We prove a regularity result for Lagrangian flows of Sobolev vector fields over RCD(K, N) metric measure spaces; regularity is understood with respect to a newly defined quasi-metric built from the Green function of the Laplacian. Its main application is that RCD(K, N) spaces have constant dimension. In this way we generalize to such an abstract framework a result proved by Colding-Naber for Ricci limit spaces, introducing ingredients that are new even in the smooth setting.

Market selection and learning under model misspecification

Ottaviani, Matteo
2023

Abstract

We prove a regularity result for Lagrangian flows of Sobolev vector fields over RCD(K, N) metric measure spaces; regularity is understood with respect to a newly defined quasi-metric built from the Green function of the Laplacian. Its main application is that RCD(K, N) spaces have constant dimension. In this way we generalize to such an abstract framework a result proved by Colding-Naber for Ricci limit spaces, introducing ingredients that are new even in the smooth setting.
2023
Settore ECON-01/A - Economia politica
Learning; Market selection; Model misspecification; Financial markets
File in questo prodotto:
File Dimensione Formato  
Ottaviani-Marco_Market-selection-and-learning-under-model-misspecification.pdf

accesso aperto

Tipologia: Published version
Licenza: Creative Commons
Dimensione 2.24 MB
Formato Adobe PDF
2.24 MB Adobe PDF

I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.

Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11384/148110
Citazioni
  • ???jsp.display-item.citation.pmc??? ND
  • Scopus 1
  • ???jsp.display-item.citation.isi??? 1
  • OpenAlex 4
social impact