Abstract. Calculation of Greeks by Malliavin weights has proved to be a numerically satisfactory procedure for usual Ito-diffusions. In this article we prove existence of Malliavin weights for jump diffusions under Hörmander conditions and hypotheses on the invertibility of the linkage operators. The main result – in the hypo-ellitpic case – is the invertibility of the covariance matrix, which ...

Invertibility attack is a hostile measure to breach watermarking systems. In this paper, a novel watermarking protocol using a one-way hash function and a check of random watermarks is proposed in order to combat invertibility attacks. The described technique can be used in conjunction with any watermarking algorithm, no matter it is kept secret or made public, without resorting to a third part...

Under standard Lipschitz conditions, trajectories of systems described by ordinary differential equations are well defined in both forward and reverse time. (The flow map is invertible.) However for hybrid systems, uniqueness of trajectories in forward time does not guarantee flow-map invertibility, allowing non-uniqueness in reverse time. The paper establishes a necessary and sufficient condit...

This paper reports an algorithm to check for the invertibility of nullboundary three neighborhood cellular automata (CAs). While the best known result for checking invertibility is quadratic [1, 2], the complexity of the proposed algorithm is linear. An efficient data structure called a rule vector graph (RVG) is proposed to represent the global functionality of a cellular automaton (CA) by its...

We characterize bijections on matrix spaces (operator algebras) preserving full rank (invertibility) of differences of matrix (operator) pairs in