Results 1 to 10 of about 775 (93)
Markov modeling of performance deterioration in irradiated resistive plate chambers [PDF]
European Physical Journal C: Particles and FieldsThis work presents a piecewise deterministic Markov process model for describing performance deterioration in resistive plate chambers (RPC) under uniform background irradiation.
Dario Stocco +2 more
doaj +2 more sources
A Monte-Carlo planning strategy for medical follow-up optimization: Illustration on multiple myeloma data. [PDF]
PLoS ONEDesigning patient-specific follow-up strategies is key to personalized cancer care. Tools to assist doctors in treatment decisions and scheduling follow-ups based on patient preferences and medical data would be highly beneficial.
Benoîte de Saporta +3 more
doaj +2 more sources
Recent advances in the long-time analysis of killed degenerate processes and their particle approximation [PDF]
ESAIM: Proceedings and Surveys, 2023 We review some recent results of quantitative long-time convergence for the law of a killed Markov process conditioned to survival toward a quasi-stationary distribution, and on the analogous question for the particle systems used in practice to sample ...
Cloez Bertrand +4 more
doaj +1 more source
Annales Mathematicae Silesianae, 2021 In this paper our considerations are focused on some Markov chain associated with certain piecewise-deterministic Markov process with a statedependent jump intensity for which the exponential ergodicity was obtained in [4].
Kubieniec Joanna
doaj +1 more source
Pricing of Credit Risk Derivatives with Stochastic Interest Rate
Axioms, 2023 This paper deals with a credit derivative pricing problem using the martingale approach. We generalize the conventional reduced-form credit risk model for a credit default swap market, assuming that the firms’ default intensities depend on the default ...
Wujun Lv, Linlin Tian
doaj +1 more source
Hybrid Semantics of Stochastic Programs with Dynamic Reconfiguration [PDF]
Electronic Proceedings in Theoretical Computer Science, 2009 We begin by reviewing a technique to approximate the dynamics of stochastic programs --written in a stochastic process algebra-- by a hybrid system, suitable to capture a mixed discrete/continuous evolution.
Alberto Policriti, Luca Bortolussi
doaj +1 more source
Model Checking of Continuous-Time Markov Chains Against Timed Automata Specifications [PDF]
Logical Methods in Computer Science, 2011 We study the verification of a finite continuous-time Markov chain (CTMC) C against a linear real-time specification given as a deterministic timed automaton (DTA) A with finite or Muller acceptance conditions.
Taolue Chen +3 more
doaj +1 more source
HYPE with stochastic events [PDF]
Electronic Proceedings in Theoretical Computer Science, 2011 The process algebra HYPE was recently proposed as a fine-grained modelling approach for capturing the behaviour of hybrid systems. In the original proposal, each flow or influence affecting a variable is modelled separately and the overall behaviour of ...
Luca Bortolussi +2 more
doaj +1 more source
A coordination model for ultra-large scale systems of systems [PDF]
Electronic Proceedings in Theoretical Computer Science, 2013 The ultra large multi-agent systems are becoming increasingly popular due to quick decay of the individual production costs and the potential of speeding up the solving of complex problems.
Manuela L. Bujorianu +1 more
doaj +1 more source
Vasicek model with mixed-exponential jumps and its applications in finance and insurance
Advances in Difference Equations, 2018 In this paper, the authors study the distribution of the Vasicek model with mixed-exponential jumps and its applications in finance and insurance. With the aid of the piecewise deterministic Markov process theory and the martingale theory, the authors ...
Yongfeng Wu, Xue Liang
doaj +1 more source