40 search results - page 2 / 8 » A Piecewise-Deterministic Model for Brownian Motion |
STOC
2012
ACM
11 years 7 months ago
2012
ACM
Option contracts are a type of financial derivative that allow investors to hedge risk and speculate on the variation of an asset’s future market price. In short, an option has...
ISBI
2008
IEEE
14 years 5 months ago
2008
IEEE
Growth and form in biology are often associated with some level of fractality. Fractal characteristics have also been noted in a number of imaging modalities. These observations m...
ICIP
2003
IEEE
14 years 6 months ago
2003
IEEE
This paper presents a novel method to reduce the phaseunwrapping (PU) distortion by being based on twodimensional fractional Brownian motion (fBm) theory. The method incorporates ...
GECCO
2007
Springer
13 years 11 months ago
2007
Springer
Building artificial systems using self-assembly is one of the main issues of artificial life [17]. Scientists are trying to understand this process either using experimental appro...
IOR
2011
12 years 11 months ago
2011
In this paper we consider the problem of a firm that faces a stochastic (Poisson) demand and must replenish from a market in which prices fluctuate, such as a commodity market. ...