English
Related papers

Related papers: Moment Explosions in the Rough Heston Model

200 papers

The periodic KPZ fixed point is the conjectural universal limit of the KPZ universality class models on a ring when both the period and time critically tend to infinity. For the case of the periodic narrow wedge initial condition, we…

Probability · Mathematics 2025-05-27 Jinho Baik , Zhipeng Liu

The strong exponential-time hypothesis (SETH) is a commonly used conjecture in the field of complexity theory. It states that CNF formulas cannot be analyzed for satisfiability with a speedup over exhaustive search. This hypothesis and its…

Quantum Physics · Physics 2019-11-15 Harry Buhrman , Subhasree Patro , Florian Speelman

Rough volatility models are very appealing because of their remarkable fit of both historical and implied volatilities. However, due to the non-Markovian and non-semimartingale nature of the volatility process, there is no simple way to…

Probability · Mathematics 2018-04-12 Eduardo Abi Jaber , Omar El Euch

It is still not known whether a solution to the incompressible Euler equation, endowed with a smooth initial value, can blow-up in finite time. In [{\em Comm. Math. Phys.}, 378:557--568, 2020] it has been shown that, if it exists, such a…

Analysis of PDEs · Mathematics 2024-01-12 Laurent Lafleche , Alexis F. Vasseur , Misha Vishik

We discuss the quench dynamics near a quantum critical point focusing on the sine-Gordon model as a primary example. We suggest a unified approach to sudden and slow quenches, where the tuning parameter $\lambda(t)$ changes in time as…

Other Condensed Matter · Physics 2010-06-09 C. De Grandi , V. Gritsev , A. Polkovnikov

In this paper, we establish sample path large and moderate deviation principles for log-price processes in Gaussian stochastic volatility models, and study the asymptotic behavior of exit probabilities, call pricing functions, and the…

Mathematical Finance · Quantitative Finance 2019-06-17 Archil Gulisashvili

We introduce a novel mechanism that reveals finite time singularities within the 1D De Gregorio model and the 3D incompressible Euler equations. Remarkably, we do not construct our blow up using self-similar coordinates, but build it from…

Analysis of PDEs · Mathematics 2023-10-25 Diego Córdoba , Luis Martínez-Zoroa , Fan Zheng

The bounds for absolute moments of order statistics are established. Let $X_1,\dots ,X_n$ be independent identically distributed real-valued random variables and let $X_{1:n}\le \dots \le X_{n:n}$ be the corresponding order statistics. The…

Probability · Mathematics 2016-08-01 Nadezhda V. Gribkova

We study the problem of a run and tumble particle in a harmonic trap, with a finite run and tumble time, by a direct integration of the equation of motion. An exact 1D steady state distribution, diagram laws and a programmable Volterra…

Statistical Mechanics · Physics 2025-04-17 Aoran Sun , Fangfu Ye , Rudolf Podgornik

In this paper, we consider the initial-boundary value problem to the compressible Navier-Stokes equations for ideal gases without heat conduction in the half space or outside a fixed ball in $\mathbb R^N$, with $N\geq1$. We prove that any…

Analysis of PDEs · Mathematics 2019-08-01 Dongfen Bian , Jinkai Li

We present a variety of results analyzing the behavior of a class of stochastic processes --- referred to as Stochastic Hybrid Systems (SHSs) --- in or near equilibrium, and determine general conditions on when the moments of the process…

Dynamical Systems · Mathematics 2014-11-25 Lee DeVille , Sairaj Dhople , Alejandro Dominguez-Garcia , Jiangmeng Zhang

We examine the Ising chain in a transverse field at zero temperature from the point of view of a family of moment formalisms based upon the cumulant generating function, where we find exact solutions for the generating functions and…

Statistical Mechanics · Physics 2009-10-31 N. S. Witte , R. Shankar

In this paper, long time and high order moment asymptotics for super-Brownian motions (sBm's) are studied. By using a moment formula for sBm's (e.g. Theorem 3.1, Hu et al. Ann. Appl. Probab. 2023+), precise upper and lower bounds for all…

Probability · Mathematics 2023-03-24 Yaozhong Hu , Xiong Wang , Panqiu Xia , Jiayu Zheng

We give lower bounds for the small moments of the sum of a random multiplicative function, which improve on some results of Bondarenko and Seip and constitute further progress towards (dis)proving a conjecture of Helson. We also prove…

Number Theory · Mathematics 2015-05-07 Adam J. Harper , Ashkan Nikeghbali , Maksym Radziwiłł

In extreme value theory and other related risk analysis fields, probability weighted moments (PWM) have been frequently used to estimate the parameters of classical extreme value distributions. This method-of-moment technique can be applied…

Statistics Theory · Mathematics 2023-06-21 Anna Ben-Hamou , Philippe Naveau , Maud Thomas

We consider the elliptic-elliptic Davey-Stewartson system in the three-dimensional Euclidean space, and we give sufficient conditions for the existence of finite time blow-up solutions in non-isotropic spaces. The proof is based on some…

Analysis of PDEs · Mathematics 2022-03-29 Luigi Forcella

We study the problem of characterizing the expected hitting times for a robust generalization of continuous-time Markov chains. This generalization is based on the theory of imprecise probabilities, and the models with which we work…

Probability · Mathematics 2022-06-28 Thomas Krak

In an earlier work we have shown the global (for all initial data and all time) well-posedness of strong solutions to the three-dimensional viscous primitive equations of large scale oceanic and atmospheric dynamics. In this paper we show…

Analysis of PDEs · Mathematics 2012-10-30 Chongsheng Cao , Slim Ibrahim , Kenji Nakanishi , Edriss S. Titi

We show that if one can compute a little more than a particular moment for some family of L-functions, then one has upper bounds of the conjectured order of magnitude for all smaller (positive, real) moments and a one-sided central limit…

Number Theory · Mathematics 2023-07-19 Maksym Radziwill , Kannan Soundararajan

This paper presents an algorithm for a complete and efficient calibration of the Heston stochastic volatility model. We express the calibration as a nonlinear least squares problem. We exploit a suitable representation of the Heston…

Computational Finance · Quantitative Finance 2016-05-27 Yiran Cui , Sebastian del Baño Rollin , Guido Germano
‹ Prev 1 4 5 6 7 8 10 Next ›