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Relevant bibliographies by topics / Processus affine

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Academic literature on the topic 'Processus affine'

Author: Grafiati

Published: 4 June 2021

Last updated: 4 February 2022

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Journal articles on the topic "Processus affine"

1

Biétry, Franck. "L’adhésion au syndicalisme autonome en France." Articles 62, no. 1 (2007): 118–42. http://dx.doi.org/10.7202/015800ar.

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Cet article vise à fournir un éclairage original des dynamiques propres à la montée du syndicalisme indépendant. L’implication syndicale, restreinte à l’acte d’adhésion, c’est-à-dire à la signature d’une carte, est appréhendée en tant que processus multidéterminé et non linéaire. L’analyse qualitative de récits de pratique aboutit à distinguer trois profils parmi les militants du chef de file des organisations autonomes françaises : les « conjurés » des centrales représentatives, les « dégouttés » et les « primo adhérents ». Cet effort de contextualisation conduit à montrer qu’il est vain d’op

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2

Rabatel, Alain. "Agir professionnel, point de vue et mobilité empathique." Phronesis 5, no. 3-4 (2017): 5–15. http://dx.doi.org/10.7202/1039082ar.

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Cet article fait l’hypothèse que la construction d’un agir professionnel enseignant passe par la conceptualisation et la théorisation de la pratique, par un positionnement qui permet de prendre du recul par rapport à l’activité professionnelle, aux apprenants mais encore par des processus complexes de positionnements linguistiques et cognitifs envers les savoirs académiques et les injonctions institutionnelles. Cette hypothèse est confrontée au positionnement scriptural que de jeunes enseignants stagiaires adoptent lors de l’écriture de leur mémoire professionnel et est abordée à travers le pr

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Abi Jaber, Eduardo, Martin Larsson, and Sergio Pulido. "Affine Volterra processes." Annals of Applied Probability 29, no. 5 (2019): 3155–200. http://dx.doi.org/10.1214/19-aap1477.

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Filipović, Damir. "Time-inhomogeneous affine processes." Stochastic Processes and their Applications 115, no. 4 (2005): 639–59. http://dx.doi.org/10.1016/j.spa.2004.11.006.

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Schmidt, Thorsten, Stefan Tappe, and Weijun Yu. "Infinite dimensional affine processes." Stochastic Processes and their Applications 130, no. 12 (2020): 7131–69. http://dx.doi.org/10.1016/j.spa.2020.07.009.

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Keller-Ressel, Martin, Walter Schachermayer, and Josef Teichmann. "Affine processes are regular." Probability Theory and Related Fields 151, no. 3-4 (2010): 591–611. http://dx.doi.org/10.1007/s00440-010-0309-4.

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Kallsen, Jan, and Johannes Muhle-Karbe. "Exponentially affine martingales, affine measure changes and exponential moments of affine processes." Stochastic Processes and their Applications 120, no. 2 (2010): 163–81. http://dx.doi.org/10.1016/j.spa.2009.10.012.

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Müller, Wolfgang, and Stefan Waldenberger. "Affine LIBOR models driven by real-valued affine processes." Stochastic Models 32, no. 2 (2016): 333–50. http://dx.doi.org/10.1080/15326349.2015.1128339.

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Keller-Ressel, Martin, and Eberhard Mayerhofer. "Exponential moments of affine processes." Annals of Applied Probability 25, no. 2 (2015): 714–52. http://dx.doi.org/10.1214/14-aap1009.

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Keller-Ressel, Martin, Thorsten Schmidt, and Robert Wardenga. "Affine processes beyond stochastic continuity." Annals of Applied Probability 29, no. 6 (2019): 3387–437. http://dx.doi.org/10.1214/19-aap1483.

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Dissertations / Theses on the topic "Processus affine"

1

Auradou, Harold. "Quelques processus physiques au voisinage d'une surface auto-affine." Rennes 1, 1999. http://www.theses.fr/1999REN10067.

