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...
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...
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 ...
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...
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...