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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.
Pestien, Victor C., Sudderth, William D.
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Time-Continuous Bell Measurements [PDF]
Physical Review Letters, 2013 We combine the concept of Bell measurements, in which two systems are projected into a maximally entangled state, with the concept of continuous measurements, which concerns the evolution of a continuously monitored quantum system. For such time-continuous Bell measurements we derive the corresponding stochastic Schr dinger equations, as well as the ...
Sebastian G. Hofer +3 more
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Continuous-Time Identification of Continuous-Time Systems
IFAC Proceedings Volumes, 1997 Abstract In the paper a continuous-time approach to parameter estimation of continuous-time systems is addressed. A linear continuous-time single-input single-output system model described by means of a transfer function is taken into consideration.
Zdzisław Kowalczuk, Janusz Kozłowski
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Measurement-Induced Continuous Time Crystals
Physical Review Letters, 2023 Strong measurements usually restrict the dynamics of measured finite dimensional systems to the Zeno subspace, where subsequent evolution is unitary due to the suppression of dissipative terms. Here we show qualitatively different behaviour due to the competition between strong measurements and the thermodynamic limit, inducing a time-translation ...
Midhun Krishna +3 more
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Continuous Time Structural Equation Modeling with R Package ctsem
Journal of Statistical Software, 2017 We introduce ctsem, an R package for continuous time structural equation modeling of panel (N > 1) and time series (N = 1) data, using full information maximum likelihood.
Charles C. Driver +2 more
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Results on finite time and practical stability of continuous time delay [PDF]
Tehnika, 2016 This paper gives sufficient conditions for the attractive practical and finite time stability of linear continuous time delay systems of the form x(t) = A0x(t) + A1x(t-τ).
Debeljković Dragutin Lj. +3 more
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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.
Czado, Claudia, Haug, Stephan
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Time averages in continuous-time random walks [PDF]
Physical Review E, 2017 6 pages, 2 ...
Thiel, Felix, Sokolov, Igor M.
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Journal of Low Power Electronics and ApplicationsContinuous-time Sigma-Delta (CTSD) Analog-to-Digital Converter (ADC) is widely used in wireless receivers due to its built-in anti-aliasing and resistive input.
Zhiyu Li +3 more
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State estimation for MISO non–linear systems in controller canonical form
International Journal of Applied Mathematics and Computer Science, 2016 We propose a new observer where the model, decomposed in generalized canonical form of regulation described by Fliess, is dissociated from the part assuring error correction.
Schwaller Benoît +3 more
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