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MOC
1998
89views more  MOC 1998»
13 years 7 months ago
Approximation of continuous time stochastic processes by a local linearization method
This paper investigates the rate of convergence of an alternative approximation method for stochastic differential equations. The rates of convergence of the one-step and multi-st...
Isao Shoji
ACSD
2010
IEEE
216views Hardware» more  ACSD 2010»
13 years 6 months ago
A Linear Process-Algebraic Format for Probabilistic Systems with Data
Joost-Pieter Katoen, Jaco van de Pol, Mariëll...