We propose a model for Stochastic Hybrid Systems (SHSs) where transitions between discrete modes are triggered by stochastic events much like transitions between states of a contin...
Mobile Ambients (MA) have acquired a fundamental role in modelling mobility in systems with mobile code and mobile devices, and in computation over administrative domains. We pres...
This paper presents a new approach to provide stochastic delay guarantees via fully distributed model-based call admission control for IEEE 802.11 single-hop ad hoc networks. We pr...
A system of stochastic differential equations is studied describing a compartmental carbon transfer model that includes uncertainties arising in the model from environmental and p...
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...