Let X be the solution of an Itô di erential equation with jumps over R. Under some auxiliary assumptions on the parameters of the equation, we characterize the support of the law of X in the Skorohod space D as the closure of the set of solutions to piecewise ordinary di erential equations. This gives an analogue in the Poisson space to the classical Stroock–Varadhan support theorem. c © 2000 P...

In this paper, we study general linear systems of delay di erential-algebraic equations (DDAEs) of arbitrary order. We show that under some consistency conditions, every linear high-order DAE can be reformulated as an underlying high-order ordinary di erential equation (ODE) and that every linear DDAE with single delay can be reformulated as a high-order delay di erential equation (DDE). We der...

| A simple receiver structure recently proposed by the authors [1] for convolutional coded M{ary di erential phase shift keying (MDPSK) transmission over at Rayleigh fading channels without channel state information is analyzed in detail. We present a thorough discussion of the iterative decoding procedure, which is referred to as iterative decision{feedback di erential demodulation (iterative ...

Re nement Calculus is a formal framework for the development of provably correct software. It is also used in the development of Action Systems, which is a predicate transformer based framework for constructing distributed and reactive software systems. Recently, Action Systems were extended with a new action called the di erential action. It allows the modelling of continuous behaviour. Along ...

We consider interpolation in Lie groups and homogeneous spaces. Based on points on the manifold together with tangent vectors at (some of) these points, we construct Hermite interpolation polynomials. If the points and tangent vectors are produced in the process of integrating an ordinary di erential equation on a Lie group or a homogeneous space, we use the truncated inverse of the di erential...

We give a short introduction to the stochastic calculus for Itô-Lévy processes, and review brie‡y the two main methods of optimal control of stochastic systems described by such processes, namely: (i) Dynamic programming and the Hamilton-Jacobi-Bellman (HJB) equation (ii) The stochastic maximum principle and its associated adjoint backward stochastic di¤erential equation (BSDE). The two methods...

This report presents a new statistical attack on iterative block ciphers called the correlation attack which is a natural generalization of linear cryptanalysis. The attack is based on nding complex-valued functions on the input and the output of a cipher which have a high correlation. Their mutual relation is then exploited to yield information about the nal round key. Introducing the notions ...

In this thesis we study numerical methods for simulating mechanical deformations of cell membranes. Such models are given in terms of fourth order partial di erential equations. In order to enable comparisons of the models predictions to experimental results, the equations must be solved on arbitrary cell geometries. A Finite Element Method based on subdivision surfaces, which is capable of dis...

In this paper, decision{feedback di erential detection (DF{DD) ofM{ary di erential phase{shift keying (MDPSK) signals, which has been introduced previously for the additive white Gaussian noise (AWGN) channel by Leib et al. [1] and Edbauer [2], is extended to at Rayleigh fading channels. The DF{DD metric is derived from the multiple{symbol detection (MSD) metric and for error{free feedback an e...

In this paper, we study the existence and stability of traveling waves in lattice dynamical systems, in particular, in lattice ordinary di erential equations (lattice ODE's) and in coupled map lattices (CML's). Instead of employing the moving coordinate approach as for partial di erential equations, we construct a local coordinate system around a traveling wave solution of a lattice ODE, analog...