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» Nearness and uniform convergence
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FS
2010
124views more  FS 2010»
13 years 7 months ago
Comparison results for stochastic volatility models via coupling
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...
David Hobson
ADCM
2011
13 years 4 months ago
Perturbed preconditioned inverse iteration for operator eigenvalue problems with applications to adaptive wavelet discretization
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...
SIAMCO
2010
114views more  SIAMCO 2010»
13 years 3 months ago
Discrete Carleman Estimates for Elliptic Operators in Arbitrary Dimension and Applications
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...
Franck Boyer, Florence Hubert, Jérôme...
SIAMSC
2010
130views more  SIAMSC 2010»
13 years 3 months ago
Quasi-Monte Carlo Method for Infinitely Divisible Random Vectors via Series Representations
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...
Junichi Imai, Reiichiro Kawai
CVPR
2008
IEEE
14 years 11 months ago
Robust null space representation and sampling for view-invariant motion trajectory analysis
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 ...
Xu Chen, Dan Schonfeld, Ashfaq A. Khokhar