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» On the Theory of Stochastic Processors
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SIAMSC
2008
126views more  SIAMSC 2008»
14 years 9 months ago
Towards a Statistical Theory of Texture Evolution in Polycrystals
Abstract. Most technologically useful materials possess polycrystalline microstructures composed of a large number of small monocrystalline grains separated by grain boundaries. Th...
K. Barmak, M. Emelianenko, Dmitry Golovaty, David ...
JCP
2008
147views more  JCP 2008»
14 years 9 months ago
Analytical Valuation of Contingent Claims by Stochastic Interacting Systems for Stock Market
In the present paper, by applying the theory of stochastic processes and interacting particle systems and models, including stopping time theory and stochastic voter model, we mode...
Jun Wang, Qiuyuan Wang, Jiguang Shao

Book
3101views
16 years 8 months ago
Steven Shreve: Stochastic Calculus and Finance
This is a great draft book about stochastic calculus and finance. It covers large number of topics such as Introduction to Probability Theory, Conditional Expectation, Arbitrage Pr...
Prasad Chalasani, Somesh Jha
68
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DAC
2010
ACM
15 years 28 days ago
On the costs and benefits of stochasticity in stream processing
With the end of clock-frequency scaling, parallelism has emerged as the key driver of chip-performance growth. Yet, several factors undermine efficient simultaneous use of onchip ...
Raj R. Nadakuditi, Igor L. Markov
ISCI
2008
137views more  ISCI 2008»
14 years 9 months ago
Stochastic dominance-based rough set model for ordinal classification
In order to discover interesting patterns and dependencies in data, an approach based on rough set theory can be used. In particular, Dominance-based Rough Set Approach (DRSA) has...
Wojciech Kotlowski, Krzysztof Dembczynski, Salvato...