Related papers: Affine Rough Models
We prove a highest weight theorem classifying irerducible finite--dimensional representations of quantum affine algebras and survey what is currently known about the structure of these representations.
I extend the framework of rigid analytic geometry to the setting of algebraic geometry relative to monoids, and study the associated notions of separated, proper, and overconvergent morphisms. The category of affine manifolds embeds as a…
We provide a general and tractable framework under which all multiple yield curve modeling approaches based on affine processes, be it short rate, Libor market, or HJM modeling, can be consolidated. We model a numeraire process and…
This article formalizes an abstraction of input/output relations, based on parameterized zonotopes, which we call affine sets. We describe the abstract transfer functions and prove their correctness, which allows the generation of accurate…
The measures of roughness of the volatility in the litterature are based on the realized volatility of high frequency data. Some authors show that this leads to a biased estimate, and does not necessarily indicate roughness of the…
We introduce affine Volterra processes, defined as solutions of certain stochastic convolution equations with affine coefficients. Classical affine diffusions constitute a special case, but affine Volterra processes are neither…
This paper is meant to be a short review and summary of recent results on the structure of finite and affine classical W-algebras, and the application of the latter to the theory of generalized Drinfeld-Sokolov hierarchies.
Alternative risk-free rates (RFRs) play a central role in the reform of interest rate benchmarks. We study a model for RFRs driven by a general affine process. Under minimal assumptions, we derive explicit valuation formulas for…
We show that any affine invariant function on the set of positive definite matrices must factor through the determinant function, as long as the restriction of the function to scalar matrices is surjective. A motivation from robust…
Finding efficient representations is one of the most challenging and heavily sought problems in mathematics. Representation using shearlets recently receives a lot of attention due to their desirable properties in both theory and…
The affine group of a tree is the group of the isometries of a homogeneous tree that fix an end of its boundary. Consider a probability measure on this group and the associated random walk. The main goal of this paper is to determine the…
This paper deals essentially with affine or projective transformations of Lie groups endowed with a flat left invariant affine or projective structure. These groups are called flat affine or flat projective Lie groups. Our main results…
Invariant affine reflection algebras are the last and the most general known extension of affine Kac-Moody Lie algebras, introduced in recent years. We develop a method known as "affinization" to the class of invariant affine reflection…
The purpose of this paper is to introduce the new concept of weighted floating functions associated with log concave or $s$-concave functions. This leads to new notions of weighted functional affine surface areas. Their relation to more…
Binary matrix codes with restricted row and column weights are a desirable method of coded modulation for power line communication. In this work, we construct such matrix codes that are obtained as products of affine codes - cosets of…
Quantum affine bundles are quantum principal bundles with affine quantum structure groups. A general theory of quantum affine bundles is presented. In particular, a detailed analysis of differential calculi over these bundles is performed,…
In this note we survey recent results on automorphisms of affine algebraic varieties, infinitely transitive group actions and flexibility. We present related constructions and examples, and discuss geometric applications and open problems.
Woven shell structures are beneficial for applications requiring lightweight, damage resilience, and design tunability, such as in wearable devices, soft robotics, and aerospace systems. A fundamental component of woven structures is the…
We develop a method for calculating the persistence landscapes of affine fractals using the parameters of the corresponding transformations. Given an iterated function system of affine transformations that satisfies a certain compatibility…
Most natural and man-made surfaces appear to be rough on many length scales. There is presently no unifying theory of the origin of roughness or the self-affine nature of surface topography. One likely contributor to the formation of…