Research
On-device research index

arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,657 papers · 148 categories

Trend · papers per month

4998147196 · May 202619922001200920172026
48 results for reflection principles

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…

2013-08-09abs ↗pdf ↗

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…

2017-07-04abs ↗pdf ↗

Paper investigates reflection principles for zero mean curvature surfaces in isotropic 3-space.

problem Investigating reflection principles for zero mean curvature surfaces in isotropic 3-space.
method Analyzes reflection principles for zero mean curvature surfaces in I3\mathbb{I}^3.
result Shows a reflection principle for isotropic line segments on zero mean curvature surfaces in I3\mathbb{I}^3.

We give a proof of the classical Schwarz reflection principle for Jenkins-Serrin type minimal surfaces in the homogeneous three manifolds E(κ,τ)E(κ, τ) for κ0κ\leqslant 0 and τ0τ\geqslant 0. In our previous paper we proved a reflection principle in Riemannian manifolds. The statements and techniques in the two papers are d…

2018-09-14abs ↗pdf ↗

The paper studies large deviation principles for stochastic volatility models with reflection, focusing on binary barrier options and call prices.

problem Large deviation principles for stochastic volatility models with reflection.
method Sample path and small-noise large deviation principles for the log-price process.
result Asymptotic behavior of binary barrier options and call prices in the small-noise regime.

The paper calculates prices for multi-step barrier options under the Black-Scholes model.

problem Calculating prices for multi-step barrier options with varying barriers and time steps.
method Derives a general, explicit expression for option prices using the Black-Scholes model and a multi-step reflection principle.
result Derives a multi-step reflection principle that generalizes the reflection principle of Brownian motion.

As in the case of minimal surfaces in the Euclidean 3-space, the reflection principle for maximal surfaces in the Lorentz-Minkowski 3-space asserts that if a maximal surface has a spacelike line segment LL, the surface is invariant under the 180180^\circ-rotation with respect to LL. However, such a reflection property…

2020-02-19abs ↗pdf ↗

This paper continues arXiv.org:math.AG/0609256, arXiv:0708.3991 and arXiv:0710.0162 . Using authors's methods of 1980, 1981, some explicit finite sets of number fields containing all ground fields of arithmetic hyperbolic reflection groups in dimension at least 3 are defined, and explicit bounds of their degrees (over …

2007-10-11abs ↗pdf ↗

New distance comparison principle for curve shortening flow in higher dimensions.

problem Understanding curve shortening flow in higher dimensions.
method Established a variant of Huisken's distance comparison principle.
result Symmetric curve shortening flow with one-to-one convex projection develops Type I singularities and becomes asymptotically circular.

Generalizes Fermat's principle for wave propagation in cone structures.

problem Wave propagation in complex media with discontinuities and anisotropy.
method Generalizes Fermat's principle to smooth interfaces separating two cone structures representing wave propagation in various media.
result Conditions for critical points of arrival time functional, generalizing Snell's law and reflection.

Bayesian RL enhances LLMs to reflectively explore and correct errors.

problem LLMs trained via RL lack reflective behaviors like rethinking and error correction.
method Bayesian RL framework that optimizes expected return under posterior distribution over Markov decision processes.
result BARL algorithm improves LLM performance in reasoning tasks.

We introduce the concept of singular recursive utility. This leads to a kind of singular BSDE which, to the best of our knowledge, has not been studied before. We show conditions for existence and uniqueness of a solution for this kind of singular BSDE. Furthermore, we analyze the problem of maximizing the singular rec…

2015-04-30abs ↗pdf ↗

Reflected Diffusion Models improve on score-based models by incorporating data constraints.

problem Numerical error in score-based models leads to unnatural samples.
method Reverses a reflected stochastic differential equation on data support, learning perturbed score function through generalized score matching loss.
result Improves sample quality and fidelity without architectural modifications.

Develops non-Markovian couplings for sub-Riemannian Brownian motions.

problem Constructing couplings for sub-Riemannian Brownian motions starting from points on the same vertical fiber.
method Uses global isometries to construct maximal couplings, satisfying a reflection principle.
result Estimates coupling time and applies to inequalities for the heat semigroup.

