Inverse Problem of Fractional Brownian Motions with Discrete Data
Author | : Barbara D'Ambrogi-Ola |
Publisher | : |
Total Pages | : 80 |
Release | : 2009 |
Genre | : |
ISBN | : 9789514290558 |
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Author | : Barbara D'Ambrogi-Ola |
Publisher | : |
Total Pages | : 80 |
Release | : 2009 |
Genre | : |
ISBN | : 9789514290558 |
Author | : Peter Mörters |
Publisher | : Cambridge University Press |
Total Pages | : |
Release | : 2010-03-25 |
Genre | : Mathematics |
ISBN | : 1139486578 |
This eagerly awaited textbook covers everything the graduate student in probability wants to know about Brownian motion, as well as the latest research in the area. Starting with the construction of Brownian motion, the book then proceeds to sample path properties like continuity and nowhere differentiability. Notions of fractal dimension are introduced early and are used throughout the book to describe fine properties of Brownian paths. The relation of Brownian motion and random walk is explored from several viewpoints, including a development of the theory of Brownian local times from random walk embeddings. Stochastic integration is introduced as a tool and an accessible treatment of the potential theory of Brownian motion clears the path for an extensive treatment of intersections of Brownian paths. An investigation of exceptional points on the Brownian path and an appendix on SLE processes, by Oded Schramm and Wendelin Werner, lead directly to recent research themes.
Author | : Jérôme Idier |
Publisher | : John Wiley & Sons |
Total Pages | : 322 |
Release | : 2013-03-01 |
Genre | : Mathematics |
ISBN | : 111862369X |
Many scientific, medical or engineering problems raise the issue of recovering some physical quantities from indirect measurements; for instance, detecting or quantifying flaws or cracks within a material from acoustic or electromagnetic measurements at its surface is an essential problem of non-destructive evaluation. The concept of inverse problems precisely originates from the idea of inverting the laws of physics to recover a quantity of interest from measurable data. Unfortunately, most inverse problems are ill-posed, which means that precise and stable solutions are not easy to devise. Regularization is the key concept to solve inverse problems. The goal of this book is to deal with inverse problems and regularized solutions using the Bayesian statistical tools, with a particular view to signal and image estimation. The first three chapters bring the theoretical notions that make it possible to cast inverse problems within a mathematical framework. The next three chapters address the fundamental inverse problem of deconvolution in a comprehensive manner. Chapters 7 and 8 deal with advanced statistical questions linked to image estimation. In the last five chapters, the main tools introduced in the previous chapters are put into a practical context in important applicative areas, such as astronomy or medical imaging.
Author | : Sankar Basu |
Publisher | : Springer Science & Business Media |
Total Pages | : 235 |
Release | : 2013-06-29 |
Genre | : Science |
ISBN | : 1475759223 |
Multidimensional Filter Banks and Wavelets: Reserach Developments and Applications brings together in one place important contributions and up-to-date research results in this important area. Multidimensional Filter Banks and Wavelets: Research Developments and Applications serves as an excellent reference, providing insight into some of the most important research issues in the field.
Author | : Roger Ghanem |
Publisher | : Springer |
Total Pages | : 0 |
Release | : 2016-05-08 |
Genre | : Mathematics |
ISBN | : 9783319123844 |
The topic of Uncertainty Quantification (UQ) has witnessed massive developments in response to the promise of achieving risk mitigation through scientific prediction. It has led to the integration of ideas from mathematics, statistics and engineering being used to lend credence to predictive assessments of risk but also to design actions (by engineers, scientists and investors) that are consistent with risk aversion. The objective of this Handbook is to facilitate the dissemination of the forefront of UQ ideas to their audiences. We recognize that these audiences are varied, with interests ranging from theory to application, and from research to development and even execution.
Author | : Simo Särkkä |
Publisher | : Cambridge University Press |
Total Pages | : 327 |
Release | : 2019-05-02 |
Genre | : Business & Economics |
ISBN | : 1316510085 |
With this hands-on introduction readers will learn what SDEs are all about and how they should use them in practice.
Author | : Angela Slavova |
Publisher | : Springer Nature |
Total Pages | : 483 |
Release | : |
Genre | : |
ISBN | : 3031532120 |
Author | : A.A. Kilbas |
Publisher | : Elsevier |
Total Pages | : 550 |
Release | : 2006-02-16 |
Genre | : Mathematics |
ISBN | : 9780444518323 |
This work aims to present, in a systematic manner, results including the existence and uniqueness of solutions for the Cauchy Type and Cauchy problems involving nonlinear ordinary fractional differential equations.