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.
In this paper, we obtain a necessary and sufficient condition for L∞-uniqueness of Sturm-Liouville operator a(x)dx2d2+b(x)dxd−V on an open interval of $\rr$, which is equivalent to the L1-uniqueness of the associated Fokker-Planck equation. For a general elliptic operator $\LL^V:=Δ…
In this article we consider means of positive operators on a Hilbert space. We extend the theory of matrix power means to arbitrary operator means in the sense of Kubo-Ando. The basis of the extension is relying on ideas coming from differential geometry. We consider generalized Karcher equations for positive operators…
We give partial answers to the following question: if F is an m by m matrix on Rn satisfying a second order linear elliptic equation, does detF satisfy the strong unique continuation property? We give counterexamples in the case when the operator is a general non-diagonal operator and also for som…
Conformally equivariant quantization is a peculiar map between symbols of real weight δ and differential operators acting on tensor densities, whose real weights are designed by λ and λ+δ. The existence and uniqueness of such a map has been proved by Duval, Lecomte and Ovsienko for a generic weight δ. Later, Si…
The purpose of this paper is to provide a new proof of Bando-Mabuchi's uniqueness theorem of Kähler Einstein metrics on Fano manifolds, based on Chen's weak C^{1,1} geodesic without using any further regularities. Unlike the smooth case, the lack of regularities on the geodesic forbids us to use spectral formula of the…
In this paper we prove that Dirac operators on non-compact complete orbifolds which are sufficiently regular at infinity, admit a unique extension. Additonally, we prove a generalized orbifold Stokes'/Divergence theorem.
We prove existence and uniqueness of a sequence of differential intertwining operators for spherical principal series representations, which are realized on boundaries of anti de Sitter spaces. Algebraically, these operators correspond to homomorphisms of generalized Verma modules. We relate these families to the asymp…
We define a discrete Laplace-Beltrami operator for simplicial surfaces. It depends only on the intrinsic geometry of the surface and its edge weights are positive. Our Laplace operator is similar to the well known finite-elements Laplacian (the so called ``cotan formula'') except that it is based on the intrinsic Delau…
The Heston stochastic volatility process, which is widely used as an asset price model in mathematical finance, is a paradigm for a degenerate diffusion process where the degeneracy in the diffusion coefficient is proportional to the square root of the distance to the boundary of the half-plane. The generator of this p…
Let M be a connected Riemannian manifold and let D be a Dirac type operator acting on smooth compactly supported sections in a Hermitian vector bundle over M. Suppose D has a self-adjoint extension A in the Hilbert space of square-integrable sections. We show that any L2-section φ contained in a closed A-invariant…
Derives operational-time variance kernel for reaction boundaries in financial markets.
problem Separating components in volatility models to better understand market dynamics.
method Derives a variance kernel for a latent-order-book reaction boundary, separating structural boundary cumulant, clock projection, and pricing-measure choice.
result Operational variance has a closed asymptotic form for long-memory forcing, with effective signed-forcing intensity and resilience.
We prove weak and strong maximum principles, including a Hopf lemma, for smooth subsolutions to equations defined by linear, second-order, partial differential operators whose principal symbols vanish along a portion of the domain boundary. The boundary regularity property of the smooth subsolutions along this boundary…
This work takes place over a conformally flat spin manifold (M,g). We prove existence and uniqueness of the conformally equivariant quantization valued in spinor differential operators, and provide an explicit formula for it when restricted to first order operators. The Poisson algebra of symbols is realized as a space…
We give background which shows the connection between the mean value theorem and the obstacle problem, and then we prove that a set is a mean value set for an elliptic operator of the form Lu:=∂i(aij(x)∂ju(x)) if and only if it arises as the noncontact set of an obstacle problem involving the …
An essentially unique homeomorphic solution to the Beltrami equation was found in the 1960s using the theory of Calderón-Zygmund and singular integral operators in Lp(C). We will present an alternative method to solve the Beltrami equation using the Hodge star operator and standard elliptic PDE theory. We wi…
In this paper we discuss the index problem for geometric differential operators (Spin-Dirac operator, Gauß-Bonnet operator, Signature operator) on manifolds with metric horns. On singular manifolds these operators in general do not have unique closed extensions. But there always exist two extremal extensions Dmin …
For bicovariant differential calculi on quantum matrix groups a generalisation of classical notions such as metric tensor, Hodge operator, codifferential and Laplace-Beltrami operator for arbitrary k-forms is given. Under some technical assumptions it is proved that Woronowicz' external algebra of left-invariant differ…
In this paper we consider the Martin compactification, associated with the operator L=Δ−1, of a complete non-compact surface (Σ2,ds2) with negative curvature. In particular, we investigate positive eigenfunctions with eigenvalue one of the Laplace operator Δ of (Σ2,ds2) and prove a uniqueness …