## Found 482 Documents (Results 1–100)

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MSC:  62-XX
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### Quadratic variation along refining partitions: constructions and examples. (English)Zbl 07503689

MSC:  60G17 26A45
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### Parameter estimation for discretely sampled stochastic heat equation driven by space-only noise. (English)Zbl 1486.60075

MSC:  60H15 60H07 62M99
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### A class of singular diffusion equations based on the convex-nonconvex variation model for noise removal. (English)Zbl 1486.94012

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Mahanthesh, B. (ed.), Mathematical fluid mechanics. Advances in convective instabilities and incompressible fluid flow. Berlin: De Gruyter. De Gruyter Ser. Appl. Math. Eng. Inf. Sci. 7, 13-53 (2021).
MSC:  76T20 76M20 80A21
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### Smoothness estimation of nonstationary Gaussian random fields from irregularly spaced data observed along a curve. (English)Zbl 07471524

MSC:  62M30 62F12
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### A Gladyshev theorem for trifractional Brownian motion and $$n$$-th order fractional Brownian motion. (English)Zbl 1481.60080

MSC:  60G22 60G15 60G17
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### Detecting factors of quadratic variation in the presence of market microstructure noise. (English)Zbl 1477.62297

MSC:  62P05 62M07 62M10
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### Lectures on variational analysis. (English)Zbl 07384453

Applied Mathematical Sciences 205. Cham: Springer (ISBN 978-3-030-79910-6/hbk; 978-3-030-79911-3/ebook). xii, 219 p. (2021).
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### Quadratic Euclidean 1-mean and 1-median 2-clustering problem with constraints on the size of the clusters: complexity and approximability. (English. Russian original)Zbl 07377486

Proc. Steklov Inst. Math. 313, Suppl. 1, S117-S124 (2021); translation from Tr. Inst. Mat. Mekh. (Ekaterinburg) 25, No. 4, 69-78 (2019).
MSC:  68W25
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### Volatility estimation of general Gaussian Ornstein-Uhlenbeck process. (English)Zbl 1460.60023

MSC:  60G15 91G80
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### Polynomial-time approximation scheme for a problem of searching for the largest subset with the constraint on quadratic variation. (English)Zbl 07250774

Sergeyev, Yaroslav D. (ed.) et al., Numerical computations: theory and algorithms. Third international conference, NUMTA 2019, Crotone, Italy, June 15–21, 2019. Revised selected papers. Part II. Cham: Springer. Lect. Notes Comput. Sci. 11974, 400-405 (2020).
MSC:  65-XX
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### 2-approximation polynomial-time algorithm for a cardinality-weighted 2-partitioning problem of a sequence. (English)Zbl 07250772

Sergeyev, Yaroslav D. (ed.) et al., Numerical computations: theory and algorithms. Third international conference, NUMTA 2019, Crotone, Italy, June 15–21, 2019. Revised selected papers. Part II. Cham: Springer. Lect. Notes Comput. Sci. 11974, 386-393 (2020).
MSC:  65-XX
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### Testing for jump spillovers without testing for jumps. (English)Zbl 1441.62262

MSC:  62P05 62G10 91G70
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### CLT for quadratic variation of Gaussian processes and its application to the estimation of the Orey index. (English)Zbl 1450.60017

MSC:  60F05 60G15
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### Asymptotic expansion of the quadratic variation of a mixed fractional Brownian motion. (English)Zbl 1450.62042

MSC:  62G20 62M10 60G22
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### Hurst index estimation in stochastic differential equations driven by fractional Brownian motion. (English)Zbl 1464.60032

MSC:  60G15 60H05 60G18
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### Volatility estimation in fractional Ornstein-Uhlenbeck models. (English)Zbl 1437.60023

MSC:  60G22 62M05
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### Exact algorithms for two integer-valued problems of searching for the largest subset and longest subsequence. (English)Zbl 1431.90132

MSC:  90C27 68Q25 68T05
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### Extended Black and Scholes model under bankruptcy risk. (English)Zbl 1427.91275

MSC:  91G20 62P05
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### Quadratic variation of a càdlàg semimartingale as a.s. Limit of the normalized truncated variations. (English)Zbl 07553378

