Concept

Itô calculus

Related publications (54)

Manufacturing-Enabled Tunability of Linear and Nonlinear Epsilon-Near-Zero Properties in Indium Tin Oxide Nanofilms

Epsilon-near-zero (ENZ) materialshave attracted great interestdue to their exotic linear and nonlinear responses, which makes itsignificant to tune ENZ wavelengths for wavelength-dependent applications.However, studies to achieve tunability in a wide spect ...

AMER CHEMICAL SOC2023

Fluctuation estimates for the multi-cell formula in stochastic homogenization of partitions

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In this paper we derive quantitative estimates in the context of stochastic homogenization for integral functionals defined on finite partitions, where the random surface integrand is assumed to be stationary. Requiring the integrand to satisfy in addition ...

2022

A driven tagged particle in asymmetric exclusion processes

Zhe Wang

We consider the asymmetric exclusion process with a driven tagged particle on Z which has different jump rates from other particles. When the non-tagged particles have non-nearest-neighbor jump rates , we show that the tagged particle can have a speed whic ...

INST MATHEMATICAL STATISTICS-IMS2022

Essays in Empirical Asset Pricing

Alexis Arilès Marchal

This thesis consists of three applications of machine learning techniques to empirical asset pricing.In the first part, which is co-authored work with Oksana Bashchenko, we develop a new method that detects jumps nonparametrically in financial time series ...

EPFL2022

A Characterisation Of The Continuum Gaussian Free Field In Arbitrary Dimensions

Juhan Aru

We prove that under certain mild moment and continuity assumptions, the d-dimensional continuum Gaussian free field is the only stochastic process satisfying the usual domain Markov property and a scaling assumption. Our proof is based on a decomposition o ...

ECOLE POLYTECHNIQUE2022

Asymptotic symmetry and asymptotic solutions to Ito stochastic differential equations

Francesco Spadaro

We consider several aspects of conjugating symmetry methods, including the method of invariants, with an asymptotic approach. In particular we consider how to extend to the stochastic setting several ideas which are well established in the deterministic on ...

AMER INST MATHEMATICAL SCIENCES-AIMS2021

Sifting through the Noise: Universal First-Order Methods for Stochastic Variational Inequalities

Volkan Cevher, Kimon Antonakopoulos, Thomas Michaelsen Pethick, Ali Kavis

We examine a flexible algorithmic framework for solving monotone variational inequalities in the presence of randomness and uncertainty. The proposed template encompasses a wide range of popular first-order methods, including dual averaging, dual extrapola ...

2021

Simulated Half-Fourier Acquisitions Single-shot Turbo Spin Echo (HASTE) of the Fetal Brain: Application to Super-Resolution Reconstruction

Meritxell Bach Cuadra, Tobias Kober, Tom Hilbert, Thomas Yu, Sébastien Tourbier, Reto Meuli, Patric Hagmann, Hamza Kebiri

Accurate characterization of in utero human brain maturation is critical as it involves complex interconnected structural and functional processes that may influence health later in life. Magnetic resonance imaging is a powerful tool complementary to the u ...

SPRINGER INTERNATIONAL PUBLISHING AG2021

Normal approximation of the solution to the stochastic heat equation with Levy noise

Carsten Hao Ye Chong

Given a sequence L & x2d9;epsilon of Levy noises, we derive necessary and sufficient conditions in terms of their variances sigma 2(epsilon) such that the solution to the stochastic heat equation with noise sigma(epsilon)-1L & x2d9;epsilon converges in law ...

SPRINGER2020

The n-term Approximation of Periodic Generalized Levy Processes

Michaël Unser, Julien René Pierre Fageot, John Paul Ward

In this paper, we study the compressibility of random processes and fields, called generalized Levy processes, that are solutions of stochastic differential equations driven by d-dimensional periodic Levy white noises. Our results are based on the estimati ...

SPRINGER/PLENUM PUBLISHERS2020

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