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» On detectability of stochastic systems
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JCP
2008
147views more  JCP 2008»
15 years 6 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
CAV
2005
Springer
133views Hardware» more  CAV 2005»
15 years 11 months ago
On Statistical Model Checking of Stochastic Systems
Statistical methods to model check stochastic systems have been, thus far, developed only for a sublogic of continuous stochastic logic (CSL) that does not have steady state operat...
Koushik Sen, Mahesh Viswanathan, Gul Agha
MASCOTS
2004
15 years 7 months ago
Structured Stochastic Modeling of Fault-Tolerant Systems
Fault-tolerant mechanisms have been increasingly used to develop safety-critical systems in the past years. Therefore the accurate description of these mechanisms is crucial if we...
Cristiano Bertolini, Leonardo Brenner, Paulo Ferna...
RTAS
2007
IEEE
16 years 13 days ago
Stochastic Metrics for Debugging the Timing Behaviour of Real-Time Systems
Stochastic analysis techniques for real-time systems model the execution time of tasks as random variables. These techniques constitute a very powerful tool to study the behaviour...
Joaquín Entrialgo, Javier García, Jo...
DAC
2007
ACM
16 years 7 months ago
Synthesizing Stochasticity in Biochemical Systems
Randomness is inherent to biochemistry: at each instant, the sequence of reactions that fires is a matter of chance. Some biological systems exploit such randomness, choosing betw...
Brian Fett, Jehoshua Bruck, Marc D. Riedel