The formation and late time decays of Q balls are generic consequences the Affleck-Dine (AD) baryogenesis. A substantial number lightest supersymmetry (SUSY) particles (LSPs) produced nonthermally as decay products these balls. This requires a significantly large annihilation cross section LSP so not to overclose universe, which predicts Higgsino- or W-ino-like instead standard B-ino LSP. We have reexamined AD baryogenesis with special attention late-time balls, then specified parameter...

We investigate the leptogenesis with almost degenerate neutrinos, in framework of democratic mass matrix, which naturally explains large mixing angles for neutrino oscillations as well quark masses and matrix. find that baryon asymmetry present universe is explained via decays right-handed neutrinos produced nonthermally by inflaton decay. The model predicts neutrinoless double beta accessible near future experiments.

The recent financial crisis caused dramatic widening and elevated volatilities among basis spreads in cross-currency as well domestic interest rate markets. Furthermore, the widespread use of cash collateral, especially fixed-income contracts, has made effective funding cost institutions for trades significantly different from Libor corresponding payment currency. Because these market developments, textbook-style application a model rates now become inappropriate firms; it cannot even...

Stochastics and DynamicsAccepted Papers No AccessMean-field equilibrium price formation with exponential utilityMasaaki Fujii Masashi SekineMasaaki Sekine Search for more papers by this author https://doi.org/10.1142/S0219493725500017Cited by:0 (Source: Crossref) Next AboutFiguresReferencesRelatedDetailsPDF/EPUB ToolsAdd to favoritesDownload CitationsTrack CitationsRecommend Library ShareShare onFacebookTwitterLinked InRedditEmail Cite Recommend We recommendLeader mean-field birth death...

We claim that the higgsino-like and wino-like neutralinos can be good dark matter candidates if they are produced by late time decay of Q-ball, which is generally formed in Affleck–Dine baryogenesis. The decays Q-balls into these LSP's subsequent pair annihilations naturally lead to desired mass density matter. Furthermore, much more easily detected dark-matter search experiments than standard bino-like

There are now available wide variety of swap products which exchange Libors with different currencies and tenors. Furthermore, the collateralization is becoming more popular due to increased attention counter party credit risk. These developments require clear distinction among type discounting rates. In this brief note, we will explain method construct multiple curves consistently all relevant swaps without a collateral agreement.

In this work, we have presented a simple analytical approximation scheme for generic non-linear FBSDEs. By treating the interested system as linear decoupled FBSDE perturbed with generator and feedback terms, shown that it is possible to carry out recursive an arbitrarily higher order, where required calculations in each order are equivalent those standard European contingent claims. We also applied perturbative method PDE framework following so-called Four Step Scheme. The found render...

Abstract The importance of collateralization through a change funding cost is now well recognized among practitioners. In this article, the authors have extended previous studies collateralized derivative pricing to more generic situations, i.e. asymmetric and imperfect with associated counterparty credit risk. By introducing collateral coverage ratio, their framework can handle these issues in unified manner. Although resultant formula becomes nonlinear forward–backward stochastic...

Thermal leptogenesis requires the reheating temperature TR≳3×109 GeV, which contradicts a recently obtained constraint on temperature, TR≲106 for gravitino mass of 100 GeV–10 TeV. This stringent comes from fact that hadronic decays gravitinos destroy very efficiently light elements produced by Big Bang nucleosynthesis. However, it is not applicable if lightest supersymmetric particle (LSP). We show this solution to problem works case where next LSP scalar charged lepton or neutrino. point...

In this work, we study an equilibrium-based continuous asset pricing problem which seeks to form a price process endogenously by requiring it balance the flow of sale-and-purchase orders in exchange market, where large number agents $1\leq i\leq N$ are interacting through market price. Adopting mean field game approach, find special forward-backward stochastic differential equations McKean--Vlasov type with common noise whose solution provides approximate We show convergence net order zero...

In this paper we point out that the cosmological baryon asymmetry in our universe is generated almost independently of reheating temperature $T_R$ Affleck-Dine leptogenesis and it determined mainly by mass lightest neutrino, $m_{\nu_1}$, a wide range $T_R\simeq 10^5$--$10^{12}$ GeV. The present predicts $m_{\nu_1}$ narrow region, $m_{\nu_1}\simeq (0.3$--$1)\times 10^{-9}$ eV. Such small neutrino leads to high predictability on parameter $m_{\nu_e \nu_e}$ contributing neutrinoless double beta...

The recent financial crisis caused dramatic widening and elevated volatilities among basis spreads in cross currency as well domestic interest rate markets. Furthermore, the wide spread use of cash collateral, especially fixed income contracts, has made effective funding cost institutions for trades significantly different from Libor corresponding payment currency. Because these market developments, text-book style application a model rates now become inappropriate firms; It cannot even...

We perform a detailed analysis on Affleck-Dine leptogenesis taking into account the thermal effects dynamics of flat direction field $\phi$. find that an extremely small mass for lightest neutrino $\nu_1$, ${m_\nu}_1\lsim 10^{-8}$ eV, is required to produce enough lepton-number asymmetry explain baryon in present universe. impose here reheating temperature after inflation $T_R$ be $T_R\lsim 10^8$ GeV solve cosmological gravitino problem. The value seems very unlikely case since recent...

We show that a minithermal inflation occurs naturally in class of gauge mediation models supersymmetry (SUSY) breaking, provided the reheating temperature ${T}_{R}$ primary is much higher than SUSY-breaking scale, say ${T}_{R}>{10}^{10}\mathrm{GeV}.$ The process thermal produces an amount entropy, which dilutes number density relic gravitinos. This dilution renders gravitino to be dark matter present Universe. abundance gravitinos independent ${T}_{R},$ once are thermally produced after...

In this paper, we propose an efficient Monte Carlo implementation of a non-linear FBSDE as system interacting particles inspired by the idea branching diffusion method McKean. It will be particularly useful to investigate large and complex systems, hence it is good complement our previous work presenting analytical perturbation procedure for generic FBSDEs. There appear multiple species particles, where first one follows original underlying state, others Malliavin derivatives with grading...

We investigate a class of quadratic–exponential growth BSDEs with jumps. The quadratic structure introduced by Barrieu & El Karoui (2013) yields the universal bounds on possible solutions. With local Lipschitz continuity and so-called AΓ-condition for comparison principle to hold, we prove existence unique solution under general structure. have also shown that strong convergence occurs more (not necessarily monotone) sequence drivers, which is then applied give sufficient conditions...

In recent years, we have observed the dramatic increase of use collateral as an important credit risk mitigation tool. It has become even rare to make a contract without agreement among major financial institutions. addition significant reduction counterparty exposure, collateralization implications for pricing derivatives through change effective funding cost. This paper demonstrated impact on derivative by constructing term structure swap rates based actual market data.

We demonstrate that the use of asymptotic expansion as prior knowledge in “deep BSDE solver”, which is a deep learning method for high dimensional BSDEs proposed by Weinan E, Han & Jentzen (2017), drastically reduces loss function and accelerates speed convergence. illustrate technique its implications using Bergman’s model with different lending borrowing rates typical FVA well class solvable quadratic growth drivers. also present an extension solver reflected representing American option prices.