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» Visual representation of stochastic process algebra models
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SCP
2000
119views more  SCP 2000»
13 years 7 months ago
Automated compositional Markov chain generation for a plain-old telephone system
Obtaining performance models, like Markov chains and queueing networks, for systems of significant complexity and magnitude is a difficult task that is usually tackled using human...
Holger Hermanns, Joost-Pieter Katoen
CMSB
2009
Springer
14 years 2 months ago
Modelling Biological Clocks with Bio-PEPA: Stochasticity and Robustness for the Neurospora crassa Circadian Network
Circadian clocks are biochemical networks, present in nearly all living organisms, whose function is to regulate the expression of specific mRNAs and proteins to synchronise rhyth...
Ozgur E. Akman, Federica Ciocchetta, Andrea Degasp...
ENTCS
2008
91views more  ENTCS 2008»
13 years 7 months ago
Expressing Priorities and External Probabilities in Process Algebra via Mixed Open/Closed Systems
Defining operational semantics for a process algebra is often based either on labeled transition systems that account for interaction with a context or on the so-called reduction ...
Mario Bravetti
TSP
2011
151views more  TSP 2011»
13 years 2 months ago
Stochastic Models for Sparse and Piecewise-Smooth Signals
Abstract—We introduce an extended family of continuous-domain stochastic models for sparse, piecewise-smooth signals. These are specified as solutions of stochastic differential...
Michael Unser, Pouya Dehghani Tafti

Lecture Notes
636views
15 years 6 months ago
Financial Stochastics
This is a long lecture note about Financial Stochastic. It covers several topics such as Martingale Representation, Finite Economies, Black-Scholes Models, American Options, Paymen...
Harry van Zanten