The article is concerned with eÆcient edge-preserving numerical techniques for noise removal via anisotropic di usion. New minimum-biased (MB) nite di erence formulas are introduced to minimize di usion on both the piecewise smooth portions and their boundaries. Locally one-dimensional time-stepping algorithms are analyzed and a formula for eÆcient timestep sizes is suggested, to remove the hig...

We study two modi…cations of the standard model of repeated games with public signals. In one modi…cation, players osberve an underlying public signal at random and privately known times, where the public signals are Poisson events and either the observations occur within a small epsilon time interval or the obsevations have an exponential waiting times. In the second modi…cation, the players o...

In this paper we prove the Local Asymptotic Mixed Normality (LAMN) property for the statistical model given by the observation of local means of a di usion processX. Our data are given by ∫ 1 0 X s+i n dμ(s) for i = 0, . . . , n−1 and the unknown parameter appears in the di usion coe cient of the process X only. Although the data are nor Markovian neither Gaussian we can write down, with help o...

Self-di!usion in zeolites is studied using a simple mean-"eld theory and dynamic Monte-Carlo simulations of di!usion on a lattice model of the zeolite pore space. Our method is powerful, because of its simplicity, #exibility and ability to study the in#uence of various factors: the topology of the pore network, the fraction of strong adsorption sites, the relative strengths of weak and strong s...

One of the central problems in stereo matching (and other image registration tasks) is the selection of optimal window sizes for comparing image regions. This paper addresses this problem with some novel algorithms based on iteratively di using support at di erent disparity hypotheses, and locally controlling the amount of di usion based on the current quality of the disparity estimate. It also...

We carry out a Monte Carlo simulation of stochastic e!ects for two models of intercellular calcium wave propagation in rat hepatocytes. Both models involve gap junction di!usion by a second messenger. We "nd that, in general, the stochastic e!ects improve agreement with experiment, for a reasonable choice of model parameters. Both stochastic models exhibit baseline #uctuations and variations in...

In the Cramér-Lundberg model and its di usion approximation, it is a classical problem to nd the optimal dividend payment strategy that maximizes the expected value of the discounted dividend payments until ruin. One often raised disadvantage of this approach is the fact that such a strategy does not take the life time of the controlled process into account. In this paper we introduce a value f...

There is phenomenological evidence that magnetic reconnection operates in the interstellar medium, and magnetic reconnection is also necessary for the operation of a galactic dynamo. The extremely long ohmic di†usion times of magnetic Ðelds in typical interstellar structures suggest that reconnection occurs in two stages, with thin current layers that have relatively short resistive decay times...

In certain polymer penetrant systems the e ects of Fickian di usion are dominated by nonlinear viscoelastic behavior Consequently such systems often exhibit concentration fronts unlike those seen in classical Fickian systems These fronts not only are sharper than in standard systems but also propagate at constant speed The mathematical model presented is a moving boundary value problem where th...

In this note we reconsider the continuous time limit of the GARCH(1, 1) process. Let > k and p2 k denote, respectively, the cumulative returns and the volatility processes. We consider the continuous time approximation of the couple (> k , p2 k ). We show that, by choosing di!erent parameterizations, as a function of the discrete interval h, we can obtain either a degenerate or a non-degenerate...