Sciweavers

14 search results - page 3 / 3
» Nonlinear Black-Scholes Equations in Finance: Associated Con...
Sort
View
NHM
2010
87views more  NHM 2010»
12 years 12 months ago
The coolest path problem
We introduce the coolest path problem, which is a mixture of two well-known problems from distinct mathematical fields. One of them is the shortest path problem from combinatorial ...
Martin Frank, Armin Fügenschuh, Michael Herty...
HYBRID
2009
Springer
13 years 12 months ago
Computation of Discrete Abstractions of Arbitrary Memory Span for Nonlinear Sampled Systems
ion of discrete abstractions of arbitrary memory span for nonlinear sampled systems Gunther Reißig⋆ Technische Universit¨at Berlin, Fakult¨at Elektrotechnik und Informatik, He...
Gunther Reißig
CDC
2009
IEEE
143views Control Systems» more  CDC 2009»
13 years 10 months ago
Control interpretations of products in the Hopf algebra
Abstract— Families of differential operators, like those defining affine, generally nonlinear, control systems are known to have natural Hopf algebra structures. These provide ...
Matthias Kawski
SIAMCO
2002
86views more  SIAMCO 2002»
13 years 4 months ago
On the Observability and Detectability of Continuous-Time Markov Jump Linear Systems
The paper introduces a new detectability concept for continuous-time Markov jump linear systems with finite Markov space that generalizes previous concepts found in the literature....
Eduardo F. Costa, João Bosco Ribeiro do Val