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Related publications (53)

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Quadratic Term Structure Models for Risk-Free and Defaultable Rates

Damir Filipovic

In this paper, quadratic term structure models (QTSMs) are analyzed and characterized in a general Markovian setting. The primary motivation for this work is to find a useful extension of the traditional QTSM, which is based on an Ornstein{Uhlenbeck (OU) s ...

Wiley-Blackwell2004

An Implicit Motion Likelihood for Tracking with Particle Filters

Daniel Gatica-Perez, Jean-Marc Odobez, Silèye Oumar Ba

Particle filters are now established as the most popular method for visual tracking. Within this framework, it is generally assumed that the data are temporally independent given the sequence of object states. In this paper, we argue that in general the da ...

IDIAP2003

An Implicit Motion Likelihood for Tracking with Particle Filters

Daniel Gatica-Perez, Jean-Marc Odobez, Silèye Oumar Ba

Springer Verlag2003

AOP: Does it Make Sense ? The Case of Concurrency and Failures

Rachid Guerraoui, Jörg Kienzle

Concurrency and failures are fundamental problems in distributed computing. One likes to think that the mechanisms needed to address these problems can be separated from the rest of the distributed application: in modern words, these mechanisms could be as ...

2002

AOP - Does It Make Sense? The Case of Concurrency and Failures

Rachid Guerraoui, Jörg Kienzle

Springer Verlag2002

Flexibler Subtyping Relations for Component-Oriented Formalisms

In the first part of this paper we present a new general component-oriented formalism, which has, among others, the following features: Concurrency, atomicity, synchronization between and inside components, and modularity. We give the inference rules which ...

2002

Flexible Subtyping Relations for Component-Oriented Formalisms

2002

Inline conversion monitoring in MMA high solid content polymerization process

Thierry Meyer, Frédéric Lavanchy

Inline conversion measurements in chem. reactions are in general and esp. in polymn. reactions necessary for process monitoring and control. For polymn. monitoring, the sound propagation (UPV) can be related to the texture of the bulk with a high accuracy. ...

2001

Insight into gallium behavior in aluminum grain boundaries from calculation on Sigma=11 (113) boundary

Nicola Marzari

Gallium impurities affect the atomic processes and material properties of aluminum metal to a high degree. Various ab initio calculations have been performed on a Sigma = 11 (113) symmetric tilt boundary in aluminum with and without some gallium substituti ...

2000

Dependence Structure of Uniform Spacings

Eva Maria Restle

This note derives a general, exact formula for the covariance of products of the spacings of a uniform sample in order to determine their order of magnitude. It compares the results with an estimation of the order obtained by applying the Cauchy--Schwarz i ...

1999