Zobrazeno 1 - 2
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pro vyhledávání: '"Hern��ndez, Camilo"'
Autor:
Hern��ndez, Camilo
Publikováno v:
Stochastic Processes and their Applications. 162:249-298
This paper investigates multidimensional extended type-I BSVIEs and infinite families of BSDEs in the case of quadratic generators. We establish existence and uniqueness results in the case of fully quadratic as well as Lipschitz-quadratic quadratic
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::d726539ed678a0718e486b9eeea0deee
https://doi.org/10.1016/j.spa.2023.05.001
https://doi.org/10.1016/j.spa.2023.05.001
We propose convex optimization algorithms to recover a good approximation of a point measure $\mu$ on the unit sphere $S\subseteq \mathbb{R}^n$ from its moments with respect to a set of real-valued functions $f_1,\dots, f_m$. Given a finite subset $C
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::592ffbfe2f847f8424bdb34e794393d2
http://arxiv.org/abs/1710.09496
http://arxiv.org/abs/1710.09496
