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SIAMCO
2008
116views more  SIAMCO 2008»
15 years 6 months ago
Optimal Reflection of Diffusions and Barrier Options Pricing under Constraints
We introduce a new class of control problems in which the gain depends on the solution of a stochastic differential equation reflected at the boundary of a bounded domain, along d...
Bruno Bouchard
IJON
2007
73views more  IJON 2007»
15 years 6 months ago
Time-scales in the interplay between calcium and voltage dynamics
The interaction between slow calcium dynamics and voltage dynamics increases the processing capabilities of neurons. A proper understanding of this interaction has to take into ac...
Srikanth Ramaswamy, Fabiano Baroni, Pablo Varona, ...
TSP
2008
89views more  TSP 2008»
15 years 6 months ago
Optimal Filters on the Sphere
We derive optimal filters on the sphere in the context of detecting compact objects embedded in a stochastic background process. The matched filter and the scale adaptive filter ar...
Jason D. McEwen, Michael P. Hobson, Anthony N. Las...
FUIN
2002
63views more  FUIN 2002»
15 years 6 months ago
Probabilistic Cluster Unfoldings
Abstract. This article introduces probabilistic cluster branching processes, a probabilistic unfolding semantics for untimed Petri nets, with no structural or safety assumptions, g...
Stefan Haar
CORR
1999
Springer
108views Education» more  CORR 1999»
15 years 6 months ago
Evaluation of the NLP Components of the OVIS2 Spoken Dialogue System
The NWO Priority Programme Language and Speech Technology is a 5-year research programme aiming at the development of spoken language information systems. In the Programme, two al...
Gert Veldhuijzen van Zanten, Gosse Bouma, Khalil S...