1028 search results - page 21 / 206 » Stochastic Differential Equations |
TIP
2010
14 years 4 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
14 years 7 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
14 years 1 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
15 years 1 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
14 years 9 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...