IEEE

On characterization of the range and inversion formulas for the geodesic X-ray transform

Abstract: We describe a relation between the scattering relation, the Hilbert transform in frequency space, and the geodesic ray transform for simple, two-dimensional compact Riemannian manifolds with ...
IEEE

Discrete inversion formulas for the design of lead and lag discrete compensators

Abstract: In the paper, new discrete inversion formulas suitable for the design of lead and lag discrete compensators in the frequency domain are presented. These formulas can be very useful for ...
Scientific Research Publishing

S. B. Yakubovich, “Beurling’s Theorems and Inversion Formulas for Certain Index Transforms,” Opuscula Mathematica, Vol. 29, No. 1, 2009, pp. 93-110.

ABSTRACT: An explicit formula for the transition probability density function of the Hull and White stochastic volatility model in presence of nonzero correlation between the stochastic differentials ...
Scientific Research Publishing

S. B. Yakubovich, “Beurling’s Theorems and Inversion Formulas for Certain Index Trasforms,” Opuscula Mathematica, Vol. 29, No. 1, 2009, pp. 93-110.

ABSTRACT: A multiscale SABR model that describes the dynamics of forward prices/rates is presented. New closed form formulae for the transition probability density functions of the normal and ...