brownian motion and brownian surfaces

On quantiles of brownian motion and quantile options

On quantiles of brownian motion and quantile options

... that inf Xs = lim M (α, t) and sup Xs = lim M (α, t) When 0≤s≤t α→0 0≤s≤t α→1 {Xt } is a Brownian motion defined as Xt = σBt + µt, where Bt is a standard Brownian motion, using Feynman-Kac formula, ... distribution function of a standard normal random variable For the Brownian motion {Xt } with Xt = σBt + µt, for α ∈ [0, 1], t ≥ 0, 27 4.1 The quantile of a Brownian motion Dassios (1995) proved ... is same as that for the maximum of a Brownian motion with drift −µ Since the maximum of a Brownian motion is a special case of the quantile of a Brownian motion, we are interested to generalize...

Ngày tải lên: 16/10/2015, 12:00

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A Poisson bridge between fractional Brownian motion and stable Levy motion

A Poisson bridge between fractional Brownian motion and stable Levy motion

... therein): fractional Brownian motion, stable L´evy motion and the process Yα (t) Integral representations can serve as a unified framework to investigate all three processes and to understand the relation ... be regarded as a “bridge” between fractional Brownian motion and stable L´evy motion and exhibits an intrinsic duality in its features 4.1 Locally and globally asymptotically self-similar processes ... Cioczek-Georges, R and Mandelbrot, B B (1996) Alternative micropulses and fractional Brownian motion Stochastic Process Appl., 64(2):143–152 Falconer, K J (2003) The local structure of random processes...

Ngày tải lên: 14/11/2015, 08:03

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robot motion and control - m thoma & m morari

robot motion and control - m thoma & m morari

... Puszczykowo, Poland : 2004) Robot motion and control : recent developments (Lecture notes in control and information sciences ; 335) 1.Robots - Control systems - Congresses 2.Robots - Motion - Congresses ... Control and Systems, Engineering ul Piotrowo 3a 60-965 Pozna´ n Poland Krzysztof.Kozlowski@put.poznan.pl British Library Cataloguing in Publication Data International workshop on Robot Motion and ... laws and regulations and therefore free for general use The publisher makes no representation, express or implied, with regard to the accuracy of the information contained in this book and cannot...

Ngày tải lên: 12/06/2014, 11:58

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báo cáo hóa học: "Lower trunk motion and speed-dependence during walking" pptx

báo cáo hóa học: "Lower trunk motion and speed-dependence during walking" pptx

... amplitude of segmental and joint motion, and more emphasis on the spatial and temporal variability of movement in relation to walking speed [12,13] In an effort to understand how the CNS regulates ... mechanisms combined with coordinated motion of torso and pelvis rotation, and arm and leg swing, cause the upper body to oscillate in a rhythmical and semi-predictable manner during unperturbed walking ... for 95.2 ± 1.1%, 94.8 ± 1.1% and 95.6 ± 1.0%, and for the preferred-fast speed the retained PC's accounted for 96.3 ± 1.0%, 95.2 ± 1.2% and 97.2 ± 1.0% in the VT, AP and ML directions respectively...

Ngày tải lên: 19/06/2014, 08:20

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báo cáo hóa học: "Kinematic aspects of trunk motion and gender effect in normal adults" pdf

báo cáo hóa học: "Kinematic aspects of trunk motion and gender effect in normal adults" pdf

... = 0.026), and BMI (p = 0.039) Correlation between motion planes in trunk motion Trunk motion (G) tended to be correlated with its counterpart trunk motion (P) Range of rotation (P) and range ... dependent variables were tilt (P), Table Comparison of Trunk motion (P) vs Trunk motion (G) in degrees Motion Value Trunk motion Trunk motion Difference P (P) (G) value Trunk Mean -10.2 (5.5) -0.2 ... [11] for a better understanding The kinematic and basic gait data such as walking speed, cadence, and stride length were obtained separately for the right and left sides, and overall 40 sets of...

