The TASC framework provides temporal refinement of data segmentation and clustering, with an emphasis on temporal continuity and variability of behavior motifs. The prerequisites for applying TASC are: (1) an embedding method, denoted as FE, and (2) a cluster assignment method, denoted as FC. As...
While the assumption on second countability of the underlying metric space is crucial in order to have a suitable measure at hand, local compactness can be removed by using a weaker (but in the smooth case equivalent) notion of causal continuity. Our third result characterizes globally hyperbolic ...
We consider an expected utility maximization problem where the utility function is not necessarily concave and the time horizon is uncertain. We establish a necessary and sufficient condition for the optimality for general non-concave utility function in a complete financial market. We show that the ...
These prior works typically consider asymptotic convergence and make assumptions such as continuity of adversarial signals, the existence of a dwell time between switching instances for the system dynamics, or the existence of trusted agents that do not misbehave. In this paper, we expand the study...
Strong convergenceSuper-linear coefficientsTime-changed stochastic differential equationsThe truncated Euler-Maruyama (EM) method is proposed to approximate a class of non-autonomous stochastic differential equations (SDEs) with the Hlder continuity in the temporal variable and the super-linear growth in ...
By doing this projecting, the differential equation for density ( continuity ) is replaced by an algebraic relation. Physically, this algebraic relation describes the condition for which the fast time scales are suppressed. As it acts as a constraint, and it exists in a lower dimensional space,...
Analyses and Applications of the Peaceman--Rachford and Douglas--Rachford Splitting Schemes In contrast to previous convergence order analyses we do not assume Lipschitz continuity of the nonlinear operator.In the context of linear, dissipative evolution equations we consider full space-time discretizations...
Our analysis alsoyields results that are of independent interest such as continuity propertiesand consistency of estimators for risk measures, or a Skorohod representationtheorem for {psi}-weak convergence.doi:10.48550/arXiv.1204.2458... V Krätschmer,A Schied,H Zähle - 《Moneyscience》 被引量...
Using the Lipschitz continuity of the function F, we conclude the proof of Theorem 6 from the local to the global errors by the standard argument of Lady Windermere’s fan [9, Section II.3]. 6 Numerical experiments In this section we show results of various numerical experiments. The comput...
The symmetric extension, as a general extension mode60, is selected to ensure continuity at the boundary of the signal. In this way, the length of the WTCs over L-level DWT in a convolution-based algorithm can be inferred through the following equations: $${h}_{0}=\left\lfloor \frac{...