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Lecture Notes
The notes cover several topics such as Measure Theory, Discrete Time Martingales, Discrete Time Option Pricing, Continuous Time, Martingales, Stochastic Integrals, Stochastic Calcu...
CADE
2004
Springer
14 years 9 months ago
2004
Springer
Lambda logic is the union of first order logic and lambda calculus. We prove basic metatheorems for both total and partial versions of lambda logic. We use lambda logic to state a...
FASE
2009
Springer
14 years 3 months ago
2009
Springer
Abstract. We present a systematic method of analysing the scalability of large-scale systems. We construct a high-level model using the SRMC process calculus and generate variants ...
TIME
2007
IEEE
14 years 3 months ago
2007
IEEE
We present a proof searching technique for the natural deduction calculus for the propositional linear-time temporal logic and prove its correctness. This opens the prospect to ap...
APCCAS
2006
IEEE
14 years 2 months ago
2006
IEEE
— A novel black-box model for time series of prices analysis is proposed. It is constructed using the technique of “shaping filter”. The model identification is then propos...