In this paper, we describe a decompositional approach to convergence proofs for stochastic hybrid systems given as probabilistic hybrid automata. We focus on a concept called “st...
Ant-based clustering is a nature-inspired technique whereas stochastic agents perform the task of clustering high-dimensional data. This paper analyzes the popular technique of Lum...
Approximating general distributions by phase-type (PH) distributions is a popular technique in stochastic analysis, since the Markovian property of PH distributions often allows a...
This paper explores the issue of recognizing, generalizing and reproducing arbitrary gestures. We aim at extracting a representation that encapsulates only the key aspects of the ...
We propose a model which can be jointly calibrated to the corporate bond term structure and equity option volatility surface of the same company. Our purpose is to obtain explicit...