We study properties of solutions to fully nonlinear versions of the standard Black– Scholes partial differential equation. These equations have been introduced in financial mat...
Abstract—We consider a cognitive radio network where multiple secondary users (SUs) contend for spectrum usage, using random access, over available primary user (PU) channels. Ou...
Markovian process algebras, such as PEPA and stochastic -calculus, bring a powerful compositional approach to the performance modelling of complex systems. However, the models gen...
Nonlinear partial differential equations (PDE) are now widely used to regularize images. They allow to eliminate noise and artifacts while preserving large global features, such as...
Many temporal processes can be naturally modeled as a stochastic system that evolves continuously over time. The representation language of continuous-time Bayesian networks allow...