相关论文: Set estimation from reflected Brownian motion

Encounter-based models of diffusion provide a probabilistic framework for analyzing the effects of a partially absorbing reactive surface, in which the probability of absorption depends upon the amount of surface-particle contact time.…

We study reflecting Brownian motion with drift constrained to a wedge in the plane. Our first set of results provide necessary and sufficient conditions for existence and uniqueness of a solution to the corresponding submartingale problem…

We provide a new construction of the Brownian disks, which have been defined by Bettinelli and Miermont as scaling limits of quadrangulations with a boundary when the boundary size tends to infinity. Our method is very similar to the…

Many organisms, from flies to humans, use visual signals to estimate their motion through the world. To explore the motion estimation problem, we have constructed a camera/gyroscope system that allows us to sample, at high temporal…

Interactions among individuals from the same-species of wild animals are an important component of population dynamics. An interaction can be either static (based on overlap of space use) or dynamic (based on movement). The goal of this…

We describe an exact simulation algorithm for the increments of Brownian motion on a sphere of arbitrary dimension, based on the skew-product decomposition of the process with respect to the standard geodesic distance. The radial process is…

Motivated by the simulation of stable random fields, we consider the issue of discrete approximations of independently scattered stable noise. Two approaches are proposed: grid approximations available when the underlying space is $\bbR^d$…

We consider the problem of estimating a variable number of parameters with a dynamic nature. A familiar example is finding the position of moving targets using sensor array observations. The problem is challenging in cases where either the…

We present a technique for estimating the shape and reflectance of an object in terms of its surface normals and spatially-varying BRDF. We assume that multiple images of the object are obtained under fixed view-point and varying…

1. The utilisation distribution describes the relative probability of use of a spatial unit by an animal. It is natural to think of it as the long-term consequence of the animal's short-term movement decisions: it is the accumulation of…

Absorbing boundaries are frequently employed in real-time propagation of the Schr\"odinger equation to remove spurious reflections and efficiently emulate outgoing boundary conditions. These conditions are a fundamental ingredient for an…

(i) Uncountably many synchronized reflected Brownian motions can hit the boundary of a $C^2$ domain at the same time. (ii) Measures associated to local times of two synchronized reflected Brownian motions are mutually singular until the…

We study a simple singular control problem for a Brownian motion with constant drift and variance reflected at the origin. Exerting control pushes the process towards the origin and generates a concave increasing state-dependent yield which…

An N-parameter Brownian sheet in R^d maps a non-random compact set F in R^N_+ to the random compact set B(F) in \R^d. We prove two results on the image-set B(F): (1) It has positive d-dimensional Lebesgue measure if and only if F has…

This paper develops near-optimal sustainable harvesting strategies for the predator in a predator-prey system. The objective function is of long-run average per unit time type. To date, ecological systems under environmental noise are…

We consider a single non-holonomic Dubins-like robot traveling with a constant longitudinal speed in an a priori unknown and unsteady planar environment. The robot should detect, locate, and track the boundary of a dynamic environmental…

Encounter rates link movement strategies to intra- and inter-specific interactions, and therefore translate individual movement behavior into higher-level ecological processes. Indeed, a large body of interacting population theory rests on…

In the first part of this paper we give a solution for the one-dimensional reflected backward stochastic differential equation (BSDE for short) when the noise is driven by a Brownian motion and an independent Poisson point process. The…

A simple random walk and a Brownian motion are considered on a spider that is a collection of half lines (we call them legs) joined in the origin. We give a strong approximation of these two objects and their local times. For fixed number…

We formally deduce closed-form expressions for the transmitted effective wavenumber of a material comprising multiple types of inclusions or particles (multi-species), dispersed in a uniform background medium. The expressions, derived here…