We give a necessary and sufficient condition for the smooth extension of a diffeomorphism between smooth strictly pseudoconvex domains in four real dimensional almost complex manifolds. The proof is mainly based on a reflection principle for pseudoholomorphic discs, on precise estimates of the Kobayashi-Royden infinite…

2004-02-26abs ↗pdf ↗

Large deviation principles for multivariate stochastic volatility models.

problem Understanding the behavior of log-processes in multivariate stochastic volatility models.
method Establishing a comprehensive sample path large deviation principle for log-processes.
result Asymptotic formulas for first exit times and barrier option prices derived from the LDP.

We propose a new model for digital pathology segmentation, based on the observation that histopathology images are inherently symmetric under rotation and reflection. Utilizing recent findings on rotation equivariant CNNs, the proposed model leverages these symmetries in a principled manner. We present a visual analysi…

2018-06-08abs ↗pdf ↗

Study curve shortening flow in high dimensions with boundary constraints.

problem Understanding the behavior of curves in high-dimensional spaces with boundary conditions.
method Used curvature and higher-derivative estimates, Stahl-type maximum principle, and blow-up analysis.
result Flow converges to a shrinking semicircle model or has only semicircle boundary singularities in low entropy regimes.

This paper is devoted to a systematic study of the geometry of nondegenerate $\bbR^n$-actions on nn-manifolds. The motivations for this study come from both dynamics, where these actions form a special class of integrable dynamical systems and the understanding of their nature is important for the study of other Hamil…

2012-03-13abs ↗pdf ↗

Study on curve shortening flow with boundary conditions, proving convergence or contraction.

problem Analyzing curve shortening flow with free boundaries.
method Introduced a reflected chord-arc profile and obtained chord-arc estimates.
result Proved that flows either converge to a critical chord or contract to a round half-point.

In this paper we analyse financial implications of exchangeability and similar properties of finite dimensional random vectors. We show how these properties are reflected in prices of some basket options in view of the well-known put-call symmetry property and the duality principle in option pricing. A particular atten…

2009-01-30abs ↗pdf ↗

We consider embedded ring-type surfaces (that is, compact, connected, orientable surfaces with two boundary components and Euler-Poincaré characteristic zero) in R3{\bold R}^3 of constant mean curvature which meet planes Π1Π_1 and Π2Π_2 in constant contact angles γ1γ_1 and γ2γ_2 and bound, together with those planes, a…

1995-09-12abs ↗pdf ↗

A new insurance and reinsurance pricing scheme based on realized loss.

problem Determining fair and risk-adjusted insurance premiums.
method Performance-based variable premium scheme with random initial premium adjusted based on realized loss.
result The variable premium scheme reduces reinsurer's total risk exposure compared to expected-value premium.

In this paper we develop a global correspondence between immersed horospherically convex hypersurfaces in hyperbolic space and complete conformal metrics on domains in the sphere. We establish results on when the hyperbolic Gauss map is injective and when an immersed horospherically convex hypersurface can be unfolded …

2012-09-24abs ↗pdf ↗

CurveRL optimizes large model reasoning by reweighting prompts based on their rank and density.

problem Improving large language model reasoning through context reweighting.
method Formulated prompt reweighting as a functional derivative, proposing CurveRL based on quantile coordinate transform.
result CurveRL consistently outperforms existing methods across multiple benchmarks.

FinReflectKG - EvalBench benchmarks financial KG extraction from SEC 10-K filings.

problem Lack of universal benchmark and evaluation framework for financial KG construction.
method Agentic and holistic evaluation principles, deterministic commit-then-justify judging protocol, binary and ordinal evaluations.
result Reflection-based extraction outperforms single-pass extraction in comprehensiveness, precision, and relevance.

A research frontier has emerged in scientific computation, wherein numerical error is regarded as a source of epistemic uncertainty that can be modelled. This raises several statistical challenges, including the design of statistical methods that enable the coherent propagation of probabilities through a (possibly dete…

2015-12-03abs ↗pdf ↗

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.

2012-10-09abs ↗pdf ↗

Survey explores interactions between four conformal dynamics branches.

problem Understanding complex dynamics through different mathematical concepts.
method Examples and general results with technical tools.
result Dynamical relations between Schwarz reflection parameter spaces and anti-rational maps/ reflection groups.

Minimal surfaces in 3-sphere created by reflections from polygons, with new examples based on pentagons.

problem Constructing minimal surfaces in 3-sphere using reflections.
method Minimal nn-gon solves free boundary problem; curvature lines combinatorics investigated.
result New examples of minimal reflection surfaces based on pentagons.