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SIAMCO
2000
111views more  SIAMCO 2000»
13 years 7 months ago
Superreplication Under Gamma Constraints
In a financial market consisting of a nonrisky asset and a risky one, we study the minimal initial capital needed in order to superreplicate a given contingent claim under a gamma ...
H. Mete Soner, Nizar Touzi
JCSS
2010
102views more  JCSS 2010»
13 years 6 months ago
Matching and alpha-equivalence check for nominal terms
Nominal techniques were introduced to represent in a simple and natural way that involve binders. The syntax includes an abstraction operator and a primitive notion of name swappin...
Christophe Calvès, Maribel Fernández
RSA
2010
106views more  RSA 2010»
13 years 2 months ago
Thermodynamic limit for large random trees
We consider Gibbs distributions on finite random plane trees with bounded branching. We show that as the order of the tree grows to infinity, the distribution of any finite neighb...
Yuri Bakhtin
SIAMCOMP
2010
96views more  SIAMCOMP 2010»
13 years 2 months ago
Quantified Equality Constraints
An equality template (also equality constraint language) is a relational structure with infinite universe whose relations can be defined by boolean combinations of equalities. We ...
Manuel Bodirsky, Hubie Chen
SIAMIS
2010
129views more  SIAMIS 2010»
13 years 2 months ago
Compressed Remote Sensing of Sparse Objects
Abstract. The linear inverse source and scattering problems are studied from the perspective of compressed sensing, in particular the idea that sufficient incoherence and sparsity ...
Albert Fannjiang, Thomas Strohmer, Pengchong Yan