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...
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...
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...
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...
— 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...