arXiv subjects

Istvan Gyongy

Publications and source records attributed to Istvan Gyongy.

23 records · Page 2Linked to original sources

arXiv2016

Smart-aggregation imaging for single molecule localization with SPAD cameras

SPAD cameras offer single photon detection sensitivity, high frame rates and zero readout noise. They are a core technology for widefield FLIM, but have further potential in ultra-fast imaging applications. However, in practice sensitivity falls behind that of EMCCD and sCMOS devices due to the lower photon detection efficiency of SPAD arrays. This paper considers the application of a binary SPAD camera to the capture of blinking molecules as part of a superresolution (dSTORM/PALM) experiment. Simulation and experimental studies demonstrate that the effective sensitivity of the camera can be improved significantly by aggregation of signal only binary frames. The simulations also indicate that with future advances in SPAD camera technology, SPAD devices could in time outperform existing scientific cameras when capturing fast temporal dynamics.

physics.ins-det↗

arXiv2015

A comparison principle for stochastic integro-differential equations

A comparison principle for stochastic integro-differential equations driven by Levy processes is proved. This result is obtained via an extension of an Ito formula from [11] for the square of the norm of the positive part of $L_2-$valued, continuous semimartingales, to the case of discontinuous semimartingales.

math.PR↗

arXiv2013

On stochastic finite difference schemes

Finite difference schemes in the spatial variable for degenerate stochastic parabolic PDEs are investigated. Sharp results on the rate of $L_p$ and almost sure convergence of the finite difference approximations are presented and results on Richardson extrapolation are established for stochastic parabolic schemes under smoothness assumptions.

math.PR↗

arXiv2010

Accelerated finite difference schemes for stochastic partial differential equations in the whole space

We give sufficient conditions under which the convergence of finite difference approximations in the space variable of the solution to the Cauchy problem for linear stochastic PDEs of parabolic type can be accelerated to any given order of convergence by Richardson's method.

math.PR↗

arXiv2008

On randomized stopping

A general result on the method of randomized stopping is proved. It is applied to optimal stopping of controlled diffusion processes with unbounded coefficients to reduce it to an optimal control problem without stopping. This is motivated by recent results of Krylov on numerical solutions to the Bellman equation.

math.PR↗