Blar i Department of Mathematics på emneord "Diffusion"
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Likelihood Estimation of Jump-Diffusions. Extensions from Diffusions to Jump-Diffusions, Implementation with Automatic Differentiation, and Applications
(Master thesis, 2016-06-02)This thesis considers the problem of likelihood- based parameter estimation for time-homogeneous jump-diffusion processes. The problem is that there often is no analytic solution to the stochastic differential equations ... -
On Semi-implicit Splitting Schemes for the Beltrami Color Image Filtering
(Peer reviewed; Journal article, 2011)The Beltrami flow is an efficient nonlinear filter, that was shown to be effective for color image processing. The corresponding anisotropic diffusion operator strongly couples the spectral components. Usually, this flow ...