey Stewartson hierarchy will be developed based on a set of three matrix differential operators. These equations will act as evolution equations for different types of surface deformation in Euclidean four space. The Weierstrass representation for surfaces will be developed and its uniqueness up to gauge transfo…
Spherical Plateau problem studies minimal surfaces in quotients of spheres.
Developed a theory for -skein algebras on surfaces, proving finitely generated property.
Proves convergence of mean curvature flow on cylinders with unique continuation.
The non-negative solution to an underdetermined linear system can be uniquely recovered sometimes, even without imposing any additional sparsity constraints. In this paper, we derive conditions under which a unique non-negative solution for such a system can exist, based on the theory of polytopes. Furthermore, we deve…
We develop foundational theory for the Laplacian flow for closed G_2 structures which will be essential for future study. (1). We prove Shi-type derivative estimates for the Riemann curvature tensor Rm and torsion tensor T along the flow, i.e. that a bound on $Λ(x,t)=\left(|\nabla T(x,t)|_{g(t)}^2+|Rm(x,t)|_{g(t)}^2\ri…
Two models incorporate market microstructure noise into asset pricing and option valuation.
In this paper we study the implications of contingent payments on the clearing wealth in a network model of financial contagion. We consider an extension of the Eisenberg-Noe financial contagion model in which the nominal interbank obligations depend on the wealth of the firms in the network. We first consider the prob…