Results 221 to 230 of about 69,680 (260)

Quadratic Variation and Semimartingales

Probability and Its Applications, 2015
We now come to one of the key objects in stochastic analysis, and what fundamentally distinguishes the theory from classical calculus. This is the notion of the quadratic variation of a process.
Samuel N Cohen   +2 more
exaly   +2 more sources

Quadratic variation and structure of martingales

Lecture Notes in Mathematics, 1988
Peter Imkeller, Imkeller Peter
exaly   +2 more sources

Decomposition of Quadratic Variational Problems

2008
Variational problems have proved of value in many image processing and analysis applications. However increase of sensor resolution as occurred in medical imaging and experimental fluid dynamics demand for adapted solving strategies to handle the huge amount of data.
Florian Becker, Christoph Schnörr
openaire   +1 more source

Quadratic Variation Process

1983
For the remainder of this book, we shall only consider integrators M which are continuous local martingales. By Proposition 1.9 these are automatically local L 2-martingales. A more extensive treatment, encompassing right continuous integrators would require more elaborate considerations which are not suitable for inclusion in this short book.
K. L. Chung, R. J. Williams
openaire   +1 more source

A Logarithmic-Quadratic Proximal Method for Variational Inequalities

Computational Optimization and Applications, 1999
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Alfred Auslender   +2 more
openaire   +2 more sources

Quadratic variation of deformations

1997
Hitherto no constitutive formalism of deformations provides a parameterization for the visually obvious features of their transformation grids. This paper notes a property of the thin-plate spline that one may exploit to this end. The bending energy that is minimized by the spline, usually expressed in matrix form, is also the double integral of the ...
openaire   +1 more source

OPERATOR PROCESSES MAJORIZING THEIR QUADRATIC VARIATION

Infinite Dimensional Analysis, Quantum Probability and Related Topics, 2000
We give a full classification of convolution semigroups of completely positive mappings on Hopf algebras. Using the theory of noncommutative Lévy processes, we prove that these convolution semigroups are solutions of Hudson–Parthasarathy quantum stochastic differential equations. The generating process satisfies a positivity condition on the kernel of
openaire   +2 more sources

Home - About - Disclaimer - Privacy