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HYBRID
2004
Springer
14 years 3 months ago
Stochastic Hybrid Systems: Application to Communication Networks
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...
João P. Hespanha
ENTCS
2006
140views more  ENTCS 2006»
13 years 10 months ago
Stochastic Ambient Calculus
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...
Maria Grazia Vigliotti, Peter G. Harrison
TWC
2008
107views more  TWC 2008»
13 years 9 months ago
Stochastic delay guarantees and statistical call admission control for IEEE 802.11 single-hop ad hoc networks
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...
Atef Abdrabou, Weihua Zhuang
AMC
2008
94views more  AMC 2008»
13 years 10 months ago
Modeling and inversion of net ecological exchange data using an Ito stochastic differential equation approach
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...
Luther White, Yiqi Luo
FS
2011
168views more  FS 2011»
13 years 1 months 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