Results 31 to 40 of about 186,613 (269)
A primer on stochastic epidemic models: Formulation, numerical simulation, and analysis
Infectious Disease Modelling, 2017 Some mathematical methods for formulation and numerical simulation of stochastic epidemic models are presented. Specifically, models are formulated for continuous-time Markov chains and stochastic differential equations. Some well-known examples are used
Linda J.S. Allen
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Statistical Theory and Related Fields, 2020 This paper is devoted to study the proportional reinsurance/new business and investment problem under the mean-variance criterion in a continuous-time setting.
Liming Zhang, Rongming Wang, Jiaqin Wei
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Model Checking CSL for Markov Population Models [PDF]
Electronic Proceedings in Theoretical Computer Science, 2014 Markov population models (MPMs) are a widely used modelling formalism in the area of computational biology and related areas. The semantics of a MPM is an infinite-state continuous-time Markov chain.
David Spieler +2 more
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Continuous-time statistics and generalized relaxation equations [PDF]
, 1995 Using two simple examples, the continuous-time random walk as well as a two state Markov chain, the relation between generalized anomalous relaxation equations and semi-Markov processes is illustrated.
Scalas, Enrico
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Integrating Specialized Classifiers Based on Continuous Time Markov Chain
, 2017 Specialized classifiers, namely those dedicated to a subset of classes, are often adopted in real-world recognition systems. However, integrating such classifiers is nontrivial. Existing methods, e.g.
Li, Zhizhong, Lin, Dahua
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Bounding inferences for large-scale continuous-time Markov chains : a new approach based on lumping and imprecise Markov chains [PDF]
, 2019 If the state space of a homogeneous continuous-time Markov chain is too large, making inferences becomes computationally infeasible. Fortunately, the state space of such a chain is usually too detailed for the inferences we are interested in, in the ...
De Bock, Jasper, Erreygers, Alexander
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Modeling Emergency Traffic Using a Continuous-Time Markov Chain
Journal of Sensor and Actuator NetworksThis paper aims to propose a novel call for help traffic (SOS) and study its impact over Machine-to-Machine (M2M) and Human-to-Human (H2H) traffic in Internet of Things environments, specifically during disaster events.
Ahmad Hani El Fawal +4 more
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Scaling and data collapse for the mean exit time of asset prices [PDF]
, 2005 We study theoretical and empirical aspects of the mean exit time of financial time series. The theoretical modeling is done within the framework of continuous time random walk. We empirically verify that the mean exit time follows a quadratic scaling law
C. W. Gardiner +6 more
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Pricing Options with Credit Risk in Markovian Regime-Switching Markets
Journal of Applied Mathematics, 2013 This paper investigates the valuation of European option with credit risk in a reduced form model when the stock price is driven by the so-called Markov-modulated jump-diffusion process, in which the arrival rate of rare events and the volatility rate of
Jinzhi Li, Shixia Ma
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