نتایج جستجو برای: stochastic calculus
تعداد نتایج: 185221 فیلتر نتایج به سال:
The automatic synthesis of stochastic concurrent processes is investigated. We use genetic programming to automatically evolve a set of stochastic π-calculus expressions that generate execution behaviour conforming to some supplied target behaviour. We model the stochastic π-calculus in a grammatically-guided genetic programming system, and we use an efficient interpreter based on the SPIM abst...
since the rate of return on different opportunities for investment is random, the optimal distribution of ones capital is put foreward as a stochastic control problem. in this paper, using modem techniques in the theory of random functions and the stochsatic calculus, the problem is discussed for the case when the information possessed by the different investors, as well as their probability be...
Loss is an important parameter of Quality of Service (QoS). Though stochastic network calculus is a very useful tool for performance evaluation of computer networks, existing studies on stochastic service guarantees mainly focused on the delay and backlog. Some efforts have been made to analyse loss by deterministic network calculus, but there are few results to extend stochastic network calcul...
In the framework of risk management, for the study of the sensitivity of pricing and hedging in stochastic financial models to changes of parameters and to perturbations of the stock prices, we propose an error calculus which is an extension of the Malliavin calculus based on Dirichlet forms. Although useful also in physics, this error calculus is well adapted to stochastic analysis and seems t...
The construction, in [1], of a pseudodifferential calculus analogous to the Weyl calculus, an infinite dimensional setting, required introduction convenient symbol classes. symbols are functions defined on Hilbert space H, which compels us investigate, particular, their stochastic extensions Wiener linked with H.
These notes are for a course I gave while on sabbatical at UBC. It presupposes the reader is familiar with stochastic calculus; see the notes on my web page for Stochastic Calculus, for example. These notes for the most part are based on my book Diffusions and Elliptic Operators, Springer-Verlag, 1997. The topics covered are: stochastic differential equations, solving PDEs using probability, Ha...
Stochastic simulation of genetic networks based on models in the stochastic π-calculus is a promising recent approach. This paper contributes an extensible model of the central mechanisms of gene expression i.e. transcription and translation, at the prototypical instance of bacteria. We reach extensibility through object-oriented abstractions, that are expressible in a stochastic π-calculus wit...
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