Ngày tải lên: 19/06/2014, 08:20

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báo cáo hóa học: "Ambulatory measurement of knee motion and physical activity: preliminary evaluation of a smart activity monitor" pdf

báo cáo hóa học: "Ambulatory measurement of knee motion and physical activity: preliminary evaluation of a smart activity monitor" pdf

... the data, and drafted the manuscript under the guidance of AF, HR, HM, WH, and DK DG and DS performed the experiments, analyzed the data, and assisted in revising the manuscript AF, HM, and HR assisted ... descent lie stand sit walk run step up step down lie stand sit walk run step up step down lie stand sit walk run step up step down lie stand sit walk run step up Step down lie stand sit walk run ... IDEEA system and LED arrays in Photograph with subject being tested in the MGH Biomotion Photograph of a subject being tested in the MGH Biomotion Laboratory with both the IDEEA system and LED arrays...

Ngày tải lên: 19/06/2014, 10:20

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Báo cáo hóa học: " Preparation of monolayers of [MnIII6CrIII]3+ singlemolecule magnets on HOPG, mica and silicon surfaces and characterization by means of noncontact AFM" pptx

Báo cáo hóa học: " Preparation of monolayers of [MnIII6CrIII]3+ singlemolecule magnets on HOPG, mica and silicon surfaces and characterization by means of noncontact AFM" pptx

... contributions AG and HP carried out the AFM measurements supervised by AB and UH CD carried out the XPS measurements supervised by MN VH and EK synthesized the SMMs supervised by TG All authors read and approved ... single-molecule magnets on HOPG, mica and silicon surfaces and characterization by means of non-contact AFM Nanoscale Research Letters 2011 6:486 Submit your manuscript to a journal and benefit from: Convenient ... shift between 20 and 80 Hz below the vacuum resonance frequency Image fields up to 720 × 720 nm2 were recorded with a scan speed of approximately 350 nm/s and 300 lines per image Standard image processing...

Ngày tải lên: 21/06/2014, 01:20

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báo cáo hóa học:" A general lithography-free method of micro/nanoscale fabrication and patterning on Si and Ge surfaces" doc

báo cáo hóa học:" A general lithography-free method of micro/nanoscale fabrication and patterning on Si and Ge surfaces" doc

... microscale/nanoscale fabrication and patterning on Si and Ge surfaces Huatao Wang1,2 and Tom Wu*1 Division of Physics and Applied Physics, School of Physical and Mathematical Sciences, Nanyang ... spectrometry Results and discussion Patterning process and mechanism Figure shows the general scheme of achieving lithography-free nanoscale synthesis and patterning on Si and Ge surfaces Uniform ... squares, and triangles were observed on Si(110), Si(100), and Si(111) substrates, respectively Nanowires have widths approximately between 200 and 400 nm, and lengths approximately between 0.6 and...

Ngày tải lên: 21/06/2014, 17:20

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Báo cáo hóa học: " Research Article Combination of Accumulated Motion and Color Segmentation for Human Activity Analysis" ppt

Báo cáo hóa học: " Research Article Combination of Accumulated Motion and Color Segmentation for Human Activity Analysis" ppt

... background motions, such as the motion of the leaves in the background, and small motions caused by camera instability This shows that the kurtosis is indeed robust to small motions, and can effectively ... measurements are noisy, and the illumination is varying SUMMARY AND CONCLUSIONS In this paper, we have presented a novel hybrid approach for analyzing and processing the motion and color information ... Rosenfeld, and H Wechsler, “Tracking groups of people,” Computer Vision and Image Understanding, vol 80, no 1, pp 42–56, 2000 [19] N Thome and S Miguet, “A robust appearance model for tracking human motions,”...

