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SIAMCO
2011
15 years 1 months ago
Nonlinear Black-Scholes Equations in Finance: Associated Control Problems and Properties of Solutions
We study properties of solutions to fully nonlinear versions of the standard Black– Scholes partial differential equation. These equations have been introduced in financial mat...
Rüdiger Frey, Ulrike Polte
SIAMCO
2011
15 years 1 months ago
Asymptotically Optimal Controls for Time-Inhomogeneous Networks
Abstract. A framework is introduced for the identification of controls for single-class timevarying queueing networks that are asymptotically optimal in the so-called uniform acce...
Milica Cudina, Kavita Ramanan
TASLP
2011
15 years 1 months ago
On the Information Geometry of Audio Streams With Applications to Similarity Computing
Abstract—This paper proposes methods for information processing of audio streams using methods of information geometry. We lay the theoretical groundwork for a framework allowing...
Arshia Cont, Shlomo Dubnov, Gérard Assayag
TIM
2011
79views more  TIM 2011»
15 years 1 months ago
MusicJacket - Combining Motion Capture and Vibrotactile Feedback to Teach Violin Bowing
—We describe MusicJacket, a wearable system to support the teaching of good posture and bowing technique to novice violin players. The system uses an inertial motion capture syst...
Janet van der Linden, Erwin Schoonderwaldt, Jon Bi...
TIT
2011
127views more  TIT 2011»
15 years 1 months ago
Semiunitary Precoding for Spatially Correlated MIMO Channels
— The focus of this paper is on spatial precoding in correlated multi-antenna channels where the number of datastreams is adapted independent of the number of transmit antennas. ...
Vasanthan Raghavan, Akbar M. Sayeed, Venugopal V. ...
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