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FS
2010
124views more  FS 2010»
13 years 6 months ago
Comparison results for stochastic volatility models via coupling
The aim of this paper is to investigate the properties of stochastic volatility models, and to discuss to what extent, and with regard to which models, properties of the classical...
David Hobson
JCB
2006
185views more  JCB 2006»
13 years 7 months ago
Bayesian Sequential Inference for Stochastic Kinetic Biochemical Network Models
As postgenomic biology becomes more predictive, the ability to infer rate parameters of genetic and biochemical networks will become increasingly important. In this paper, we expl...
Andrew Golightly, Darren J. Wilkinson
PNPM
1987
13 years 11 months ago
Toward a Definition of Modeling Power for Stochastic Petri Net Models
Some insight on the meaning of "modeling power" for Stochastic Petri Net models is given. Extensions characterizing a Stochastic Petri Net are categorized as logical or ...
Gianfranco Ciardo
EPEW
2006
Springer
13 years 11 months ago
Functional Performance Specification with Stochastic Probes
In this paper, we introduce FPS, a mechanism to define performance measures for stochastic process algebra models. FPS is a functional performance specification language which desc...
Ashok Argent-Katwala, Jeremy T. Bradley
WSC
2004
13 years 9 months ago
Solving Stochastic Mathematical Programs with Complementarity Constraints Using Simulation
Recently, simulation-based methods have been successfully used for solving challenging stochastic optimization problems and equilibrium models. Here we report some of the recent p...
S. Ilker Birbil, Gül Gürkan, Ovidiu List...