Related papers: Smiles in delta
In two dimensions, the standard treatment of the scattering problem for a delta-function potential, $v(\mathbf{r})=\mathfrak{z}\,\delta(\mathbf{r})$, leads to a logarithmic singularity which is subsequently removed by a renormalization of…
The paper studies estimation of parameters of diffusion market models from historical data. The standard definition of implied volatility for these models presents its value as an implicit function of several parameters, including the…
We consider the problem of optimizing the sum of a smooth, nonconvex function for which derivatives are unavailable, and a convex, nonsmooth function with easy-to-evaluate proximal operator. Of particular focus is the case where the smooth…
The first aim of this article is to give information about the algebraic properties of alternate bases $\boldsymbol{\beta}=(\beta_0,\dots,\beta_{p-1})$ determining sofic systems. We show that a necessary condition is that the product…
We prove uniqueness and non-degeneracy of the critical point of positive, semi-stable solutions of $-\Delta u=f(u)$ with Dirichlet boundary conditions for a class of star-shaped domains of the sphere and of the hyperbolic plane satisfying a…
We characterize absence of arbitrage with simple trading strategies in a discounted market with a constant bond and several risky assets. We show that if there is a simple arbitrage, then there is a 0-admissible one or an obvious one, that…
This paper introduces the multidimensional butterfly factorization as a data-sparse representation of multidimensional kernel matrices that satisfy the complementary low-rank property. This factorization approximates such a kernel matrix of…
We consider the following eigenvalue optimization problem: Given a bounded domain $\Omega\subset\R^n$ and numbers $\alpha\geq 0$, $A\in [0,|\Omega|]$, find a subset $D\subset\Omega$ of area $A$ for which the first Dirichlet eigenvalue of…
We consider the following equations: \begin{equation*} \left\{\begin{array}{ll} (-\triangle)^{\alpha/2}u(x)=f(v(x)), \\ (-\triangle)^{\beta/2}v(x)=g(u(x)), &x \in R^{n},\\ u,v\geq 0, &x \in R^{n}, \end{array} \right. \end{equation*} for…
We study a simplification of the well-known Shigesada-Kawasaki-Teramoto model, which consists of two nonlinear reaction-diffusion equations with cross-diffusion. A complete set of Q-conditional (nonclassical) symmetries is derived using an…
In the present work we study solutions of the problem $-(-\Delta)^{\alpha/2}u = f(x,u)$ in $D_0\setminus \overline{D}_1$, with exterior conditions $u = 0$ in $R^N \setminus D_0$ and $u = 1$ in $\overline{D}_1$, where $D_1, D_0 \subset R^N$…
The principal aim of this note is to illustrate how factorizations of singular, even-order partial differential operators yield an elementary approach to classical inequalities of Hardy-Rellich-type. More precisly, introducing the…
We review the methods used to study the orbital structure and chaotic properties of various galactic models and to construct self-consistent equilibrium solutions by Schwarzschild's orbit superposition technique. These methods are…
Let $d_{\alpha, \beta}(n)=\sum\limits_{\substack{n=kl \alpha l<k\leq\beta l}}1$ be the number of ways of factoring n into two almost equal integers. For rational numbers $0<\alpha <\beta $, we consider the following Zeta function…
Kaluza-Klein reductions of low energy string effective actions possess a continuous $O(d,d) $ symmetry. The non-geometric elements of this group, parameterized by a bi-vector $\beta$, are not inherited from the symmetries of the…
We consider two different effective polymerization schemes applied to D-dimensional, spherically symmetric black hole interiors. It is shown that polymerization of the generalized area variable alone leads to a complete, regular,…
We identify a special class of multi-species spin glass models: ones in which the species proportions serve to ''balance'' out the interaction strengths. For this class, we prove a free energy lower bound that does not require any convexity…
In this work we study and analyze a class of Duhem hysteresis operators that can exhibit butterfly loops. We study firstly the consistency property of such operator which corresponds to the existence of an attractive periodic solution when…
We investigate all static spherically symmetric solutions in the context of general relativity surrounded by a minimally-coupled quintessence field, using dynamical system analysis. Applying the 1+1+2 formalism and introducing suitable…
In this paper we prove explicit formulas for all Willmore surfaces of revolution and demonstrate their use in the discussion of the associated Dirichlet boundary value problems. It is shown by an explicit example that symmetric Dirichlet…