English
Related papers

Related papers: Representation Theory for Risk On Markowitz-Tversk…

200 papers

Koopman-based methods leverage a nonlinear lifting to enable linear regression techniques. Consequently, data generation, learning and prediction is performed through the lens of this lifting, giving rise to a nonlinear manifold that is…

Dynamical Systems · Mathematics 2025-06-24 Pieter van Goor , Robert Mahony , Manuel Schaller , Karl Worthmann

Let $D$ be a non-empty open subset of $\R^m,\,m\ge 2$, with boundary $\partial D$, with finite Lebesgue measure $|D|$, and which satisfies a parabolic Harnack principle. Let $K$ be a compact, non-polar subset of $D$. We obtain the leading…

Analysis of PDEs · Mathematics 2020-06-16 Michiel van den Berg , Tom Carroll

We investigate the well-posedness of a general class of singular stochastic control problems in which controls are processes of finite variation. We develop an abstract framework, which we then apply to storage management and portfolio…

Mathematical Finance · Quantitative Finance 2025-07-08 Artur Sidorenko

In this paper, we establish a probabilistic representation as well as some integration by parts formulae for the marginal law at a given time maturity of some stochastic volatility model with unbounded drift. Relying on a perturbation…

Probability · Mathematics 2020-11-23 Junchao Chen , Noufel Frikha , Houzhi Li

We develop a generalized Floquet-Bloch theory for discrete torsion-free nilpotent groups by exploiting their Malcev completions. Our main result is a branching formula that relates finite-dimensional representations of a discrete nilpotent…

Differential Geometry · Mathematics 2025-11-18 Atsushi Katsuda

We study Kirby problems 1.92(E)-(G), which, roughly speaking, ask for which compact oriented $3$-manifold $M$ the Kauffman bracket skein module $\mathcal{S}(M)$ has torsion as a $\mathbb{Z}[A^{\pm 1}]$-module. We give new criteria for the…

Geometric Topology · Mathematics 2024-06-26 Giulio Belletti , Renaud Detcherry

We introduce a new isomorphism-invariant notion of entropy for measure preserving actions of arbitrary countable groups on probability spaces, which we call orbital Rokhlin entropy. It employs Danilenko's orbital approach to entropy of a…

Dynamical Systems · Mathematics 2019-03-14 Amos Nevo , Felix Pogorzelski

We give a systematic treatment of the stability theory for action of a real reductive Lie group G on a topological space. More precisely, we introduce an abstract setting for actions of non-compact real reductive Lie groups on topological…

Differential Geometry · Mathematics 2016-10-18 Leonardo Biliotti , Michela Zedda

In previous work, the second author introduced a topology, for spaces of irreducible representations, that reduces to the classical Zariski topology over commutative rings but provides a proper refinement in various noncommutative settings.…

Rings and Algebras · Mathematics 2007-05-23 K. R. Goodearl , E. S. Letzter

In this paper we examine the topology of manifolds equipped with a local quaternionic toric action modeled on the regular representation of the quaternionic torus $Q^n=(S^3)^n$. Building on our previous work, where the toric, differential…

Geometric Topology · Mathematics 2025-12-09 Panagiotis Batakidis , Ioannis Gkeneralis

This article is a fundamental study in computable analysis. In the framework of Type-2 effectivity, TTE, we investigate computability aspects on finite and infinite products of effective topological spaces. For obtaining uniform results we…

Logic in Computer Science · Computer Science 2015-07-01 Robert Rettinger , Klaus Weihrauch

In this paper, we deal with a class of time-homogeneous continuous-time Markov processes with transition probabilities bearing a nonparametric uncertainty. The uncertainty is modeled by considering perturbations of the transition…

Probability · Mathematics 2022-04-11 Sven Fuhrmann , Michael Kupper , Max Nendel

We establish a relationship between a certain notion of covering complexity of a Riemannian spin manifold and positive lower bounds on its scalar curvature. This makes use of a pairing between quantitative operator $K$-theory and Lipschitz…

K-Theory and Homology · Mathematics 2024-09-02 Hao Guo , Guoliang Yu

The marked Hawkes risk process is a compound point process for which the occurrence and amplitude of past events impact the future. Thanks to its autoregressive properties, it found applications in various fields such as neuosciences,…

Probability · Mathematics 2024-09-11 Laure Coutin , Mahmoud Khabou

Let T be a compact torus and (M,\omega) a Hamiltonian T-space. In a previous paper, the authors showed that the T-equivariant K-theory of the manifold M surjects onto the ordinary integral K-theory of the symplectic quotient M \mod T of M…

Symplectic Geometry · Mathematics 2008-01-02 Megumi Harada , Gregory D. Landweber

In this thesis we study the topology and geometry of hyperk\"ahler quotients, as well as some related non-compact K\"ahler quotients, from the point of view of Hamiltonian group actions. The main technical tool we employ is Morse theory…

Differential Geometry · Mathematics 2016-11-08 Jonathan Fisher

We establish the factorization of the Dirac operator on an almost-regular fibration of spin$^c$ manifolds in unbounded KK-theory. As a first intermediate result we establish that any vertically elliptic and symmetric first-order…

Functional Analysis · Mathematics 2017-10-10 Jens Kaad , Walter D. van Suijlekom

We study various topological invariants on a torsional geometry in the presence of a totally anti-symmetric torsion H under the closed condition dH = 0, which appears in string theory compactification scenarios. By using the identification…

High Energy Physics - Theory · Physics 2008-11-26 Tetsuji Kimura

We state a theorem relating the ergodicity of the action of a given subgroup of the mapping class group of a surface on the character variety, to the asymptotic of its invariant subspaces through the Witten-Reshetikhin-Turaev…

Mathematical Physics · Physics 2023-07-11 Julien Korinman

We study the thermodynamic formalism of locally compact Markov shifts with transient potential functions. In particular, we show that the Ruelle operator admits positive continuous eigenfunctions and positive Radon eigenmeasures in forms of…

Dynamical Systems · Mathematics 2018-11-13 Ofer Shwartz
‹ Prev 1 4 5 6 7 8 10 Next ›