Unique sphere solution for expanding flows converging to a point.
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Paper develops a new method for optimal stopping in American options.
We show that an embedded minimal annulus which intersects orthogonally and is invariant under reflection through the coordinate planes is the critical catenoid. The proof uses nodal domain arguments and a characterization, due to Fraser and Schoen, of the critical catenoid as the unique…
We reduce the broken ray transform on some Riemannian manifolds (with corners) to the geodesic ray transform on another manifold, which is obtained from the original one by reflection. We give examples of this idea and present injectivity results for the broken ray transform using corresponding earlier results for the …
We consider the evolution of hypersurfaces on the unit sphere by their mean curvature. We prove a differential Harnack inequality for any weakly convex solution to the mean curvature flow. As an application, by applying an Aleksandrov reflection argument, we classify convex, ancient solutions of the …
This paper studies the bail-out optimal dividend problem with regime switching under the constraint that the cumulative dividend strategy is absolutely continuous. We confirm the optimality of the regime-modulated refraction-reflection strategy when the underlying risk model follows a general spectrally negative Markov…
We solve explicitly a two-dimensional singular control problem of finite fuel type for infinite time horizon. The problem stems from the optimal liquidation of an asset position in a financial market with multiplicative and transient price impact. Liquidity is stochastic in that the volume effect process, which determi…
This PhD thesis studies the broken ray transform, a generalization of the geodesic X-ray transform where geodesics are replaced with broken rays that reflect on a part of the boundary. The fundamental question is whether this transform is injective. We employ four different methods to approach this question, and each o…
In this paper we apply techniques from optimal transport to study the neckpinch examples of Angenent-Knopf which arise through the Ricci flow on . In particular, we recover their proof of 'single-point pinching' along the flow. Using the methods of optimal transportation, we are able to remove the ass…
Convex hypersurfaces in hyperbolic space evolve to geodesic spheres.
We prove that the only closed, embedded ancient solutions to the curve shortening flow on are equators or shrinking circles, starting at an equator at time and collapsing to the north pole at time . To obtain the result, we first prove a Harnack inequality for the curve shortening flow o…
Proof of conjecture for affine Artin groups.
The paper prices long-term options with a reflecting barrier model.
In this short note we outline a simple probabilistic proof of the Gauss-Bonnet formula for compact Riemannian manifolds with boundary, which adapts to this setting an argument due to Hsu \cite{Hs1,Hs2} in the closed case. The new technical ingredient is the Feynman-Kac formula for differential forms satisfying absolute…
Study optimal consumption with relaxed benchmarks and drawdown constraints.
We prove a comparison theorem for the isoperimetric profiles of simple closed curves evolving by the normalized curve shortening flow: If the isoperimetric profile of the region enclosed by the initial curve is greater than that of some `model' convex region with exactly four vertices and with reflection symmetry in bo…
Study on holomorphic curves in 6-sphere with boundary conditions.
We consider the evolution of hypersurfaces on the unit sphere by smooth functions of the Weingarten map. We introduce the notion of `quasi-ancient' solutions for flows that do not admit non-trivial, convex, ancient solutions. Such solutions are somewhat analogous to ancient solutions for flows such a…
A discrete subgroup of the group of isometries of the hyperbolic space is called reflective if up to a finite index it is generated by reflections in hyperplanes. The main result of this paper is a complete classification of the reflective (and quasi-reflective) subgroups among the Bianchi groups and their extensions.
In this work we address the problem of argument search. The purpose of argument search is the distillation of pro and contra arguments for requested topics from large text corpora. In previous works, the usual approach is to use a standard search engine to extract text parts which are relevant to the given topic and su…
New method produces reflections with nonseparating fixed points.
Survey explores interactions between four conformal dynamics branches.
One reflection suffices for orthogonal weights, reducing GPU usage.
Minimal surfaces in 3-sphere created by reflections from polygons, with new examples based on pentagons.
Study thin hyperbolic reflection groups and their properties.
Minimal surfaces reflect across spheres, proving annulus uniqueness.
Hausdorff reflection keeps space shape intact.
Study extends reflective submanifold theory to compact homogeneous spaces.
New reflection groups derived from torus knots with finite meridians.
A hyperbolic lattice is called \textit{-reflective} if the subgroup of its automorphism group generated by all - and -reflections is of finite index. The main result of this article is a complete classification of -reflective maximal anisotropic lattices of rank .
A hyperbolic reflection group is a discrete group generated by reflections in the faces of an -dimensional hyperbolic polyhedron. This survey article is dedicated to the study of arithmetic hyperbolic reflection groups with an emphasis on the results that were obtained in the last ten years and on the open problems.
This paper compares self-reflection and budget tuning for LLMs, revealing domain-specific performance gains.
This paper describes caustics of wave fronts reflected by a surface.
Bayesian algorithm improves best-arm identification within fixed budget.
Picard modular groups are shown to be generated by complex reflections.
A hyperbolic lattice is called \textit{-reflective} if its automorphism group is generated by - and -reflections up to finite index. In this paper we prove that the fundamental polyhedron of a -arithmetic cocompact reflection group in the three-dimensional Lobachevsky space contains an edge s…
The paper studies large deviation principles for stochastic volatility models with reflection, focusing on binary barrier options and call prices.
Differential equations are derived for a continuous limit of iterated Schwarzian reflection of analytic curves, and solutions are interpreted as geodesics in an infinite-dimensional symmetric space geometry.
In this paper, we develop a new mathematical technique which allows us to express the joint distribution of a Markov process and its running maximum (or minimum) through the marginal distribution of the process itself. This technique is an extension of the classical reflection principle for Brownian motion, and it is o…
After establishing the uniqueness of the continuation of local Cauchy data for harmonic maps between two Riemannian manifolds M and N, we prove (i) a reflection principle for a smooth minimal submanifold Y of a Riemannian manifold M that contains a reflective submanifold of M as a hypersurface and (ii) the reflection p…
Proves a theorem for mechanical systems with reflections.
Bayesian optimisation outperforms standard ML-II in small samples.
This paper studies parabolic quasi-Coxeter elements in complex reflection groups and their combinatorial properties.
Study reflection symmetry and APS boundary conditions on a warped cylinder.
New method trains reflected Schrödinger bridges without complex derivatives.
We introduce the notion of a weakly reflective submanifold, which is an austere submanifold with a certain global condition, and study its fundamental properties. Using these, we determine weakly reflective orbits and austere orbits of s-representations.
While absence of arbitrage in frictionless financial markets requires price processes to be semimartingales, non-semimartingales can be used to model prices in an arbitrage-free way, if proportional transaction costs are taken into account. In this paper, we show, for a class of price processes which are not necessaril…
New link groups are derived from torus necklaces, connecting braid groups to reflection groups.