The aim of this paper is to investigate the properties of stochastic volatility models, and to discuss to what extent, and with regard to which models, properties of the classical...
ABSTRACT. In this paper we discuss an abstract iteration scheme for the calculation of the smallest eigenvalue of an elliptic operator eigenvalue problem. A short and geometric pro...
Thorsten Rohwedder, Reinhold Schneider, Andreas Ze...
In arbitrary dimension, we consider the semi-discrete elliptic operator -2 t + AM , where AM is a finite difference approximation of the operator - x((x) x). For this operator we d...
Infinitely divisible random vector without Gaussian component admits representations of shot noise series. Due to possible slow convergence of the series, they have not been inves...
In this paper, we propose a novel robust retrieval and classification system for video and motion events based on null space representation. In order to analyze the robustness of ...