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Depuis de nombreuses annees, des efforts ont ete entrepris pour decrire les surfaces rugueuses issues par exemple d'une fracture. Recemment, il a ete montre que de telles surfaces sont statistiquement auto-affines sur une large gamme d'echelle. Cette particularite souligne le fait que les asperites des surfaces sont presentes a toutes les echelles et non pas de taille caracteristique. Le but de cette these est de mettre en evidence l'influence de l'auto-affinite sur un phenomene physique. Dans une premiere partie, nous avons etudie numeriquement le mouvement d'une bille sur un profil auto-affi

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Roussellet, Guillaume. "Non-Negativity, Zero Lower Bound and Affine Interest Rate Models." Thesis, Paris 9, 2015. http://www.theses.fr/2015PA090012/document.

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Cette thèse présente plusieurs extensions relatives aux modèles affines positifs de taux d'intérêt. Un premier chapitre introduit les concepts reliés aux modélisations employées dans les chapitres suivants. Il détaille la définition de processus dits affines, et la construction de modèles de prix d'actifs obtenus par non-arbitrage. Le chapitre 2 propose une nouvelle méthode d’estimation et de filtrage pour les modèles espace-état linéaire-quadratiques. Le chapitre suivant applique cette méthode d’estimation à la modélisation d’écarts de taux interbancaires de la zone Euro, afin d’en décomposer

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3

Abi, Jaber Eduardo. "Stochastic Invariance and Stochastic Volterra Equations." Thesis, Paris Sciences et Lettres (ComUE), 2018. http://www.theses.fr/2018PSLED025/document.

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La présente thèse traite de la théorie des équations stochastiques en dimension finie. Dans la première partie, nous dérivons des conditions géométriques nécessaires et suffisantes sur les coefficients d’une équation différentielle stochastique pour l’existence d’une solution contrainte à rester dans un domaine fermé, sous de faibles conditions de régularité sur les coefficients.Dans la seconde partie, nous abordons des problèmes d’existence et d’unicité d’équations de Volterra stochastiques de type convolutif. Ces équations sont en général non-Markoviennes. Nous établissons leur correspondanc

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Palidda, Ernesto. "Modélisation du smile de volatilité pour les produits dérivés de taux d'intérêt." Thesis, Paris Est, 2015. http://www.theses.fr/2015PEST1027/document.

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L'objet de cette thèse est l'étude d'un modèle de la dynamique de la courbe de taux d'intérêt pour la valorisation et la gestion des produits dérivées. En particulier, nous souhaitons modéliser la dynamique des prix dépendant de la volatilité. La pratique de marché consiste à utiliser une représentation paramétrique du marché, et à construire les portefeuilles de couverture en calculant les sensibilités par rapport aux paramètres du modèle. Les paramètres du modèle étant calibrés au quotidien pour que le modèle reproduise les prix de marché, la propriété d'autofinancement n'est pas vérifiée. N

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Brofferio, Sara. "Marches aléatoires sur les groupes affines de l'arbre et de la droite réelle et processus localement contractifs." Paris 6, 2002. http://www.theses.fr/2002PA066057.

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Krief, David. "Asymptotic methods for option pricing in finance." Thesis, Sorbonne Paris Cité, 2018. http://www.theses.fr/2018USPCC177/document.

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Dans cette thèse, nous étudions plusieurs problèmes de mathématiques ﬁnancières liés à la valorisation des produits dérivés. Par diﬀérentes approches asymptotiques, nous développons des méthodes pour calculer des approximations précises du prix de certains types d’options dans des cas où il n’existe pas de formule explicite.Dans le premier chapitre, nous nous intéressons à la valorisation des options dont le payoﬀ dépend de la trajectoire du sous-jacent par méthodes de Monte-Carlo, lorsque le sous-jacent est modélisé par un processus aﬃne à volatilité stochastique. Nous prouvons un principe de

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Duffie, D., D. Filipovic, and Walter Schachermayer. "Affine processes and applications in finance." SFB Adaptive Information Systems and Modelling in Economics and Management Science, WU Vienna University of Economics and Business, 2001. http://epub.wu.ac.at/798/1/document.pdf.

