On recovering parabolic diffusions from their time-averages
The paper study a possibility to recover a parabolic diffusion from its time-average when the values at the initial time are unknown. This problem can be reformulated as a new boundary value problem where a Cauchy condition is replaced by a prescribed time-average of the solution. It is shown that t...
| Main Author: | Dokuchaev, Nikolai |
|---|---|
| Format: | Journal Article |
| Published: |
Springer Nature
2019
|
| Online Access: | http://hdl.handle.net/20.500.11937/75202 |
Similar Items
Parabolic Ito equations with mixed in time conditions
by: Dokuchaev, Nikolai
Published: (2011)
by: Dokuchaev, Nikolai
Published: (2011)
Universal estimate of the gradient for parabolic equations
by: Dokuchaev, Nikolai
Published: (2008)
by: Dokuchaev, Nikolai
Published: (2008)
Weighted in time energy estimates for parabolic equations with applications to non-linear and non-local problems
by: Dokuchaev, Nikolai
Published: (2012)
by: Dokuchaev, Nikolai
Published: (2012)
On exact and optimal recovering of missing values for sequences
by: Dokuchaev, Nikolai
Published: (2017)
by: Dokuchaev, Nikolai
Published: (2017)
Parabolic equations with the second-order Cauchy conditions on the boundary
by: Dokuchaev, Nikolai
Published: (2007)
by: Dokuchaev, Nikolai
Published: (2007)
Backward parabolic Ito equations and second fundamental inequality
by: Dokuchaev, Nikolai
Published: (2012)
by: Dokuchaev, Nikolai
Published: (2012)
Duality and semi-group property for backward parabolic Ito equations.
by: Dokuchaev, Nikolai
Published: (2010)
by: Dokuchaev, Nikolai
Published: (2010)
Optimal solution of investment problems via linear parabolic equations generated by Kalman filter
by: Dokuchaev, Nikolai
Published: (2005)
by: Dokuchaev, Nikolai
Published: (2005)
A pathwise inference method for the parameters of diffusion terms
by: Dokuchaev, Nikolai
Published: (2018)
by: Dokuchaev, Nikolai
Published: (2018)
On differentiation of functionals containing the first exit of a diffusion process from a domain
by: Gusev, S., et al.
Published: (2015)
by: Gusev, S., et al.
Published: (2015)
Pathwise estimation and inference for diffusion market models
by: Dokuchaev, Nikolai, et al.
Published: (2018)
by: Dokuchaev, Nikolai, et al.
Published: (2018)
Volatility estimation from short time series of stock prices
by: Dokuchaev, Nikolai
Published: (2013)
by: Dokuchaev, Nikolai
Published: (2013)
Finite time blow-up for a class of parabolic or pseudo-parabolic equations
by: Sun, F., et al.
Published: (2018)
by: Sun, F., et al.
Published: (2018)
On detecting the dependence of time series
by: Dokuchaev, Nikolai
Published: (2012)
by: Dokuchaev, Nikolai
Published: (2012)
On the dependence of the first exit times on the fluctuations of the domain boundary
by: Dokuchaev, Nikolai
Published: (2015)
by: Dokuchaev, Nikolai
Published: (2015)
On predictors for band-limited and high-frequency time series
by: Dokuchaev, Nikolai
Published: (2012)
by: Dokuchaev, Nikolai
Published: (2012)
Representation of functionals of Ito processes and their first exit times
by: Dokuchaev, Nikolai
Published: (2011)
by: Dokuchaev, Nikolai
Published: (2011)
Predictors for discrete time processes with energy decay on higher frequencies
by: Dokuchaev, Nikolai
Published: (2012)
by: Dokuchaev, Nikolai
Published: (2012)
Estimates for first exit times of non-Markovian Ito processes
by: Dokuchaev, Nikolai
Published: (2008)
by: Dokuchaev, Nikolai
Published: (2008)
Mutual fund theorem for continuous time markets with random coefficients
by: Dokuchaev, Nikolai
Published: (2013)
by: Dokuchaev, Nikolai
Published: (2013)
Discrete time market with serial correlations and optimal myopic strategies.
