1028 search results - page 21 / 206 » Stochastic Differential Equations |
TIP
2010
13 years 2 months ago
2010
We propose to model the image differentials of astrophysical source maps by Student's t-distribution and to use them in the Bayesian source separation method as priors. We int...
PROCEDIA
2010
13 years 5 months ago
2010
In this short note, a direct proof of L2 convergence of an Euler–Maruyama approximation of a Zakai equation driven by a square integrable martingale is shown. The order of conve...
ICASSP
2011
IEEE
12 years 11 months ago
2011
IEEE
—Networks of biological agents (for example, ants, bees, fish, birds) and complex man-made cyberphysical infrastructures (for example, the power grid, transportation networks) e...
ICCAD
1999
IEEE
13 years 11 months ago
1999
IEEE
In this paper we consider the important problem of noise analysis of non-autonomous nonlinear RF circuits in presence of input signal phase noise. We formulate this problem as a s...
FS
2006
13 years 7 months ago
2006
Abstract. Currently, there are two market models for valuation and risk management of interest rate derivatives, the LIBOR and swap market models. We introduce arbitrage-free const...