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We provide the definition and a complete characterization of regular affine processes. This type of process unifies the concepts of continuous-state branching processes with immigration and Ornstein-Uhlenbeck type processes. We show, and provide foundations for, a wide range of financial applications for regular affine processes. (author's abstract)<br>Series: Working Papers SFB "Adaptive Information Systems and Modelling in Economics and Management Science"

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Schwarzenberger, Michael. "Affine Processes and Pseudo-Differential Operators with Unbounded Coefficients." Doctoral thesis, Saechsische Landesbibliothek- Staats- und Universitaetsbibliothek Dresden, 2016. http://nbn-resolving.de/urn:nbn:de:bsz:14-qucosa-211510.

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The concept of pseudo-differential operators allows one to study stochastic processes through their symbol. This approach has generated many new insights in recent years. However, most results are based on the assumption of bounded coefficients. In this thesis, we study Levy-type processes with unbounded coefficients and, especially, affine processes. In particular, we establish a connection between pseudo-differential operators and affine processes which are well-known from mathematical finance. Affine processes are an interesting example in this field since they have linearly growing and he

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9

Malassenet, Francois Jacques. "Self-Affine signals and weighted multiresolution processes." Diss., Georgia Institute of Technology, 1991. http://hdl.handle.net/1853/14914.

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Shibaev, Dmitry. "Term structure of credit spreads with affine processes." Master's thesis, Instituto Superior de Economia e Gestão, 2009. http://hdl.handle.net/10400.5/1166.

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Mestrado em Economia Monetária e Financeira<br>A brief review and a comparison between Structural and Intensity mode is presented in the first section with an argument in favor of Intensity models based on the quality of information available to market participants. Next, an Intensity model with an affine (constant plus linear) parametrization of the intensity parameter driven a by a set of latent variables is formulated for the Euro Credit Default Swap (CDS) curve. Latent variables in the intensity parameter are assumed to follow uncorrelated CIR processes. Furthermore the model parameters, t

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Books on the topic "Processus affine"

1

Bates, David S. Maximum likelihood estimation of latent affine processes. National Bureau of Economic Research, 2003.

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2

Alfonsi, Aurélien. Affine Diffusions and Related Processes: Simulation, Theory and Applications. Springer International Publishing, 2015. http://dx.doi.org/10.1007/978-3-319-05221-2.

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3

Chen, Hui. Generalized transform analysis of affine processes and applications in finance. National Bureau of Economic Research, 2011.

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4

Duffie, Darrell. Transform analysis and asset pricing for affine jump-diffusions. National Bureau of Economic Research, 1999.

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5

Durham, J. Benson. Jump-diffusion processes and affine term structure models: Additional closed-form approximate solutions, distributional assumptions for jumps, and parameter estimates. Federal Reserve Board, 2005.

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6

Wolfe, Richard G. Ensuring quality assessments: A project to refine and affirm assessment processes : final report of the external evaluation of EQAO's assessment processes. Ontario Institute for Studies in Education of the University of Toronto, 2004.

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7

Rights, European Court of Human. Affaire Baraona: Arrêt du 8 juillet 1987 = Baraona case : judgment of 8 July 1987. Registry of the Court, Council of Europe, 1987.

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8

European Court of Human Rights. Affaire Hauschildt: 1. Décision du 26 septembre 1988 (dessaisissement) : 2. Arrêt du 24 mai 1989 = : Hauschildt case : 1. Decision of 26 September 1988 (relinquishment of jurisdiction) : 2. Judgment of 24 May 1989. Registry of the Court, Council of Europe, 1989.

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European Court of Human Rights. Affaire Ekbatani: 1. Décision du 26 novembre 1987 (dessaisissement) : 2. Arrêt du 26 mai 1988 = Ekbatani case : 1. Decision of 26 November 1987 (relinquishment of jurisdiction) : 2. Judgment of 26 May 1988. Registry of the Court, Council of Europe, 1988.

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10

The Jew accused: Three anti-Semitic affairs (Dreyfus, Beilis, Frank), 1894-1915. Cambridge University Press, 1991.

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Book chapters on the topic "Processus affine"

1

Brockhaus, Oliver. "Affine Processes." In Equity Derivatives and Hybrids. Palgrave Macmillan UK, 2016. http://dx.doi.org/10.1057/9781137349491_16.