by: Dokuchaev, Nikolai
Published: (2007)
by: Dokuchaev, Nikolai
Published: (2007)
Forecasting for discrete time processes based on causal band-limited approximation
by: Dokuchaev, Nikolai
Published: (2013)
by: Dokuchaev, Nikolai
Published: (2013)
Optimal energy storing and selling in continuous time stochastic multi-battery setting
by: Dokuchaev, Nikolai
Published: (2015)
by: Dokuchaev, Nikolai
Published: (2015)
Mean-reverting discrete time market models: Speculative opportunities and absence of arbitrage
by: Dokuchaev, Nikolai
Published: (2012)
by: Dokuchaev, Nikolai
Published: (2012)
Optimality of myopic strategies for multi-stock discrete time market with management costs
by: Dokuchaev, Nikolai
Published: (2010)
by: Dokuchaev, Nikolai
Published: (2010)
A closed equation in time domain for band-limited extensions of one-sided sequences
by: Dokuchaev, Nikolai
Published: (2018)
by: Dokuchaev, Nikolai
Published: (2018)
Mean variance and goal achieving portfolio for discrete-time market with currently observable source of correlations
by: Dokuchaev, Nikolai
Published: (2010)
by: Dokuchaev, Nikolai
Published: (2010)
Parabolic diffusion model for image denoising in detecting weld flaws / Suhaila Abd Halim
by: Abd Halim, Suhaila
Published: (2018)
by: Abd Halim, Suhaila
Published: (2018)
Parabolic diffusion model for image denoising in detecting weld flaws / Suhaila Abd Halim
by: Abd Halim, Suhaila
Published: (2017)
by: Abd Halim, Suhaila
Published: (2017)
On asymptotic optimality of Merton's myopic portfolio strategies under time discretization
by: Rodkina, A., et al.
Published: (2015)
by: Rodkina, A., et al.
Published: (2015)
Optimal gradual liquidation of equity from a risky asset
by: Dokuchaev, Nikolai
Published: (2010)
by: Dokuchaev, Nikolai
Published: (2010)
Recovering energy from power plants
by: Research, SEA
Published: (2016)
by: Research, SEA
Published: (2016)
Tiger recovering from shotgun wounds
by: New Straits Times
Published: (2021)
by: New Straits Times
Published: (2021)
On limit periodicity of discrete time stochastic processes
by: Rodkina, A., et al.
Published: (2014)
by: Rodkina, A., et al.
Published: (2014)
Improvement design of parabolic trough
by: Ihsan, Sany Izan, et al.
Published: (2017)
by: Ihsan, Sany Izan, et al.
Published: (2017)
Parallel-in-space-time, adaptive finite element framework for non-linear parabolic equations
by: Dyja, Robert, et al.
Published: (2018)
by: Dyja, Robert, et al.
Published: (2018)
Help of recovered patients vital
by: Lai, Allison, et al.
Published: (2020)
by: Lai, Allison, et al.
Published: (2020)
On degenerate backward SPDEs in bounded domains under non-local conditions
by: Dokuchaev, Nikolai
Published: (2018)
by: Dokuchaev, Nikolai
Published: (2018)
Causal band-limitness and predictability criterions for one-sided sequences
by: Dokuchaev, Nikolai
Published: (2014)
by: Dokuchaev, Nikolai
Published: (2014)
On causal extrapolation of sequences with applications to forecasting
by: Dokuchaev, Nikolai
Published: (2018)
by: Dokuchaev, Nikolai
Published: (2018)
Similar Items
-
Parabolic Ito equations with mixed in time conditions
by: Dokuchaev, Nikolai
Published: (2011) -
Universal estimate of the gradient for parabolic equations
by: Dokuchaev, Nikolai
Published: (2008) -
Weighted in time energy estimates for parabolic equations with applications to non-linear and non-local problems
by: Dokuchaev, Nikolai
Published: (2012) -
On exact and optimal recovering of missing values for sequences
by: Dokuchaev, Nikolai
Published: (2017) -
Parabolic equations with the second-order Cauchy conditions on the boundary
by: Dokuchaev, Nikolai
Published: (2007)