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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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48 results for uniqueness criterion

New inequality criterion for a mean field equation on spheres.

problem Finding uniqueness in a mean field equation on spheres.
method Established a new Moser-Trudinger-Onofri inequality with a constraint on moments deviation.
result A threshold for deviation is a uniqueness criterion for the mean field equation.

The paper investigates unique solutions for Fermat-Torricelli problem in specific norms.

problem Finding unique solutions for the Fermat-Torricelli problem in normed planes.
method Formulating and proving a uniqueness criterion for the problem.
result A criterion for the uniqueness of solutions in norms defined by regular polygons (lambda planes).

We prove that in conformal classes of metrics near the class of an Einstein metric (other than the standard round metric on a sphere) the Yamabe problem has a unique solution up to scaling. This is a local extension, in the space of conformal classes, of a well-known uniqueness criterion due to Obata.

2011-02-11abs ↗pdf ↗

The generalization of Bertrand's theorem to abstract surfaces of revolution without "equators" is proved. We prove a criterion for the existence on such a surface of exactly two central potentials (up to an additive and a multiplicative constants) all of whose bounded nonsingular orbits are closed and which admit a bou…

2011-09-04abs ↗pdf ↗

In this paper, we study an insurer's reinsurance-investment problem under a mean-variance criterion. We show that excess-loss is the unique equilibrium reinsurance strategy under a spectrally negative Lévy insurance model when the reinsurance premium is computed according to the expected value premium principle. Furthe…

2017-03-06abs ↗pdf ↗

We construct a counterexample for an analogue of Masur's criterion in the setting of Teichmüller space equipped with the Thurston metric. For that, we find a minimal, filling, non-uniquely ergodic lamination λλ on the seven-times punctured sphere with uniformly bounded annular projection distances. Then we show that a…

2019-03-03abs ↗pdf ↗

We study the existence and uniqueness of the heat kernel on infinite, locally finite, connected graphs. For general graphs, a uniqueness criterion, shown to be optimal, is given in terms of the maximal valence on spheres about a fixed vertex. A sufficient condition for non-uniqueness is also presented. Furthermore, we …

2008-02-20abs ↗pdf ↗

We present some new Stokes' type theorems on complete non-compact manifolds that extend, in different directions, previous work by Gaffney and Karp and also the so called Kelvin-Nevanlinna-Royden criterion for (p-)parabolicity. Applications to comparison and uniqueness results involving the p-Laplacian are deduced.

2010-05-13abs ↗pdf ↗

We consider the Toda systems of VHS type with singular sources and provide a criterion for the existence of solutions with prescribed asymptotic behaviour near singularities. We also prove the uniqueness of solution. Our approach uses Simpson's theory of constructing Higgs-Hermitian-Yang-Mills metrics from stability.

2013-02-06abs ↗pdf ↗

We classify the normal CR structures on S3S^3 and their automorphism groups. Together with [3], this closes the classification of normal CR structures on contact 3-manifolds. We give a criterion to compare 2 normal CR structures, and we show that the underlying contact structure is, up to homotopy, unique.

2001-03-23abs ↗pdf ↗

Characterizes and analyzes the large scale geometry of big mapping class groups of surfaces.

problem Analyzing the large scale geometry of big mapping class groups of surfaces with a unique maximal end.
method Building on previous work, the paper characterizes and analyzes the large scale geometry of big mapping class groups of surfaces with a unique maximal end.
result Proves that any locally CB big mapping class group is CB generated and gives an explicit criterion for determining which big mapping class groups are CB generated.

A graph G is called "minimalizable" if a diagram with minimal crossing number can be obtained from an arbitrary diagram of G by crossing changes. If, furthermore, the minimal diagram is unique up to crossing changes then G is called "strongly minimalizable". In this article, it is explained how minimalizability of a gr…

2000-01-25abs ↗pdf ↗

We prove a completely new integral criterion for the existence and completeness of the wave operators W±(Δh,Δg,Ig,h)W_{\pm}(-Δ_h,-Δ_g, I_{g,h}) corresponding to the (unique self-adjoint realizations of) the Laplace-Beltrami operators Δj-Δ_j, j=1,2j=1,2, that are induced by two quasi-isometric complete Riemannian metrics gg and hh o…

2017-09-05abs ↗pdf ↗

We prove a general criterion to establish existence and uniqueness of a short-time solution to an evolution equation involving "closed" sections of a vector bundle, generalizing a method used recently by Bryant and Xu for studying the Laplacian flow in G_2-geometry. We apply this theorem in balanced geometry introducin…

