1 citations
- Institut de Mathématiques de BourgogneFR3 papers
- Université de BourgogneFR3 papers
- University of ZagrebHR3 papers
- Centre National de la Recherche ScientifiqueFR2 papers
- École Polytechnique Fédérale de LausanneCH1 paper
- Institut de Biologie ValroseFR1 paper
- Laboratoire Interdisciplinaire Carnot de BourgogneFR1 paper
- Natura (Brazil)BR1 paper
- TU WienAT1 paper
- UCLouvainBE1 paper
- Universidade Federal do ABCBR1 paper
- Universidad Nacional Autónoma de MéxicoMX1 paper
5 papers
The tangent cone to the real determinantal variety: various expressions and a proof
Guillaume Olikier, Petar Mlinarić, P. -A. Absil +1
The set of real matrices of upper-bounded rank is a real algebraic variety called the real generic determinantal variety. An explicit description of the tangent cone to that variet…
Nilpotence of Orbits under Monodromy and the Length of Melnikov Functions
Pavao Mardešić, Dmitry Novikov, Laura Ortiz-Bobadilla +1
Let be a polynomial, a non-trivial cycle in a generic fiber of and let be a polynomial -form, thus defining a polynomial d…
Signatures of physical constraints in rotating rigid bodies
G. J. Gutierrez Guillen, E. Aldo Arroyo, P. Mardesic +1
We study signatures of physical constraints on free rotations of rigid bodies. We show analytically that the physical or non-physical nature of the moments of inertia of a system c…
Reading analytic invariants of parabolic diffeomorphisms from their orbits
Martin Klimes, Pavao Mardesic, Goran Radunovic +1
In this paper we study germs of diffeomorphisms in the complex plane. We address the following problem: How to read a diffeomorphism knowing one of its orbits ? We…
Joint analysis and estimation of stock prices and trading volume in Barndorff-Nielsen and Shephard stochastic volatility models
Friedrich Hubalek, Petra Posedel
We introduce a variant of the Barndorff-Nielsen and Shephard stochastic volatility model where the non Gaussian Ornstein-Uhlenbeck process describes some measure of trading intensi…