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2

Filipović, Damir. "Affine Processes." In Term-Structure Models. Springer Berlin Heidelberg, 2009. http://dx.doi.org/10.1007/978-3-540-68015-4_10.

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3

Eberlein, Ernst, and Jan Kallsen. "Affine and Polynomial Processes." In Springer Finance. Springer International Publishing, 2019. http://dx.doi.org/10.1007/978-3-030-26106-1_6.

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Bouleau, Nicolas, and Laurent Denis. "Affine Processes, Rates Models." In Dirichlet Forms Methods for Poisson Point Measures and Lévy Processes. Springer International Publishing, 2015. http://dx.doi.org/10.1007/978-3-319-25820-1_9.

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Teich, Jürgen, and Lothar Thiele. "Exact Partitioning of Affine Dependence Algorithms." In Embedded Processor Design Challenges. Springer Berlin Heidelberg, 2002. http://dx.doi.org/10.1007/3-540-45874-3_8.

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6

Baldeaux, Jan, and Eckhard Platen. "Affine Diffusion Processes on the Euclidean Space." In Functionals of Multidimensional Diffusions with Applications to Finance. Springer International Publishing, 2013. http://dx.doi.org/10.1007/978-3-319-00747-2_7.

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Deprettere, Ed F., Edwin Rijpkema, and Bart Kienhuis. "Translating Imperative Affine Nested Loop Programs into Process Networks." In Embedded Processor Design Challenges. Springer Berlin Heidelberg, 2002. http://dx.doi.org/10.1007/3-540-45874-3_6.

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8

Baldeaux, Jan, and Eckhard Platen. "Solvable Affine Processes on the Euclidean State Space." In Functionals of Multidimensional Diffusions with Applications to Finance. Springer International Publishing, 2013. http://dx.doi.org/10.1007/978-3-319-00747-2_9.

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9

Gulisashvili, Archil, and Josef Teichmann. "The Gärtner-Ellis Theorem, Homogenization, and Affine Processes." In Large Deviations and Asymptotic Methods in Finance. Springer International Publishing, 2015. http://dx.doi.org/10.1007/978-3-319-11605-1_11.

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10

Berger, Marc A. "Random Affine Iterated Function Systems: Mixing and Encoding." In Diffusion Processes and Related Problems in Analysis, Volume II. Birkhäuser Boston, 1992. http://dx.doi.org/10.1007/978-1-4612-0389-6_15.

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Conference papers on the topic "Processus affine"

1

Gabrielli, Nicoletta, and Josef Teichmann. "Pathwise Construction of Affine Processes." In Innovations in Insurance, Risk- and Asset Management. WORLD SCIENTIFIC, 2018. http://dx.doi.org/10.1142/9789813272569_0008.

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2

Vasak, Mario, Damir Klanjcic, and Nedjeljko Peric. "Piecewise affine identification of MIMO processes." In 2006 IEEE Conference on Computer Aided Control System Design, 2006 IEEE International Conference on Control Applications, 2006 IEEE International Symposium on Intelligent Control. IEEE, 2006. http://dx.doi.org/10.1109/cacsd-cca-isic.2006.4776862.

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Vasak, Mario, Damir Klanjcic, and Nedjeljko Peric. "Piecewise Affine Identification of MIMO Processes." In 2006 IEEE International Conference on Control Applications. IEEE, 2006. http://dx.doi.org/10.1109/cca.2006.286097.

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4

Hure, Nikola, and Mario Vasak. "Clustering-based identification of MIMO piecewise affine systems." In 2017 21st International Conference on Process Control (PC). IEEE, 2017. http://dx.doi.org/10.1109/pc.2017.7976248.

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Ren, Beibei, and Qing-Chang Zhong. "UDE-Based Robust Control for a Class of Non-Affine Nonlinear Systems." In ASME 2013 Dynamic Systems and Control Conference. American Society of Mechanical Engineers, 2013. http://dx.doi.org/10.1115/dscc2013-3807.

