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IOR
2006
192views more  IOR 2006»
13 years 8 months ago
Exact Simulation of Stochastic Volatility and Other Affine Jump Diffusion Processes
The stochastic differential equations for affine jump diffusion models do not yield exact solutions that can be directly simulated. Discretization methods can be used for simulati...
Mark Broadie, Özgür Kaya
CORR
2010
Springer
84views Education» more  CORR 2010»
13 years 8 months ago
Left-Inverses of Fractional Laplacian and Sparse Stochastic Processes
The fractional Laplacian (-)/2 commutes with the primary coordination transformations in the Euclidean space Rd: dilation, translation and rotation, and has tight link to splines, ...
Qiyu Sun, Michael Unser
JCNS
2000
67views more  JCNS 2000»
13 years 8 months ago
Renewal-Process Approximation of a Stochastic Threshold Model for Electrical Neural Stimulation
In a recent set of modeling studies we have developed a stochastic threshold model of auditory nerve response to single biphasic electrical pulses (Bruce et al., 1999c) and moderat...
Ian C. Bruce, Laurence S. Irlicht, Mark W. White, ...
ISBI
2008
IEEE
14 years 9 months ago
A stochastic bone remodeling process
Anne Ricordeau, Nedra Mellouli
DAGSTUHL
2006
13 years 10 months ago
Modeling and Simulating Biological Processes with Stochastic Multiset Rewriting
ed Abstract Membrane systems are models of computation inspired by the structure and the function of biological cells. The model was introduced in 1998 by Gh. Paun and since then m...
Matteo Cavaliere, Sean Sedwards