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ICASSP
2011
IEEE
13 years 11 days ago
Enhanced Poisson sum representation for alpha-stable processes
In this paper we present Poisson sum series representations for α-stable (αS) random variables and α-stable processes, in particular concentrating on continuous-time autoregres...
Tatjana Lemke, Simon J. Godsill
CMSB
2006
Springer
14 years 12 days ago
Stronger Computational Modelling of Signalling Pathways Using Both Continuous and Discrete-State Methods
Abstract. Starting from a biochemical signalling pathway model expressed in a process algebra enriched with quantitative information we automatically derive both continuous-space a...
Muffy Calder, Adam Duguid, Stephen Gilmore, Jane H...
IEAAIE
2004
Springer
14 years 2 months ago
Cell Modeling Using Agent-Based Formalisms
The systems biology community is building increasingly complex models and simulations of cells and other biological entities. This community is beginning to look at alternatives t...
Ken Webb, Tony White
FS
2011
168views more  FS 2011»
13 years 4 days ago
Gamma expansion of the Heston stochastic volatility model
Abstract We derive an explicit representation of the transitions of the Heston stochastic volatility model and use it for fast and accurate simulation of the model. Of particular i...
Paul Glasserman, Kyoung-Kuk Kim
WSC
2004
13 years 10 months ago
Dependence Modeling for Stochastic Simulation
An important step in designing stochastic simulation is modeling the uncertainty in the input environment of the system being studied. Obtaining a reasonable representation of thi...
Bahar Biller, Soumyadip Ghosh