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An exponential continuous time GARCH process [PDF]
, 2006 In this paper we introduce an exponential continuous time GARCH(p,q) process. It is defined in such a way that it is a continuous time extension of the discrete time EGARCH(p,q) process. We investigate stationarity and moment properties of the new model.
Haug, Stephan +3 more
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Analysis and comparison of the stability of discrete-time and continuous-time linear systems
Archives of Control Sciences, 2016 The asymptotic stability of discrete-time and continuous-time linear systems described by the equations xi+1 = Ākxi and x(t) = Akx(t) for k being integers and rational numbers is addressed. Necessary and sufficient conditions for the asymptotic stability
Kaczorek Tadeusz
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Continuous-Time Pipelined ADC: A Breed of Continuous-Time ADCs for Wideband Data Conversion
IEEE Open Journal of the Solid-State Circuits Society, 2023 The continuous-time (CT) pipelined analog-to-digital converter (ADC) is an emerging ADC architecture suitable for wide- bandwidth (BW) digitization in fully integrated receiver applications.
Hajime Shibata
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Theoretical Computer Science, 2015 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Tim French 0002 +2 more
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On equilibrium prices in continuous time [PDF]
Journal of Economic Theory, 2010 We combine general equilibrium theory and theorie generale of stochastic processes to derive structural results about equilibrium state prices.
V. Filipe Martins-da-Rocha, Frank Riedel
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Continuous Uniform Finite Time Stabilization of Planar Controllable Systems [PDF]
, 2015 Continuous homogeneous controllers are utilized in a full state feedback setting for the uniform finite time stabilization of a perturbed double integrator in the presence of uniformly decaying piecewise continuous disturbances.
Oza, HB +5 more
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Positivity of Continuous-Time Descriptor Systems With Time Delays [PDF]
, 2014 This technical note is concerned with positivity characteristic of continuous-time descriptor systems with time delays. First, a set of necessary and sufficient conditions is presented to check the property.
Yan, Xinggang +3 more
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Stability of convex linear combinations of continuous-time and discrete-time linear systems [PDF]
Archives of Control SciencesThe asymptotic stability of the convex linear combination of continuous-time and discretetime linear systems is considered. Using the Gershgorin theorem it is shown that the convex linear combination of the linear asymptotically stable continuous-time ...
Tadeusz Kaczorek
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DASP Implementation of Continuous-Time, Finite-Impulse-Response Systems [PDF]
, 2020 Digital Alias-free Signal Processing (DASP) uses random sampling to mitigate aliasing. This paper investigates the use of DASP for realization of continuous-time, linear, time-invariant systems with finite-duration impulse response.
Tarczynski, A. +3 more
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Continuous-Time Casino Problems [PDF]
Mathematics of Operations Research, 1988 A gambler or an investor seeks to increase his fortune by a given amount before going bankrupt. The problem can be formulated as a stochastic control problem on an interval and is called a “continuous-time casino” if certain natural conditions are satisfied.
Victor C. Pestien, William D. Sudderth
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