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National Repository of Grey Literature 3 records found  Search took 0.00 seconds. 
Local path planning module design for mobile robot
 Petrovič, Martin ; Michl, Antonín (referee) ; Věchet, Stanislav (advisor)
This paper explaines the local robot route planning. From the demonstration and explanation of how you can implement the planner, to how to write your own simple planner. The procedures are summarized in the conclusion, which also presents a reflection on the possible extension of this work.
Detailed record
Continuous market models with stochastic volatility
 Petrovič, Martin ; Maslowski, Bohdan (advisor) ; Hlubinka, Daniel (referee)
Vilela Mendes et al. (2015), based on the discovery of long-range dependence in the volatility of stock returns, proposed a stochastic volatility continuous mar- ket model where the volatility is given as a transform of the fractional Brownian motion (fBm) and studied its No-Arbitrage and completeness properties under va- rious assumptions. We investigate the possibility of generalization of their results from fBm to a wider class of Hermite processes. We have reworked and completed the proofs of the propositions in the cited article. Under the assumption of indepen- dence of the stock price and volatility driving processes the model is arbitrage-free. However, apart from a case of a special relation between the drift and the volatility, the model is proved to be incomplete. Under a different assumption that there is only one source of randomness in the model and the volatility driving process is bounded, the model is arbitrage-free and complete. All the above results apply to any Hermite process driving the volatility. 1
Detailed record
Local path planning module design for mobile robot
 Petrovič, Martin ; Michl, Antonín (referee) ; Věchet, Stanislav (advisor)
This paper explaines the local robot route planning. From the demonstration and explanation of how you can implement the planner, to how to write your own simple planner. The procedures are summarized in the conclusion, which also presents a reflection on the possible extension of this work.
Detailed record

See also: similar author names
1 Petrović, Michaela
2 Petrovič, Marko
2 Petrovič, Michal
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