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In this paper, the UDE (uncertainty and disturbance estimator) based robust control is investigated for a class of non-affine nonlinear systems in a normal form. Control system design for non-affine nonlinear systems is one of the most difficult problems due to the lack of mathematical tools. This is also true even for the exact known non-affine systems because of the difficulty in explicitly constructing the control law. It is shown that the proposed UDE-based robust control strategy leads to a stable system. The most important features of the approach are that (i) by adding and subtracting t

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6

Kong, Zhenyu, Ramesh Kumar, Suren Gogineni, et al. "Multiple Fault Diagnosis Method in Multi-Station Assembly Processes Using State Space Model and Orthogonal Diagonalization Analysis." In ASME 2005 International Mechanical Engineering Congress and Exposition. ASMEDC, 2005. http://dx.doi.org/10.1115/imece2005-80340.

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Dimensional control has a significant impact on the overall product quality and performance in large and complex multi-station assembly systems. From measurement data, the way to identify root causes for large variation of Key Product Characteristics (KPCs) is one of the most critical research topics in dimensional control. This paper proposes a new approach for multiple fault diagnosis in a multi-station assembly process by integrating multivariate statistical analysis with engineering model. Based on product/process information, by using the state space model, a set of fault patterns for mul

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7

Ferrer, Miguel, Alberto Gonzalez, Maria de Diego, and Gema Pinero. "Mean square analysis of a fast filtered-x affine projection algorithm." In ICASSP 2008. IEEE International Conference on Acoustic, Speech and Signal Processes. IEEE, 2008. http://dx.doi.org/10.1109/icassp.2008.4517618.

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Motato, E., and C. Radcliffe. "Networked Assembly of Affine Physical System Models." In ASME 2006 International Mechanical Engineering Congress and Exposition. ASMEDC, 2006. http://dx.doi.org/10.1115/imece2006-13086.

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Engineering design is evolving into a global strategy that distributes model information through computer networks. This strategy requires companies to provide dynamic models of supplied components. Component models must be assembled to obtain the product dynamic model. Four characteristics are needed. Specifically, models require a unique standard format, the exchange of model information must be executed in a single-query transmission, the models must describe only external behavior, and the assembly process must be recursive. The Modular Modeling Method (MMM) [1], is a model assembly algori

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Turjan, Alexandru, Bart Kienhuis, and Ed Deprettere. "Translating affine nested-loop programs to process networks." In the 2004 international conference. ACM Press, 2004. http://dx.doi.org/10.1145/1023833.1023864.

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Kinsner, Witold. "A Robust Variance Complexity Measure for Stochastic Self-Affine Processes." In 2019 IEEE 18th International Conference on Cognitive Informatics & Cognitive Computing (ICCI*CC). IEEE, 2019. http://dx.doi.org/10.1109/iccicc46617.2019.9146065.

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Reports on the topic "Processus affine"

1

Duffie, D., D. Filipovic, and W. Schachermayer. Affine Processes and Application in Finance. National Bureau of Economic Research, 2002. http://dx.doi.org/10.3386/t0281.

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Bates, David. Maximum Likelihood Estimation of Latent Affine Processes. National Bureau of Economic Research, 2003. http://dx.doi.org/10.3386/w9673.

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Chen, Hui, and Scott Joslin. Generalized Transform Analysis of Affine Processes and Applications in Finance. National Bureau of Economic Research, 2011. http://dx.doi.org/10.3386/w16906.

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McPhedran, R., K. Patel, B. Toombs, et al. Food allergen communication in businesses feasibility trial. Food Standards Agency, 2021. http://dx.doi.org/10.46756/sci.fsa.tpf160.

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Background: Clear allergen communication in food business operators (FBOs) has been shown to have a positive impact on customers’ perceptions of businesses (Barnett et al., 2013). However, the precise size and nature of this effect is not known: there is a paucity of quantitative evidence in this area, particularly in the form of randomised controlled trials (RCTs). The Food Standards Agency (FSA), in collaboration with Kantar’s Behavioural Practice, conducted a feasibility trial to investigate whether a randomised cluster trial – involving the proactive communication of allergen information a

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