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We consider specification and inference for the stochastic scale of discretely-observed pure-jump semimartingales with locally stable L\'{e}vy densities in the setting where both the time span of the data set increases, and the mesh of the…

统计理论 · 数学 2012-07-25 Viktor Todorov , George Tauchen

This article investigates discrete-time approximations of stochastic integrals driven by semimartingales with jumps via weighted bounded mean oscillation (BMO) approach. This approach enables $L_p$-estimates, $p \in (2, \infty)$, for the…

概率论 · 数学 2021-12-14 Nguyen Tran Thuan

Almost hypercomplex manifolds with Hermitian and anti-Hermitian metrics are considered. A linear connection $D$ is introduced such that the structure of these manifolds is parallel with respect to D. Of special interest is the class of the…

微分几何 · 数学 2012-05-08 Mancho Manev

In the works of A. Ach\'ucarro and P. K. Townsend and also by E. Witten, a duality between three-dimensional Chern-Simons gauge theories and gravity was established. In all cases, the results made use of the field equations. In a previous…

高能物理 - 理论 · 物理学 2025-03-05 Thiago S. Assimos , Rodrigo F. Sobreiro

We present a scheme for simulating conditioned semimartingales taking values in Riemannian manifolds. Extending the guided bridge proposal approach used for simulating Euclidean bridges, the scheme replaces the drift of the conditioned…

数值分析 · 数学 2023-02-16 Mathias Højgaard Jensen , Stefan Sommer

We consider invariant covariant derivatives on reductive homogeneous spaces corresponding to the well-known invariant affine connections. These invariant covariant derivatives are expressed in terms of horizontally lifted vector fields on…

微分几何 · 数学 2023-08-15 Markus Schlarb

Standard methods for detecting discontinuities in conditional means are not applicable to outcomes that are complex, non-Euclidean objects like distributions, networks, or covariance matrices. This article develops a nonparametric test for…

统计方法学 · 统计学 2025-07-15 David Van Dijcke

Finding constrained saddle points on Riemannian manifolds is significant for analyzing energy landscapes arising in physics and chemistry. Existing works have been limited to special manifolds that admit global regular level-set…

数值分析 · 数学 2026-01-16 Yukuan Hu , Laura Grazioli

Several representations of geometric shapes involve quotients of mapping spaces. The projection onto the quotient space defines two sub-bundles of the tangent bundle, called the horizontal and vertical bundle. We investigate in these notes…

微分几何 · 数学 2015-11-19 Martin Bauer , Philipp Harms

In this work, we focus on an infinite horizon mean-field linear-quadratic stochastic control problem with jumps. Firstly, the infinite horizon linear mean-field stochastic differential equations and backward stochastic differential…

最优化与控制 · 数学 2023-11-14 Qingmeng Wei , Yaqi Xu , Zhiyong Yu

In this paper, we study the stability and convergence of some general quadratic semimartingales. Motivated by financial applications, we study simultaneously the semimartingale and its opposite. Their characterization and integrability…

概率论 · 数学 2013-06-18 Pauline Barrieu , Nicole El Karoui

The authors first in this paper define a semi-symmetric metric non-holonomic connection (called in briefly a semi-sub-Riemannian connection) on sub-Riemannian manifolds, and study the relations between sub-Riemannian connections and…

微分几何 · 数学 2013-06-19 Yanling Han , Peibiao Zhao

In the literature, there are several papers establishing a correspondence between a deformed kinematics and a nontrivial (momentum dependent) metric. In this work, we study in detail the relationship between the trajectories given by a…

广义相对论与量子宇宙学 · 物理学 2020-10-30 J. J. Relancio , S. Liberati

Riemann-Hilbert problems are jump problems for holomorphic functions along given interfaces. They arise in various contexts, e.g. in the asymptotic study of certain nonlinear partial differential equations and in the asymptotic analysis of…

复变函数 · 数学 2024-04-05 Haakan Hedenmalm

Starting from ideas of Furuta, we develop a general formalism for the construction of cohomotopy invariants associated with a certain class of $S^1$-equivariant non-linear maps between Hilbert bundles. Applied to the Seiberg-Witten map,…

几何拓扑 · 数学 2008-10-14 Christian Okonek , Andrei Teleman

Optimization techniques are at the core of many scientific and engineering disciplines. The steepest descent methods play a foundational role in this area. In this paper we studied a generalized steepest descent method on Riemannian…

最优化与控制 · 数学 2025-02-28 Rashid A. , Amal A Samad

In 1992, Agache and Chaple introduced the concept of a semi-symmetric non-metric connection([1]). The semi-symmetric non-metric connection does not satisfy the Schur`s theorem. The purpose of the present paper is to study some properties of…

数学物理 · 物理学 2012-12-20 Ho Tal Yun

Using recent work of Bettiol, we show that a first-order conformal deformation of Wilking's metric of almost-positive sectional curvature on $S^2\times S^3$ yields a family of metrics with strictly positive average of sectional curvatures…

微分几何 · 数学 2020-07-20 Boris Stupovski , Rafael Torres

Comparison theorems are foundational to our understanding of the geometric features implied by various curvature constraints. This paper considers manifolds with a positive lower bound on either scalar, 2-Ricci, or Ricci curvature, and…

微分几何 · 数学 2023-05-29 Sven Hirsch , Demetre Kazaras , Marcus Khuri , Yiyue Zhang

Substatic Riemannian manifolds with minimal boundary arise naturally in General Relativity as spatial slices of static spacetimes satisfying the Null Energy Condition. Moreover, they constitute a vast generalization of nonnegative Ricci…

微分几何 · 数学 2023-07-28 Stefano Borghini , Mattia Fogagnolo