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Book
3101views
16 years 11 months ago
Steven Shreve: Stochastic Calculus and Finance
This is a great draft book about stochastic calculus and finance. It covers large number of topics such as Introduction to Probability Theory, Conditional Expectation, Arbitrage Pr...
Prasad Chalasani, Somesh Jha
103
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EWC
2002
86views more  EWC 2002»
15 years 18 days ago
On Object-Oriented Frameworks and Coordinate Free Formulations of PDEs
An object-oriented (OO) framework for Partial tial Equations (PDEs) provides software abstractions for numerical simulation of PDEs. The design of such frameworks is not trivial, a...
Magne Haveraaen, Hans Z. Munthe-Kaas, Krister &Ari...
109
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ICIP
2000
IEEE
16 years 2 months ago
Curve Evolution, Boundary-Value Stochastic Processes, the Mumford-Shah Problem, and Missing Data Applications
We present an estimation-theoretic approach to curve evolution for the Mumford-Shah problem. By viewing an active contour as the set of discontinuities in the Mumford-Shah problem...
Andy Tsai, Anthony J. Yezzi, Alan S. Willsky
103
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ICML
2006
IEEE
16 years 1 months ago
Kernel Predictive Linear Gaussian models for nonlinear stochastic dynamical systems
The recent Predictive Linear Gaussian model (or PLG) improves upon traditional linear dynamical system models by using a predictive representation of state, which makes consistent...
David Wingate, Satinder P. Singh
103
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ICCAD
2005
IEEE
106views Hardware» more  ICCAD 2005»
15 years 6 months ago
Fast balanced stochastic truncation via a quadratic extension of the alternating direction implicit iteration
— Balanced truncation (BT) model order reduction (MOR) is known for its superior accuracy and computable error bounds. Balanced stochastic truncation (BST) is a particular BT pro...
Ngai Wong, Venkataramanan Balakrishnan