Diffusion processes are a family of continuous-time continuous-state stochastic processes that are in general only partially observed. The joint estimation of the forcing paramete...
: Since we are limited in our knowledge of human demographic history and variations of recombination and mutation rates, large-scale computer simulation is a necessary tool in gene...
In this work, we address investment decisions in production systems by using real options. As is standard in literature, the stochastic variable is assumed to be normally distribu...
— We evaluate the average waiting time between observing the price of financial markets and the next price change, especially in an on-line foreign exchange trading service for ...
Markovian process algebras, such as PEPA and stochastic -calculus, bring a powerful compositional approach to the performance modelling of complex systems. However, the models gen...