40 search results - page 3 / 8 » A Piecewise-Deterministic Model for Brownian Motion |
80
Voted
INFOCOM
2010
IEEE
14 years 9 months ago
2010
IEEE
Fractional Brownian motion (fBm) emerged as a useful model for self-similar and long-range dependent Internet traffic. Asymptotic, respectively, approximate performance measures ar...
COLT
2008
Springer
15 years 1 months ago
2008
Springer
In the multi-armed bandit (MAB) problem there are k distributions associated with the rewards of playing each of k strategies (slot machine arms). The reward distributions are ini...
103
click to vote
SIAMSC
2008
14 years 11 months ago
2008
Numerical methods are developed for pricing European and American options under Kou's jump-diffusion model which assumes the price of the underlying asset to behave like a ge...
FS
2010
14 years 10 months ago
2010
Abstract Consider discrete time observations (X δ)1≤ ≤n+1 of the process X satisfying dXt = √ VtdBt, with Vt a one-dimensional positive diffusion process independent of the...
IJON
2006
14 years 11 months ago
2006
We model the intrinsic dynamic behavior of a neuron using stochastic differential equations and Brownian motion. Basis of our work is the deterministic one-compartmental multi-con...