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ICASSP
2011
IEEE
14 years 1 months ago
2011
IEEE
In this paper we present Poisson sum series representations for α-stable (αS) random variables and α-stable processes, in particular concentrating on continuous-time autoregres...
CMSB
2006
Springer
15 years 1 months ago
2006
Springer
Abstract. Starting from a biochemical signalling pathway model expressed in a process algebra enriched with quantitative information we automatically derive both continuous-space a...
IEAAIE
2004
Springer
15 years 2 months ago
2004
Springer
The systems biology community is building increasingly complex models and simulations of cells and other biological entities. This community is beginning to look at alternatives t...
FS
2011
14 years 27 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...
WSC
2004
14 years 10 months ago
2004
An important step in designing stochastic simulation is modeling the uncertainty in the input environment of the system being studied. Obtaining a reasonable representation of thi...