The problem of nding adapted solutions to systems of coupled linear forward-backward stochastic dierential equations (FBSDEs, for short) is investigated. A necessary condition of solvability leads to a reduction of general linear FBSDEs to a special one. By some ideas from controllability in control theory, using some functional analysis, we obtain a necessary and sucient condition for the solv...

background: identification of disease risk factors can help in the prevention of diseases. in assessing the predictive value of continuous variables, a routine procedure is to categorize the factors. this yield to inability to detect non‑linear relationship, if exist. multivariate fractional polynomial (mfp) modeling is a flexible method to reveal non‑linear associations. we aim to demonstrate ...

In this paper we introduce a new compressed representation for multiresolution models (MRM) of triangulated surfaces of 3D-objects. Associated with the representation we present compression and decompression algorithms. Our representation allows us to extract the surface at variable resolution in time linear in the output size. It applies to MRMs generated by di erent simpli cation algorithms l...

A new data structure called DDD Data Decision Diagram for the fully symbolic model checking of real time software systems is proposed DDD is a BDD like data structure for the encoding of regions Unlike DBM which records di erences between pairs of clock readings DDD only uses one auxiliary binary variable for each clock Thus the number of variables used in DDD is always linear to the number of ...

We show that recent data from HERA on the proton structure function F2 at small x and large Q 2 provide a direct confirmation of the double asymptotic scaling prediction of perturbative QCD. A linear rise of lnF2 with the scaling variable σ is observed throughout the kinematic region probed at HERA, and the measured slope is in excellent agreement with the QCD prediction. This provides a direct...

The provisioning of end-to-end services in the presence of trac aggregation is evaluated in the framework of the Di€erentiated Services (di€serv) QoS architecture. The e€ect of stream multiplexing on delay and jitter-sensitive trac is analyzed through an experimental approach. Aggregation is evaluated in three di€erent scenarios: with di€erent aggregate trac loads, with a variable number of ...

The single index model is a generalization of the linear regression model with E yjx g x where g is an unknown function The model provides a exible alternative to the linear regression model while providing more structure than a fully nonparametric approach Although the tting of single index models does not require distributional assumptions on the error term the properties of the estimates dep...

The linear and nonlinear scale spaces are generalized in the complex domain, by combining the di usion equation with the simpli ed Schr odinger equation. A fundamental solution for the linear case is developed. Preliminary analysis of the complex di usion shows that the generalized di usion has properties of both forward and inverse di usion. An important observation, supported theoretically a...

We present an explicit fourth-order compact ®nite di€erence scheme for approximating the three-dimensional (3D) convection±di€usion equation with variable coecients. This 19-point formula is de®ned on a uniform cubic grid. Fourier smoothing analysis is performed to show that the smoothing factor of certain relaxation techniques used with the scheme is smaller than 1. We design a parallelizatio...

The present paper discusses the di↵usion approximation of the linear Boltzmann equation in cases where the collision frequency is not uniformly large in the spatial domain. Our result applies for instance to the case of radiative transfer in a composite medium with optically thin inclusions in an optically thick background medium. The equation governing the evolution of the approximate particle...