Analysis of fractals, image compression, entropy encoding, Karhunen-Loève transforms
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- A NUMERICAL ANALYSIS OF THE EXTENDED BLACK–SCHOLES MODEL
- A TUBE FORMULA FOR THE KOCH SNOWFLAKE CURVE, WITH APPLICATIONS TO COMPLEX DIMENSIONS
- A criterion for Sierpiński curve Julia sets
- A fractal valued random iteration algorithm and fractal hierarchy
- Adaptive text mining: inferring structure from sequences
- An alternative approach to solving the Black-Scholes equation with time-varying parameters
- An introduction to frames and Riesz bases
- Analysis and probability. Wavelets, signals, fractals.
- Analysis on fractals
- Asymptotics of eigenvalue clusters for Schrödinger operators on the Sierpiński gasket
- Convergence of mock Fourier series
- Data compression and harmonic analysis
- Dense analytic subspaces in fractal \(L^2\)-spaces
- Diagonals of normal operators with finite spectrum
- Entropy encoding, Hilbert space, and Karhunen-Loève transforms
- Explicit cross-sections of singly generated group actions
- Extensions of Pure States
- FEYNMAN–KAC FORMULAS FOR BLACK–SCHOLES-TYPE OPERATORS
- Fractal image compression.
- Frames, bases and group representations
- Fusion frames and distributed processing
- Harmonic analysis for resistance forms.
- High-resolution quantization and entropy coding for fractional Brownian motion
- Hilbert spaces built on a similarity and on dynamical renormalization
- Iterated function systems, Ruelle operators, and invariant projective measures
- JPEG2000: The upcoming still image compression standard
- Merton's model of optimal portfolio in a Black-Scholes market driven by a fractional Brownian motion with short-range dependence
- Non-computable Julia sets
- On nonexistence of non-constant volatility in the Black-Scholes formula
- On the Julia set of a typical quadratic polynomial with a Siegel disk
- Optical von Neumann measurement.
- Orthogonal harmonie analysis and scaling of fractal measures
- Parabolic Julia sets are polynomial time computable
- Pasting Together Julia Sets: A Worked Out Example of Mating
- Rational maps with generalized Sierpinski gasket Julia sets
- Recurrent iterated function systems
- Regression in random design and warped wavelets
- Robertson-type theorems for countable groups of unitary operators
- Simple \(C^*\)-algebras generated by isometries
- Subsampling needlet coefficients on the sphere
- Superfractals
- THE BLACK SCHOLES BARENBLATT EQUATION FOR OPTIONS WITH UNCERTAIN VOLATILITY AND ITS APPLICATION TO STATIC HEDGING
- Ten Lectures on Wavelets
- Two-Scale Difference Equations II. Local Regularity, Infinite Products of Matrices and Fractals
- Wandering vectors for unitary systems and orthogonal wavelets
- Wavelets on fractals
- Wavelets through a looking glass. The world of the spectrum
- Wavelets, generalized white noise and fractional integration: The synthesis of fractional Brownian motion
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- Dimension of the repeller for a piecewise expanding affine map
- Stochastic Processes Induced by Singular Operators
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