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FS
2010
140views more  FS 2010»
15 years 5 months ago
Nonparametric estimation for a stochastic volatility model
Abstract Consider discrete time observations (X δ)1≤ ≤n+1 of the process X satisfying dXt = √ VtdBt, with Vt a one-dimensional positive diffusion process independent of the...
F. Comte, V. Genon-Catalot, Yves Rozenholc
SMA
2008
ACM
119views Solid Modeling» more  SMA 2008»
15 years 6 months ago
Converting a tetrahedral mesh to a prism-tetrahedral hybrid mesh for FEM accuracy and efficiency
This paper presents a computational method for converting a tetrahedral mesh to a prism-tetrahedral hybrid mesh for improved solution accuracy and computational efficiency of fini...
Soji Yamakawa, Kenji Shimada
DATE
2008
IEEE
126views Hardware» more  DATE 2008»
16 years 1 months ago
In-band Cross-Trigger Event Transmission for Transaction-Based Debug
Cross-trigger, the mechanism to trigger activities in one debug entity from debug events happened in another debug entity, is a very useful technique for debugging applications in...
Shan Tang, Qiang Xu
DSN
2008
IEEE
16 years 1 months ago
On localization attacks to Internet Threat Monitors: An information-theoretic framework
Internet Threat Monitoring (ITM) systems are a widely deployed facility to detect, analyze, and characterize dangerous Internet threats such as worms and distributed denial-of-ser...
Wei Yu, Nan Zhang 0004, Xinwen Fu, Riccardo Bettat...
GLOBECOM
2008
IEEE
16 years 1 months ago
Non-Coherent Amplify-and-Forward Generalized Likelihood Ratio Test Receiver
Abstract—This paper proposes a simple non-coherent amplifyand-forward receiver for the relay channel and evaluates its diversity performance for Rayleigh fading channels. We use ...
Michael R. Souryal