Time consistency of dynamic risk measures and dynamic performance measures generated by distortion functions
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 …
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 …
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
For an arbitrary semisimple Frobenius manifold we construct Hodge integrable hierarchy of
Hamiltonian partial differential equations. In the particular case of quantum cohomology the …
Hamiltonian partial differential equations. In the particular case of quantum cohomology the …
A polynomial bracket for the Dubrovin-Zhang hierarchies
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 …
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 …
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 …
Deligne–Mumford moduli space Mg, k to the Kortweg-de Vries (KdV) hierarchy. The …
Tau-structure for the double ramification hierarchies
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 …
Math Phys 336 (3): 1085–1107, 2015). After showing that the DR hierarchy satisfies tau …
Miura-reciprocal transformations and localizable Poisson pencils
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 …
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 …
Dubrovin introduced the Legendre-type transformation S κ, which transforms M to an n …
Integrable systems of double ramification type
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 …
by the 1st author, and its quantization. We extend the notion of tau-symmetry to quantum …