MSC:  60G48 60H05
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### NP-hardness of some max-min clustering problems. (English)Zbl 1468.90110

Evtushenko, Yury (ed.) et al., Optimization and applications. 9th international conference, OPTIMA 2018, Petrovac, Montenegro, October 1–5, 2018. Revised selected papers. Cham: Springer. Commun. Comput. Inf. Sci. 974, 144-154 (2019).
MSC:  90C27 90C60
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### Pointwise properties of martingales with values in Banach function spaces. (English)Zbl 1443.60043

Gozlan, Nathael (ed.) et al., High dimensional probability VIII. The Oaxaca volume. Selected papers based on the presentations at the 8th conference on high-dimensional probability, HDP VIII, Casa Matemática Oaxaca (CMO), Mexico, May 28 – June 2, 2017. Cham: Birkhäuser. Prog. Probab. 74, 321-340 (2019).
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### A PTAS for one Cardinality-Weighted 2-Clustering problem. (English)Zbl 1444.90102

Khachay, Michael (ed.) et al., Mathematical optimization theory and operations research. 18th international conference, MOTOR 2019, Ekaterinburg, Russia, July 8–12, 2019. Proceedings. Cham: Springer. Lect. Notes Comput. Sci. 11548, 581-592 (2019).
MSC:  90C27 90C59 90C60
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### On the distribution and $$q$$-variation of the solution to the heat equation with fractional Laplacian. (English)Zbl 1447.60065

MSC:  60G15 60H05 60G18
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### Mean-quadratic variation portfolio optimization: a desirable alternative to time-consistent mean-variance optimization? (English)Zbl 1427.91262

MSC:  91G10 93E20
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### Asymptotic expansion for vector-valued sequences of random variables with focus on Wiener chaos. (English)Zbl 1429.60054

MSC:  60H07 60F05 60G22
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### Diffusion parameter estimation for the homogenized equation. (English)Zbl 1428.62376

MSC:  62M05 60H10 74Q99
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### Variational properties of quadratic curvature functionals. (English)Zbl 1427.58006

Reviewer: Yong Wei (Act)
MSC:  58E11 53C24 58D17
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MSC:  91G20
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### On a measure of noncompactness in the space of regulated functions and its applications. (English)Zbl 1461.26003

MSC:  26A45 47H08
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MSC:  94A08
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### A general class of multifractional processes and stock price informativeness. (English)Zbl 1416.62473

MSC:  62M09 62F12 62P05
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### Nonlinear filtering and information geometry: a Hilbert manifold approach. (English)Zbl 1414.62032

Ay, Nihat (ed.) et al., Information geometry and its applications. On the occasion of Shun-ichi Amari’s 80th birthday, IGAIA IV, Liblice, Czech Republic, June 12–17, 2016. Proceedings of the 4th international conference. Cham: Springer. Springer Proc. Math. Stat. 252, 189-208 (2018).
MSC:  62B10 62M20 58B25
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### On pathwise quadratic variation for càdlàg functions. (English)Zbl 1406.60082

MSC:  60H05 26B35
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### Convergence in total variation to a mixture of Gaussian laws. (English)Zbl 1404.60008

MSC:  60B10 60F05
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### A superhedging approach to stochastic integration. (English)Zbl 1417.60045

MSC:  60H05 91G80
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### Correlation structure, quadratic variations and parameter estimation for the solution to the wave equation with fractional noise. (English)Zbl 1402.60043

MSC:  60G15 60H05 60G18
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### Large deviations of the threshold estimator of integrated (co-)volatility vector in the presence of jumps. (English)Zbl 1404.60038

MSC:  60F10 62J05 60J05
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### On the quadratic variation of the model-free price paths with jumps. (English)Zbl 1414.60039

MSC:  60H05 60G40 91G80
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### Divided differences, square functions, and a law of the iterated logarithm. (English)Zbl 1408.26004

MSC:  26A24 26A27 60G46
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### Matrix normalised stochastic compactness for a Lévy process at zero. (English)Zbl 1395.60053