2013-01-09abs ↗pdf ↗

Gronwall conjecture states that a planar 3-web which admits more than one distinct linearization is locally equivalent to an algebraic web. We give a partial answer to the conjecture in the affirmative for the class of planar 3-webs with the web curvature that vanishes to order three at a point. The differential relati…

2011-02-01abs ↗pdf ↗

We relate ergodic-theoretic properties of a very small tree or lamination to the behavior of folding and unfolding paths in Outer space that approximate it, and we obtain a criterion for unique ergodicity in both cases. Our main result is that non-unique ergodicity gives rise to a transverse decomposition of the foldin…

2014-10-31abs ↗pdf ↗

We present simple new examples of pure-jump strict local martingales. The examples are constructed as exponentials of self-exciting affine Markov processes. We characterize the strict local martingale property of these processes by an integral criterion and by non-uniqueness of an associated ordinary differential equat…

2014-05-12abs ↗pdf ↗

In spaces of nonpositive curvature the existence of isometrically embedded flat (hyper)planes is often granted by apparently weaker conditions on large scales. We show that some such results remain valid for metric spaces with non-unique geodesic segments under suitable convexity assumptions on the distance function al…

2015-08-11abs ↗pdf ↗

In a space-time, a conformal structure is defined by the distribution of light-cones. Geodesics are traced by freely falling particles, and the collection of all unparameterized geodesics determines the projective structure of the space-time. The article contains a formulation of the necessary and sufficient conditions…

2013-02-10abs ↗pdf ↗

We show the local wellposedness of biharmonic wave maps with initial data of sufficiently high Sobolev regularity and a blow-up criterion in the sup-norm of the gradient of the solutions. In contrast to the wave maps equation we use a vanishing viscosity argument and an appropriate parabolic regularization in order to …

2019-03-05abs ↗pdf ↗

The present article investigates Sp(3) structures on 14-dimensional Riemannian manifolds, a continuation of the recent study of manifolds modeled on rank two symmetric spaces (here: SU(6)/Sp(3)). We derive topological criteria for the existence of such a structure and construct large families of homogeneous examples. A…

2012-10-10abs ↗pdf ↗

A new jump diffusion regime-switching model is introduced, which allows for linking jumps in asset prices with regime changes. We prove the existence and uniqueness of the solution to the risk-sensitive asset management criterion maximisation problem in this setting. We provide an ODE for the optimal value function, wh…

2014-07-20abs ↗pdf ↗

We introduce a generic solver for dynamic portfolio allocation problems when the market exhibits return predictability, price impact and partial observability. We assume that the price modeling can be encoded into a linear state-space and we demonstrate how the problem then falls into the LQG framework. We derive the o…

2016-11-03abs ↗pdf ↗

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…

2005-03-11abs ↗pdf ↗

Clustering, like covariate selection for classification, is an important step to compress and interpret the data. However, clustering of covariates is often performed independently of the classification step, which can lead to undesirable clustering results that harm interpretability and compression rate. Therefore, we…

2019-03-05abs ↗pdf ↗

We study the Dirichlet problem for minimal surface systems in arbitrary dimension and codimension via mean curvature flow, and obtain the existence of minimal graphs over arbitrary mean convex bounded C2C^2 domains for a large class of prescribed boundary data. This result can be seen as a natural generalization of the…

2017-01-06abs ↗pdf ↗

The study finds Kähler-Einstein metrics on certain Fano varieties of type AIII.

problem Finding Kähler-Einstein metrics on specific Fano varieties.
method Using combinatorial criteria for K-polystability and properties of Fano varieties.
result Proves existence of Kähler-Einstein metrics on XmX_m for m4m \geq 4 and on YmY_m for m=4,5m = 4, 5.

We give a criterion under which a solution g(t) of the Kahler-Ricci flow contracts exceptional divisors on a compact manifold and can be uniquely continued on a new manifold. As t tends to the singular time T from each direction, we prove convergence of g(t) in the sense of Gromov-Hausdorff and smooth convergence away …

2010-03-03abs ↗pdf ↗

Let LL be a holomorphic line bundle over a compact Kähler manifold XX. Motivated by mirror symmetry, we study the deformed Hermitian-Yang-Mills equation on LL, which is the line bundle analogue of the special Lagrangian equation in the case that XX is Calabi-Yau. We show that this equation is the Euler-Lagrange equ…

2014-11-27abs ↗pdf ↗