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57
Intensity process and compensator: A new filtration expansion approach and the Jeulin–Yor theorem. The Annals of Applied Probability
, 2007
"... Let (Xt)t≥0 be a continuous-time, time-homogeneous strong Markov process with possible jumps and let τ be its first hitting time of a Borel subset of the state space. Suppose X is sampled at random times and suppose also that X has not hit the Borel set by time t. What is the intensity process of τ ..."
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Cited by 16 (2 self)
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based on this information? This question from credit risk encompasses basic mathematical problems concerning the existence of an intensity process and filtration expansions, as well as some conceptual issues for credit risk. By revisiting and extending the famous Jeulin–Yor [Lecture Notes in Math. 649
Lecture notes on Graph Theory
"... 2Graph theory is unanimously given a precise birthday: the solution to a then-famous problem concerning the traversability of seven bridges in the town of Königsberg in Eastern Prussia (now Kaliningrad, Russia). Problem 0.1. Is there a way to traverse all bridges of Königsberg in a single trip, wi ..."
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2Graph theory is unanimously given a precise birthday: the solution to a then-famous problem concerning the traversability of seven bridges in the town of Königsberg in Eastern Prussia (now Kaliningrad, Russia). Problem 0.1. Is there a way to traverse all bridges of Königsberg in a single trip
Lecture notes on Ordinary Differential Equations
, 2011
"... This is not a book! These are personal notes written while preparing lectures on several courses at the UM. They are rather informal and may even contain mistakes. I tried to be as synthetic as I could, without missing the observations that I consider important. I probably will not lecture all I wro ..."
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This is not a book! These are personal notes written while preparing lectures on several courses at the UM. They are rather informal and may even contain mistakes. I tried to be as synthetic as I could, without missing the observations that I consider important. I probably will not lecture all I
Lecture Notes of Communication Network I
"... In this lecture note, the famous Little's Theorem is briefly reviewed. Little's Theorem expresses the natural idea that crowded systems are associate with long customer delays. Althrough the theorem itself is simple, it is very important due to its generality. It holds for almost every q ..."
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In this lecture note, the famous Little's Theorem is briefly reviewed. Little's Theorem expresses the natural idea that crowded systems are associate with long customer delays. Althrough the theorem itself is simple, it is very important due to its generality. It holds for almost every
A Complete Bibliography of Lecture Notes in Mathematics (1960–1969)
, 2014
"... Version 1.08 Title word cross-reference (Γ4 = 0) [Cer68g]. (Lp(G), Lq(G))(1 p, q 1) [Lar69f]. (ω1, ω) [Wei68]. 0 [Yor68d]. 1 [Cer68f, Ton65i]. 2 [Cer68f, Cer68f]. 21 [Lün69p]. 3 [Bar69a, Hes69, Lün65a]. 4 [Lün69m]. = [Dol66f]. [A,ΩX] [AC64d, AC67b]. ..."
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Version 1.08 Title word cross-reference (Γ4 = 0) [Cer68g]. (Lp(G), Lq(G))(1 p, q 1) [Lar69f]. (ω1, ω) [Wei68]. 0 [Yor68d]. 1 [Cer68f, Ton65i]. 2 [Cer68f, Cer68f]. 21 [Lün69p]. 3 [Bar69a, Hes69, Lün65a]. 4 [Lün69m]. = [Dol66f]. [A,ΩX] [AC64d, AC67b].
Classical and Quantum Chaos (Lecture Notes for 2002 Los Alamos Summer School)
, 2002
"... The first notion of chaos came at the end of the 19th century, when the question of the stability of the solar system was being addressed. This question was the subject of a contest in honor of King Oscar II of Norway and Sweden; the prize question was stated as [Moser78] For an arbitrary system of ..."
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to the concept of chaos, embodied in the now-famous remark... it may happen that small differences in the initial conditions produce very great ones in the final phenomena. A small error in the former will produce an enormous error in the latter. Prediction becomes impossible, and we have the fortuitous
NOTES ON QUASI-FREE ALGEBRAS
"... Abstract. These are the lecture notes from the course MATH 7350: Algebraic Differential Algebra given at Cornell in August-December 2009. The notes cover most of the content of the famous paper [CQ95a] of Cuntz and Quillen, which introduced the notion of a quasi-free algebra. The notes also include ..."
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Abstract. These are the lecture notes from the course MATH 7350: Algebraic Differential Algebra given at Cornell in August-December 2009. The notes cover most of the content of the famous paper [CQ95a] of Cuntz and Quillen, which introduced the notion of a quasi-free algebra. The notes also include
A Multi-modal Eliza Using Natural Language Processing and Emotion Recognition. Lecture notes in computer science
, 2003
"... Abstract. In the human machine interaction domain adaptive life-like agents are becoming a popular interface. In order to provide a natural conversation such agents should be able to display emotion and to recognize the user’s emotions. This paper describes a computer model for a multi-modal communi ..."
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Cited by 2 (0 self)
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-modal communication system based on the famous Eliza question-answering system. A human user can communicate with the developed system using typed natural language. The system will reply with text-prompts and appropriate facial-expressions. 1
Notes on the Boltzmann Equation
"... (Lecture notes for a summer course given at S.I.S.S.A., Trieste, 2005) We wish to describe the motion of a rarefied gas, consisting of a very large number of identical particles, moving in a three-dimensional space. For (t, x, ξ) ∈ [0, ∞ [ ×IR 3 × IR 3, we consider a function f(t, x, ξ) describing ..."
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(Lecture notes for a summer course given at S.I.S.S.A., Trieste, 2005) We wish to describe the motion of a rarefied gas, consisting of a very large number of identical particles, moving in a three-dimensional space. For (t, x, ξ) ∈ [0, ∞ [ ×IR 3 × IR 3, we consider a function f(t, x, ξ) describing
Notes on the Boltzmann Equation
"... (Lecture notes for a summer course given at S.I.S.S.A., Trieste, 2005) We wish to describe the motion of a rarefied gas, consisting of a very large number of identical particles, moving in a three-dimensional space. For (t, x, ξ) ∈ [0,∞[×IR3 × IR3, we consider a function f(t, x, ξ) describing the d ..."
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(Lecture notes for a summer course given at S.I.S.S.A., Trieste, 2005) We wish to describe the motion of a rarefied gas, consisting of a very large number of identical particles, moving in a three-dimensional space. For (t, x, ξ) ∈ [0,∞[×IR3 × IR3, we consider a function f(t, x, ξ) describing
Results 1 - 10
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57