MSC:  60G51 60F05
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### Total variation superiorized conjugate gradient method for image reconstruction. (English)Zbl 1430.94040

Inverse Probl. 34, No. 3, Article ID 034001, 26 p. (2018); erratum ibid. 36, No. 8, Article ID 089601, 2 p. (2020).
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### An application of quadratic measure filters to the segmentation of chorio-retinal OCT data. (English)Zbl 1384.94010

MSC:  94A08 92C55
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### Central limit theorems and parameter estimation associated with a weighted-fractional Brownian motion. (English)Zbl 1374.60066

MSC:  60G15 60J55 60H05
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### A central limit theorem associated with sub-fractional Brownian motion and an application. (Chinese. English summary)Zbl 07494578

MSC:  60F05 60G22
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### Fraction-order total variation blind image restoration based on L1-norm. (English)Zbl 1480.94014

MSC:  94A08 26A33 65K10
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### Mixed bifractional Brownian motion: definition and preliminary results. (English)Zbl 1438.60053

MSC:  60G22 60G15
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### Constructing buildings and harmonic maps. (English)Zbl 1391.32017

Auroux, Denis (ed.) et al., Algebra, geometry, and physics in the 21st century. Kontsevich Festschrift. Basel: Birkhäuser/Springer (ISBN 978-3-319-59938-0/hbk; 978-3-319-59939-7/ebook). Progress in Mathematics 324, 203-260 (2017).
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### Estimating the quadratic variation spectrum of noisy asset prices using generalized flat-top realized kernels. (English)Zbl 1396.62248

MSC:  62P05 62M15 62G07
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### Minimal surfaces and the Bernstein theorem. (English)Zbl 1371.53007

Bullett, Shaun (ed.) et al., Geometry in advanced pure mathematics. Hackensack, NJ: World Scientific (ISBN 978-1-78634-106-8/hbk; 978-1-78634-109-9/ebook). LTCC Advanced Mathematics Series 4, 167-191 (2017).
MSC:  53A10 53-02
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### Pathwise integration with respect to paths of finite quadratic variation. (Intégration trajectorielle par rapport à des trajectoires de variation quadratique finie.) (English. French summary)Zbl 1365.60056

MSC:  60H05 26B15 26A42
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### A note on central limit theorems for quadratic variation in case of endogenous observation times. (English)Zbl 1361.60019

MSC:  60F05 60G51 62M09
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### The quadratic variation of continuous time stochastic processes in vector lattices. (English)Zbl 1376.60058

MSC:  60G17 60G44 60G40
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### Ergodicity of stochastic smoking model and parameter estimation. (English)Zbl 1419.37006

MSC:  37A25 37H10
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### Purely pathwise probability-free Itô integral. (English)Zbl 1373.60095

MSC:  60H05 60G17
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### On generalized Feynman-Kac transformation for Markov processes associated with semi-Dirichlet forms. (English)Zbl 1374.60147

MSC:  60J55 60J35
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### Frequency-independent approach to calculate physical optics radiations with the quadratic concave phase variations. (English)Zbl 1360.78008

MSC:  78A10 78M25
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### A Markov chain estimator of multivariate volatility from high frequency data. (English)Zbl 1359.62344

Podolskij, Mark (ed.) et al., The fascination of probability, statistics and their applications. In honour of Ole E. Barndorff-Nielsen. Cham: Springer (ISBN 978-3-319-25824-9/hbk; 978-3-319-25826-3/ebook). 361-394 (2016).
MSC:  62M05 60J22 62P05
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### Efficient estimation of integrated volatility in presence of infinite variation jumps with multiple activity indices. (English)Zbl 1354.60019

Podolskij, Mark (ed.) et al., The fascination of probability, statistics and their applications. In honour of Ole E. Barndorff-Nielsen. Cham: Springer (ISBN 978-3-319-25824-9/hbk; 978-3-319-25826-3/ebook). 317-341 (2016).
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### A simple proof of Berry-Esséen bounds for the quadratic variation of the subfractional Brownian motion. (English. French summary)Zbl 1376.60059

MSC:  60G22 60H07
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