4962 search results - page 71 / 993 » Stochastic Model Checking |
FS
2011
13 years 13 days ago
2011
Abstract We derive an explicit representation of the transitions of the Heston stochastic volatility model and use it for fast and accurate simulation of the model. Of particular i...
PE
2011
Springer
13 years 3 months ago
2011
Springer
Performance and dependability evaluation of complex systems by means of dynamic stochastic models (e.g. Markov chains) may be impaired by the combinatorial explosion of their stat...
ANOR
2010
13 years 9 months ago
2010
We study some mathematical programming formulations for the origin-destination model in airline revenue management. In particular, we focus on the traditional probabilistic model ...
NC
2010
13 years 7 months ago
2010
This paper presents two approaches based on metabolic and stochastic P systems, together with their associated analysis methods, for modelling biological systems and illustrates th...
BC
2004
13 years 8 months ago
2004
A computational model is presented for the detection of coherent motion based on template matching and hidden Markov models. The premise of this approach is that the growth in dete...