40 search results - page 3 / 8 » A Piecewise-Deterministic Model for Brownian Motion |
INFOCOM
2010
IEEE
13 years 5 months ago
2010
IEEE
Fractional Brownian motion (fBm) emerged as a useful model for self-similar and long-range dependent Internet traffic. Asymptotic, respectively, approximate performance measures ar...
COLT
2008
Springer
13 years 9 months ago
2008
Springer
In the multi-armed bandit (MAB) problem there are k distributions associated with the rewards of playing each of k strategies (slot machine arms). The reward distributions are ini...
SIAMSC
2008
13 years 7 months ago
2008
Numerical methods are developed for pricing European and American options under Kou's jump-diffusion model which assumes the price of the underlying asset to behave like a ge...
FS
2010
13 years 6 months ago
2010
Abstract Consider discrete time observations (X δ)1≤ ≤n+1 of the process X satisfying dXt = √ VtdBt, with Vt a one-dimensional positive diffusion process independent of the...
IJON
2006
13 years 7 months ago
2006
We model the intrinsic dynamic behavior of a neuron using stochastic differential equations and Brownian motion. Basis of our work is the deterministic one-compartmental multi-con...