Ngày tải lên: 22/06/2014, 06:20

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Báo cáo hóa học: " Research Article Video Summarization Based on Camera Motion and a Subjective Evaluation Method" potx

Báo cáo hóa học: " Research Article Video Summarization Based on Camera Motion and a Subjective Evaluation Method" potx

... zoom/translation Phase 3: camera motion description Camera motion classification and description Figure 1: System architecture for camera motion classification and description frames by an affine ... integration of motions is carried out The advantage of this analysis is to preserve the motions with significant magnitude and duration Finally, a motion is associated with each frame and a video ... cr lies between and and describes the motion trajectory The smaller cr is, the more rectilinear the motion is Consequently, if coefficient cr is lower than a threshold δr , the motion is considered...

Ngày tải lên: 22/06/2014, 19:20

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Đề tài " Video Fire Smoke Detection Using Motion and Color Features " pdf

Đề tài " Video Fire Smoke Detection Using Motion and Color Features " pdf

... techniques, and challenges In: IFPA, fire suppression and detection research and applications—a technical working conference (SUPDET), Orlando, FL 10 Yuan F (2008) A fast accumulative motion orientation ... transform and gray level co-occurrence matrices to analyze the texture feature of fire smoke, but real-time detection was not considered The proposed algorithm uses both color and motion features, and ... À n < a and K1 Iint K2 and at the same time, then X(x,y) is considered as a smoke pixel, otherwise X(x,y) is not a smoke pixel The typical value a ranges from 15 to 20 and dark-gray and light-gray...

Ngày tải lên: 28/06/2014, 12:20

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ATOMIC FORCE MICROSCOPY – IMAGING, MEASURING AND MANIPULATING SURFACES AT THE ATOMIC SCALE doc

ATOMIC FORCE MICROSCOPY – IMAGING, MEASURING AND MANIPULATING SURFACES AT THE ATOMIC SCALE doc

... atomic and subnanometer resolution AFM allows both imaging of surfaces and interactions with surfaces of interest to help researchers explain the crystal lattice structure, and surface chemical and ... Imaging, Measuring and Manipulating Surfaces at the Atomic Scale properties of the materials and the medium, and the tip geometry In most cases, vdW forces are attractive between tip and surface of ... in Optical Imaging and Characterization 19 Martin Veis and Roman Antos Chapter Magnetic Force Microscopy: Basic Principles and Applications 39 F.A Ferri, M.A Pereira-da-Silva and E Marega Jr Chapter...

Ngày tải lên: 28/06/2014, 14:20

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Motion and Gesture Interactions in the digital age

Motion and Gesture Interactions in the digital age

... age CODE (and) MOTION Technology Vs Motion Technology makes what was once impossible possible Design makes it real MICHAEL  GAGLIANO Code (and) Motion Technology Vs Motion Technology Vs Motion Why ... software and web development @leepolis Motion, what? Motion & Gestures interactions in the digital age MotionGraphicsDesignInteractions Motion graphics are graphics that use video footage and/ or ... in the digital age Motion & Gesture Interaction in the Digital Age Introduction Motion Design & Digital Artifacts Animation Design Principles Code (and) Motion Technology Vs Motion Design with...

Ngày tải lên: 20/07/2014, 15:26

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verbs of motion and their lexicalization patterns an english-vietnamese comparative study from cognitive approach = động từ vận động và các mô hình từ vựng hóa của chúng, nghiên cứu so sánh anh việt

verbs of motion and their lexicalization patterns an english-vietnamese comparative study from cognitive approach = động từ vận động và các mô hình từ vựng hóa của chúng, nghiên cứu so sánh anh việt

... outside and into (She ran out into the garden) This can also be seen in the pair examples d and d‘, j and j‘, k and k‘, m and m‘, and n and n‘ Moreover, directional complement verbs in Vietnamese and ... and non-existent patterns N0 of elements English Semantic elements No of verbs (102) Motion + Ø Motion + Manner Motion + Path Motion + Cause Motion + Figure Motion + Ground Total Vietnamese Motion ... patterns: Motion + Ø (the verb root expresses the Motion alone), Motion + semantic components, and Motion + semantic components Based on the seven groups of motion verbs in English in Appendix and...

