Diffusion processes governed by stochastic differential equations (SDEs) are a well established tool for modelling continuous time data from a wide range of areas. Consequently, t...
Abstract—We introduce an extended family of continuous-domain stochastic models for sparse, piecewise-smooth signals. These are specified as solutions of stochastic differential...
Asymptotic linear stability is studied for stochastic differential equations (SDEs) that incorporate Poisson-driven jumps and their numerical simulation using Eulertype discretisa...
In this work we prove the generic simplicity of the spectrum of the clamped plate equation in a bounded regular domain of Rd. That is, given Rd, we show that there exists an arbi...
Three-dimensional structure information can be estimated from two-dimensional images using recursive estimation methods. This paper investigates possibilities to improve structure...
Fredrik Nyberg, Ola Dahl, Jan Holst, Anders Heyden