Sciweavers

805 search results - page 91 / 161
» The Measurable Space of Stochastic Processes
Sort
View
CORR
2006
Springer
135views Education» more  CORR 2006»
14 years 10 months ago
An equilibrium model for matching impatient demand and patient supply over time
We present a simple dynamic equilibrium model for an online exchange where both buyers and sellers arrive according to a exogenously defined stochastic process. The structure of t...
Garud Iyengar, Anuj Kumar
FS
2006
117views more  FS 2006»
14 years 9 months ago
Consistent Variance Curve Models
We introduce a general approach to model a joint market of stock price and a term structure of variance swaps in an HJM-type framework. In such a model, strongly volatility-depend...
Hans Buehler
GLOBECOM
2010
IEEE
14 years 7 months ago
Need-Based Communication for Smart Grid: When to Inquire Power Price?
In smart grid, a home appliance can adjust its power consumption level according to the realtime power price obtained from communication channels. Most studies on smart grid do not...
Husheng Li, Robert C. Qiu
TWC
2011
291views more  TWC 2011»
14 years 4 months ago
On Optimal Cooperator Selection Policies for Multi-Hop Ad Hoc Networks
Abstract—In this paper we consider wireless cooperative multihop networks, where nodes that have decoded the message at the previous hop cooperate in the transmission toward the ...
Michele Rossi, Cristiano Tapparello, Stefano Tomas...
TIT
2010
153views Education» more  TIT 2010»
14 years 4 months ago
On the information rates of the plenoptic function
The plenoptic function (Adelson and Bergen, 91) describes the visual information available to an observer at any point in space and time. Samples of the plenoptic function (POF) a...
Arthur L. da Cunha, Minh N. Do, Martin Vetterli