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» Dependence Modeling for Stochastic Simulation
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ARCS
2006
Springer
13 years 11 months ago
Automated Construction of Dependability Models by Aspect-Oriented Modeling and Model Transformation
Abstract. In order to support the dependability analysis of a system under design in an early phase of the design process, so-called fault tolerance libraries can be created that c...
Péter Domokos, István Majzik
WSCG
2004
143views more  WSCG 2004»
13 years 9 months ago
View Dependent Stochastic Sampling for Efficient Rendering of Point Sampled Surfaces
In this paper we present a new technique for rendering very large datasets representing point-sampled surfaces. Rendering efficiency is considerably improved by using stochastic s...
Sushil Bhakar, Liang Luo, Sudhir P. Mudur
ENTCS
2006
151views more  ENTCS 2006»
13 years 7 months ago
Stochastic Simulation Methods Applied to a Secure Electronic Voting Model
We demonstrate a novel simulation technique for analysing large stochastic process algebra models, applying this to a secure electronic voting system example. By approximating the...
Jeremy T. Bradley, Stephen T. Gilmore
WSC
2007
13 years 9 months ago
Representation and simulation of stochastic petrinet models using xPNML
The paper presents an extensible Petri Net Markup Language (xPNML), which is an extended version of PNML. The xPNML format overcomes limitations associated with PNML structure for...
Hyunsoo Lee, Bikram Sharda, Amarnath Banerjee
WSC
2004
13 years 9 months ago
Exact Simulation of Option Greeks under Stochastic Volatility and Jump Diffusion Models
This paper derives Monte Carlo simulation estimators to compute option price derivatives, i.e., the `Greeks,' under Heston's stochastic volatility model and some variant...
Mark Broadie, Özgür Kaya