Time consistency of dynamic risk measures and dynamic performance measures generated by distortion functions

TR Bielecki, I Cialenco, H Liu - Stochastic Models, 2024 - Taylor & Francis
The aim of this work is to study risk measures generated by distortion functions in a dynamic
discrete time setup and to investigate the corresponding dynamic coherent acceptability …

Double ramification cycles and integrable hierarchies

A Buryak - Communications in Mathematical Physics, 2015 - Springer
In this paper we present a new construction of a hamiltonian hierarchy associated to a
cohomological field theory. We conjecture that in the semisimple case our hierarchy is …

[HTML][HTML] Hodge integrals and tau-symmetric integrable hierarchies of Hamiltonian evolutionary PDEs

B Dubrovin, SQ Liu, D Yang, Y Zhang - Advances in Mathematics, 2016 - Elsevier
For an arbitrary semisimple Frobenius manifold we construct Hodge integrable hierarchy of
Hamiltonian partial differential equations. In the particular case of quantum cohomology the …

A polynomial bracket for the Dubrovin-Zhang hierarchies

A Buryak, H Posthuma, S Shadrin - Journal of Differential …, 2012 - projecteuclid.org
We define a hierarchy of Hamiltonian PDEs associated to an arbitrary tau-function in the
semi-simple orbit of the Givental group action on genus expansions of Frobenius manifolds …

Linearization of Virasoro symmetries associated with semisimple Frobenius manifolds

SQ Liu, Z Wang, Y Zhang - arxiv preprint arxiv:2109.01846, 2021 - arxiv.org
For any semisimple Frobenius manifold, we prove that a tau-symmetric bihamiltonian
deformation of its Principal Hierarchy admits an infinite family of linearizable Virasoro …

BCFG Drinfeld–Sokolov hierarchies and FJRW-theory

SQ Liu, Y Ruan, Y Zhang - Inventiones mathematicae, 2015 - Springer
In 1991, Witten [41] proposed a remarkable conjecture relating the intersection theory of the
Deligne–Mumford moduli space Mg, k to the Kortweg-de Vries (KdV) hierarchy. The …

Tau-structure for the double ramification hierarchies

A Buryak, B Dubrovin, J Guéré, P Rossi - … in Mathematical Physics, 2018 - Springer
In this paper we continue the study of the double ramification hierarchy of Buryak (Commun
Math Phys 336 (3): 1085–1107, 2015). After showing that the DR hierarchy satisfies tau …

Miura-reciprocal transformations and localizable Poisson pencils

P Lorenzoni, S Shadrin, R Vitolo - Nonlinearity, 2023 - iopscience.iop.org
We show that the equivalence classes of deformations of localizable semisimple Poisson
pencils of hydrodynamic type with respect to the action of the Miura-reciprocal group contain …

Analytic theory of Legendre-type transformations for a Frobenius manifold

D Yang - Communications in Mathematical Physics, 2024 - Springer
Let M be an n-dimensional Frobenius manifold. Fix κ∈{1,⋯, n}. Assuming certain invertibility,
Dubrovin introduced the Legendre-type transformation S κ, which transforms M to an n …

Integrable systems of double ramification type

A Buryak, B Dubrovin, J Guéré… - International Mathematics …, 2020 - academic.oup.com
In this paper we study various aspects of the double ramification (DR) hierarchy, introduced
by the 1st author, and its quantization. We extend the notion of tau-symmetry to quantum …