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INFORMATICALT
2011
147views more  INFORMATICALT 2011»
13 years 1 months ago
On Comparison of the Estimators of the Hurst Index of the Solutions of Stochastic Differential Equations Driven by the Fractiona
This paper presents a study of the Hurst index estimation in the case of fractional Ornstein–Uhlenbeck and geometric Brownian motion models. The performance of the estimators is ...
Kestutis Kubilius, Dmitrij Melichov
IJCV
2006
164views more  IJCV 2006»
13 years 6 months ago
Stochastic Motion and the Level Set Method in Computer Vision: Stochastic Active Contours
Based on recent work on Stochastic Partial Differential Equations (SPDEs), this paper presents a simple and well-founded method to implement the stochastic evolution of a curve. F...
Olivier Juan, Renaud Keriven, Gheorghe Postelnicu
CSC
2006
13 years 8 months ago
Statistical Analysis of Linear Random Differential Equation
In this paper, a new method is proposed in order to evaluate the stochastic solution of linear random differential equation. The method is based on the combination of the probabili...
Seifedine Kadry