We present a translation of a generic stochastic process algebra model into a form suitable for stochastic simulation. By systematically generating rate equations from a process d...
Jeremy T. Bradley, Stephen T. Gilmore, Nigel Thoma...
We give the background and required tools for applying quasi-Monte Carlo methods efficiently to problems in computational finance, and survey recent developments in this field. W...
Stochastic computation uses pulse streams to represent numbers. In this paper, we have studied the novel method to implement the number system which uses the ratio of the number o...
Abstract. This paper outlines the experiences of running a large stochastic multi-bodysimulation across a pan-European meta-computer,to demonstrate the use of the PROMENVIR tool wi...
In this paper we discuss computational complexity and risk averse approaches to two and multistage stochastic programming problems. We argue that two stage (say linear) stochastic ...