Concept

Lévy process

Related publications (89)

On the Connection between the Hamilton-Jacobi-Bellman and the Fokker-Planck Control Frameworks

In the framework of stochastic processes, the connection between the dynamic programming scheme given by the Hamilton-Jacobi-Bellman equation and a recently proposed control approach based on the Fokker-Planck equation is discussed. Under appropriate assum ...

2014

MMSE Estimation of Sparse Levy Processes

Michaël Unser, Arash Amini, Ulugbek Kamilov, Pedram Pad

We investigate a stochastic signal-processing framework for signals with sparse derivatives, where the samples of a Levy process are corrupted by noise. The proposed signal model covers the well-known Brownian motion and piecewise-constant Poisson process; ...

Ieee-Inst Electrical Electronics Engineers Inc2013

Back to the Future: Fault-tolerant Live Update with Time-traveling State Transfer

Calin Iorgulescu

Live update is a promising solution to bridge the need to frequently update a software system with the pressing demand for high availability in mission-critical environments. While many research solutions have been proposed over the years, systems that all ...

The USENIX Association2013

Is Y-2(B12H12)(3) the main intermediate in the decomposition process of Y(BH4)(3)?

Dodecaborates, i.e. the [B12H12]2- containing species, are often observed as main intermediates in the hydrogen sorption cycle of metal borohydrides, hindering rehydrogenation. In the decomposition process of Y(BH4)3, yttrium octahydrotriborate, i.e. Y(B3H ...

2013

Lévy walk description of suprathermal ion transport

Paolo Ricci, Kyle Gustafson

Transport of suprathermal ions is examined from the Levy walk perspective in a simple magnetized toroidal plasma. Depending on their energy, these suprathermal ions exhibit superdiffusive, diffusive, or subdiffusive dispersion as a result of the complex in ...

American Institute of Physics2012

MMSE Denoising of Sparse Lévy Processes via Message Passing

Michaël Unser, Azin Amini, Ulugbek Kamilov

Many recent algorithms for sparse signal recovery can be interpreted as maximum-a-posteriori (MAP) estimators relying on some specific priors. From this Bayesian perspective, state-of-the-art methods based on discrete-gradient regularizers, such as total- ...

IEEE2012

Mmse Denoising Of Sparse Levy Processes Via Message Passing

Michaël Unser, Arash Amini, Ulugbek Kamilov

Ieee2012

Bayesian Denoising Of Generalized Poisson Processes With Finite Rate Of Innovation

Michaël Unser, Arash Amini, Ulugbek Kamilov

We investigate the problem of the optimal reconstruction of a generalized Poisson process from its noisy samples. The process is known to have a finite rate of innovation since it is generated by a random stream of Diracs with a finite average number of im ...

Ieee2012

Bayesian Denoising of Generalized Poisson Processes with Finite Rate of Innovation

Michaël Unser, Azin Amini, Ulugbek Kamilov

IEEE2012

FORWARD BROWNIAN MOTION

We consider processes which have the distribution of standard Brownian motion (in the forward direction of time) starting from random points on the trajectory which accumulate at -∞ 1. We show that these processes do not have to have the distribution of st ...

2012

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