Discretely sampled signals and the rough Hoff process

Discretely sampled signals and the rough Hoff process

We introduce a canonical method for transforming a discrete sequential data set into an associated rough path made up of lead–lag increments. In particular, by sampling a -dimensional continuous semimartingale at a set of times , we construct a piecewise linear, axis-directed process comprised of...

書誌詳細
主要な著者:	Flint, G, Hambly, B, Lyons, T
フォーマット:	Journal article
出版事項:	Elsevier 2016

類似資料

Discrete approximations in stochastic rough path theory
著者:: Flint, G
出版事項: (2016)

Hoff Equation Stability on a Graph
著者:: P. O. Pivovarova, 等
出版事項: (2010-03-01)

Stereochemistry II : in memory of van't Hoff /
著者:: Gasteiger, J.
出版事項: (1974)

Stereochemistry I : in memory of van't Hoff /
著者:: Gasteiger, J.
出版事項: (1974)

Van't Hoff-Le Bel centennial /
著者:: Ramsay, O. Bertrand (Ogden Bertrand), 1932-
出版事項: (1975)

Otfried Höffe: Justice: Philosophical introduction
著者:: Jovanov Ilija
出版事項: (2014-01-01)

Dirk van der Hoff: Skeurmaker?
著者:: E. Oliver, 等
出版事項: (1990-01-01)

On Direct and Inverse Problems for the Hoff Equations on Graph
著者:: G. A. Sviridyuk, 等
出版事項: (2009-03-01)

Aerostuctures : selected papers of Nicholas J.Hoff /
著者:: Hoff, Nicholas J. (Nicholas John), 1906-, 等
出版事項: (1970)

Diagramas de Ellingham e de Van't Hoff: algumas considerações Ellingham and Van't Hoff diagrams: some considerations
著者:: José de Alencar Simoni, 等
出版事項: (2007-04-01)

Troca transcendental, justiça e direitos humanos em Otfried Höffe = Transcendental exchange, justice andhuman rights in Otfried Höffe
著者:: Santos, Robinson dos
出版事項: (2011-01-01)

¿Contingencia o justicia trascendental: Luhmann o Höffe?
著者:: Gonzalo Bustamante Kuschel
出版事項: (2018-11-01)

Een Herinnering aan Ds. Dirk van der Hoff
著者:: N. J. van Warmelo
出版事項: (1953-07-01)

David Hume and Otfried Höffe: Ideas about social justice
著者:: P A Borisova
出版事項: (2015-12-01)

Open brief aan Ds. D. van der Hoff
著者:: J. P. Jooste
出版事項: (1963-09-01)

Ds. Dirk van der Hoff en die Voortrekker-ideaal
著者:: S. P. Engelbrecht
出版事項: (1953-07-01)

Rondom die figuur van Ds. Dirk van der Hoff
著者:: A.D. Pont
出版事項: (1974-12-01)

GREGOR MARIA HOFF, Aporetische Theologie. Skizze eines Stils fundamentaler Theologie
著者:: José J. Alemany
出版事項: (2019-03-01)

Sources of Nonlinear van’t Hoff Temperature Dependence in High-Performance Liquid Chromatography
著者:: Maria Tanase, 等
出版事項: (2019-11-01)

Stoichiometry validation of supramolecular complexes with a hydrocarbon cage host by van ’t Hoff analyses
著者:: Toshiya M. Fukunaga, 等
出版事項: (2023-12-01)

Kategorische Rechtsprinzipien in Zeiten der Postmoderne. Interview mit Prof. Dr Otfried Höffe
著者:: Shaveko, N. A.
出版事項: (2018-01-01)

“Subterranean influence”: Debating the Life of Ursula Hoff, Art Historian. A review of Sheridan Palmer. Centre of the Periphery. Three European Art Historians in Melbourne and Colin Holden. The Outsider: A Portrait of Ursula Hoff.
著者:: Peter McNeil
出版事項: (2011-06-01)

El proyecto de una república mundial subsidiaria y federal en Otfried Höffe
著者:: Óscar Cubo
出版事項: (2017-04-01)

Correlation between Repeated Sprint Ability (RSA) and Hoff Test of High School Soccer Plyers
著者:: Se-Young Seon, 等
出版事項: (2022-08-01)

Agatha Hoff. <i>Burning Horses - A Hungarian Life Turned Upside Down</i>
著者:: Evi Blaikie
出版事項: (2016-01-01)

Numerical method for model-free pricing of exotic derivatives in discrete time using rough path signatures
著者:: Lyons, T, 等
出版事項: (2020)

Recovery of harmonic signal from discrete samples
著者:: Т. Бондаренко, 等
出版事項: (2021-05-01)

Performance evaluation of Modified Widrow-Hoff ADALINE under effect of photovoltaic with shunt active power filter
著者:: Mohd Zainuri, Muhammad Ammirrul Atiqi, 等
出版事項: (2016)

Nonlinear van’t Hoff Behavior in the Interaction of Two Water-Soluble Porphyrins with Bovine Serum Albumin (BSA)
著者:: Fabio C. Bezerra, 等
出版事項: (2024-11-01)

A troca transcendental: análise de um conceito central na teoria de Otfried Höffe
著者:: Kesselring, Thomas
出版事項: (2001-01-01)

Molluscicidal and Mosquitocidal Activities of the Essential oils of Thymus capitatus Hoff. et Link. and Marrubium vulgare L.
著者:: Maha M. Salama, 等
出版事項: (2012-10-01)

M. Hoff, Johanna Cornelia Ziesenis-Wattier (1762-1827). 'De grootste actrice van Europa'
著者:: H. Gras
出版事項: (1998-01-01)

M. Hoff, Johanna Cornelia Ziesenis-Wattier (1762-1827). 'De grootste actrice van Europa'
著者:: H. Gras
出版事項: (1998-01-01)

M. Hoff, Johanna Cornelia Ziesenis-Wattier (1762-1827). 'De grootste actrice van Europa'
著者:: H. Gras
出版事項: (1998-01-01)

M. Hoff, Johanna Cornelia Ziesenis-Wattier (1762-1827). 'De grootste actrice van Europa'
著者:: H. Gras
出版事項: (1998-01-01)

Extending the Wong-Zakai theorem to reversible Markov processes
著者:: Bass, R, 等
出版事項: (2002)

Heat kernel estimates for symmetric random walks on a class of fractal graphs and stability under rough isometries,
著者:: Hambly, B, 等
出版事項: (2003)

Heat kernel estimates for symmetric random walks on a class of fractal graphs and stability under rough isometrics
著者:: Hambly, B, 等
出版事項: (2004)

Discrete time signal processing /
著者:: Oppenheim, Alan V., 1937-, 等
出版事項: (1999)

Discrete-Time Signal Processing /
著者:: Oppenheim, Alan V., author 379817, 等
出版事項: (2010)