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» Feature-Preserving Flows: A Stochastic Differential Equation...
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SIAMCO
2011
13 years 1 months ago
Nonlinear Black-Scholes Equations in Finance: Associated Control Problems and Properties of Solutions
We study properties of solutions to fully nonlinear versions of the standard Black– Scholes partial differential equation. These equations have been introduced in financial mat...
Rüdiger Frey, Ulrike Polte
INFOCOM
2010
IEEE
13 years 5 months ago
Delay Analysis for Cognitive Radio Networks with Random Access: A Fluid Queue View
Abstract—We consider a cognitive radio network where multiple secondary users (SUs) contend for spectrum usage, using random access, over available primary user (PU) channels. Ou...
Shanshan Wang, Junshan Zhang, Lang Tong
TCS
2010
13 years 1 months ago
A fluid analysis framework for a Markovian process algebra
Markovian process algebras, such as PEPA and stochastic -calculus, bring a powerful compositional approach to the performance modelling of complex systems. However, the models gen...
Richard A. Hayden, Jeremy T. Bradley
ECCV
2002
Springer
14 years 8 months ago
Constrained Flows of Matrix-Valued Functions: Application to Diffusion Tensor Regularization
Nonlinear partial differential equations (PDE) are now widely used to regularize images. They allow to eliminate noise and artifacts while preserving large global features, such as...
Christophe Chefd'Hotel, David Tschumperlé, ...
ICML
2010
IEEE
13 years 7 months ago
Continuous-Time Belief Propagation
Many temporal processes can be naturally modeled as a stochastic system that evolves continuously over time. The representation language of continuous-time Bayesian networks allow...
Tal El-Hay, Ido Cohn, Nir Friedman, Raz Kupferman