Ngày tải lên: 28/02/2015, 11:54

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Verbs of motion and their lexicalization patterns an English-Vietnamese comparative study from cognitive approach

Verbs of motion and their lexicalization patterns an English-Vietnamese comparative study from cognitive approach

... Leiter Tristan, Machine Readable Travel Document [7] Maltoni, D., Maio, D., Jain, A.K., and Prabhaker, S., Handbook of Fingerprint Recognition, Springer-Verlag, New York, June 2003 - [8] Doc 9303, ... [12] Gary Locke, Gaitherburg, Digital Signature Standard (DSS), 2009 [13] Jonh Daugman, “How iris recognition works”, IEEE Transactions on Circuits and Systems for Video Technology, vol 14.1, pp ... [15] http://en.wikipedia.org/wiki/Eigenface - [16] D Maltoni, D Maio, A.K Jain, S Prabhakar - “Handbook of Fingerprint Recognition” Springer, New York, 2003 ...

Ngày tải lên: 10/08/2015, 19:52

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Numerical studies on collective motion and polymer statistics

Numerical studies on collective motion and polymer statistics

... obviously linear and we can see that ψ1 and ψ2 can be solved separately, with the right hand side of (2.2.64) being − sin φ sin θMΩ and cos φ sin θMΩ respectively With the right hand side fixed, ... formations and protein structures This thesis aims to study two areas in computational biology, namely the collective motion and polymer statistics The first part of the thesis focuses on collective motion ... orientation is randomized and the same ini- tial data is used for all the tests 62 2.7 Relative error between the macroscopic and the microscopic model for density (left) and θ (right)...

Ngày tải lên: 09/09/2015, 08:17

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Motion and emotion  semantic knowledge for hollywood film indexing

Motion and emotion semantic knowledge for hollywood film indexing

... movies and the exponentially growing access and demand for it, the Hollywood multimedia domain stands out simultaneously as a most challenging and yet rewarding domain for machine understanding and ... “VA emotion space” occupied by various emotion words as ellipses, and observed that considerable overlap exists between the VA emotion spaces of emotion words associated with the basic emotions ... camera motion and visual features to characterize every shot into either fear, happy, sad or normal emotions The camera motion features consist of the motion type (pan, tilt etc.) and its magnitude...

Ngày tải lên: 12/09/2015, 08:20

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Theoretical studies of engertics, structures and chemical reactions on carbon and BN surfaces and related molecules

Theoretical studies of engertics, structures and chemical reactions on carbon and BN surfaces and related molecules

... Structures and Chemical Reactions on Carbon and BN Surfaces and Related Molecules Abstract This thesis focuses on the energetics, structure and reactivity of wide band gap materials such as diamond and ... investigations on c-BN (111) and (-1-1-1) surfaces and analysed the geometrical details of the 1×1, the 2×1, and the several 2x2 reconstructed surfaces Specifically, the geometry and energy of two triangular ... carbon and borazine cyclacenes - 20 - YANG Shuo-Wang Ph.D Thesis 1.5 Motivations and Structure of this Thesis Diamond and c-BN are two of the most common wide band gap materials Oxygen and hydrogen...

Ngày tải lên: 17/09/2015, 17:18

183 271 0
Brownian Motion

Brownian Motion

... Wi is a standard Brownian motion Wt at time t = i T /N , Wi = Wi − Wi−1 and ai−1 is an Fi−1 -measurable random variable So why not simply follow the practice for analytical calculus and write ... greater and greater certainty It is important not to confuse the quadratic variation with the variance of Wt Qvar [Wt ] is a random variable and refers to one single Brownian path between times and ... variation implies that a Brownian motion moves over an infinite distance in any finite time period It also comes about because of the fractal nature of Brownian motion We observe the motion of a particle,...

Ngày tải lên: 25/10/2013, 19:20

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