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We propose an affine extension of the Linear Gaussian term structure Model (LGM) such that the instantaneous covariation of the factors is given by an affine process on semidefinite positive matrices. First, we set up the model and present…

Mathematical Finance · Quantitative Finance 2015-11-05 Abdelkoddousse Ahdida , Aurélien Alfonsi , Ernesto Palidda

In this paper we apply various first and second derivative estimates and barrier constructions from our treatment of oblique boundary value problems for augmented Hessian equations, to the case of Dirichlet boundary conditions. As a result…

Analysis of PDEs · Mathematics 2019-08-01 Feida Jiang , Neil S. Trudinger

We consider (locally) energy finite coordinates associated with a strongly local regular Dirichlet form on a metric measure space. We give coordinate formulas for substitutes of tangent spaces, for gradient and divergence operators and for…

Probability · Mathematics 2018-06-29 Michael Hinz , Alexander Teplyaev

One considers Hilbert space valued measures on the Borel sets of a compact metric space. A natural numerical valued integral of vector valued continuous functions with respect to vector valued functions is defined. Using this integral,…

Functional Analysis · Mathematics 2014-04-22 Ion Chitescu , Radu Miculescu , Lucian Nita , Loredana Ioana

In this paper, for a given Dirichlet character mod $N$ with $4\nmid N$, we give a lower bound of order $\sqrt{s/\log(s)}$ for the dimension of the $\mathbb{Q}(e^{2i\pi/N})$-vector space spanned by the values of its $L$-function at integers…

Number Theory · Mathematics 2025-12-03 Ludovic Mistiaen

As was shown by Harer the second homology of ${\mathbb M}_g$, the moduli space of compact Riemann surfaces of genus $g$, is of rank 1, provided $g \geq 3$. This means a nontrivial second de Rham cohomology class on ${\mathbb M}_g$ is unique…

Geometric Topology · Mathematics 2007-10-09 Nariya Kawazumi

We use the gradients of theta functions at odd two-torsion points --- thought of as vector-valued modular forms --- to construct holomorphic differential forms on the moduli space of principally polarized abelian varieties, and to…

There are two primary goals to this paper. In the first part of the paper we study smooth metric measure spaces (M^n,g,e^{-f}dv_g) and give several ways of characterizing bounds -Kg\leq \Ric+\nabla^2f\leq Kg on the Ricci curvature of the…

Differential Geometry · Mathematics 2015-03-19 Aaron Naber

Following P. M. H. Wilson's paper on sectional curvatures of Kahler moduli, we consider a natural Riemannian metric on a hypersurface f=1 in a real vector space, defined using the Hessian of a homogeneous polynomial f. We give examples to…

Differential Geometry · Mathematics 2007-05-23 Burt Totaro

Let $q\ge3$ be an integer, $\chi$ be a Dirichlet character modulo $q$, and $L(s,\chi)$ denote the Dirichlet $L$-functions corresponding to $\chi$. In this paper, we show some special function series, and give some new identities for the…

Number Theory · Mathematics 2021-08-04 Rong Ma , Jinglei Zhang , Yulong Zhang

We apply the method of multiple Dirichlet series to develop $L$-functions ratios conjecture with one shift in both the numerator and denominator in certain ranges for the family of quartic Hecke $L$-functions of prime moduli over the…

Number Theory · Mathematics 2026-03-03 Peng Gao , Liangyi Zhao

These are expanded notes from some talks given during the fall 2002, about ``homotopical algebraic geometry'' (HAG) with special emphasis on its applications to ``derived algebraic geometry'' (DAG) and ``derived deformation theory''. We use…

Algebraic Geometry · Mathematics 2007-05-23 Bertrand Toen , Gabriele Vezzosi

We construct a continuous domain for temporal discretization of differential equations. By using this domain, and the domain of Lipschitz maps, we formulate a generalization of the Euler operator, which exhibits second-order convergence. We…

Numerical Analysis · Mathematics 2023-09-19 Abbas Edalat , Amin Farjudian , Yiran Li

A covariant approach towards a theory of deformations is developed to examine both the first and second variation of the Helfrich-Canham Hamiltonian -- quadratic in the extrinsic curvature -- which describes fluid vesicles at mesoscopic…

Soft Condensed Matter · Physics 2009-11-10 Riccardo Capovilla , Jemal Guven

We study second-order divergence-form systems on half-infinite cylindrical domains with a bounded and possibly rough base, subject to homogeneous mixed boundary conditions on the lateral boundary and square integrable Dirichlet, Neumann, or…

Analysis of PDEs · Mathematics 2021-08-13 Pascal Auscher , Moritz Egert

We provide a uniform vanishing result for the graded components of the finite length Koszul module associated to a subspace K inside the second exterior product of a vector space, as well as a sharp upper bound for its Hilbert function.…

Group Theory · Mathematics 2023-12-11 Marian Aprodu , Gavril Farkas , Stefan Papadima , Claudiu Raicu , Jerzy Weyman

We prove the existence of Ricci flow starting from a class of metrics with unbounded curvature, which are doubly-warped products over an interval with a spherical factor pinched off at an end. These provide a forward evolution from some…

Differential Geometry · Mathematics 2018-05-25 Timothy Carson

The aim of this note is to study the measure-valued Ricci tensor on smooth metric measure space with boundary, which is a generalization of Bakry-Emery's modified Ricci tensor on weighted Riemannian manifold. As an application, we offer a…

Metric Geometry · Mathematics 2019-10-30 Bang-Xian Han

We characterize the global maximizers of a certain non-local functional defined on the space of all positively curved metrics on an ample line bundle L over a Kahler manifold X. This functional is an adjoint version, introduced by…

Differential Geometry · Mathematics 2010-06-16 Robert J. Berman

We characterize the relatively compact subsets of $L^1\left(\| m \| \right),$ the quasi-Banach function space associated to the semivariation of a given vector measure $m$ showing that the strong connection between compactness, uniform…

Functional Analysis · Mathematics 2019-10-30 Ricardo del Campo , Antonio Fernández , Fernando Mayoral , Francisco Naranjo
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