Results 1  10
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2,115
LONGTERM RETURNS IN STOCHASTIC INTEREST RATE MODELS: APPLICATIONS B¥
"... We extend the CoxIngersollRoss (1985) model of the short interest rate by assuming a stochastic reversion level, which better reflects the time dependence caused by the cyclical nature of the economy or by expectations concerning the future impact of monetary policies. In this framework, we have s ..."
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Cited by 9 (3 self)
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studied the convergence of the longterm return by using the theory of generalised Besselsquare processes. We emphasize the applications of the convergence results. A limit theorem proves evidence of the use of a Brownian motion with drift instead of the integral fg rudu. For practice, however
A calculus of mobile processes, I
, 1992
"... We present the acalculus, a calculus of communicating systems in which one can naturally express processes which have changing structure. Not only may the component agents of a system be arbitrarily linked, but a communication between neighbours may carry information which changes that linkage. The ..."
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Cited by 1184 (31 self)
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, and computation is represented purely as the communication of names across links. After an illustrated description of how the ncalculus generalises conventional process algebras in treating mobility, several examples exploiting mobility are given in some detail. The important examples are the encoding into the n
Support Vector Machines for Classification and Regression
 UNIVERSITY OF SOUTHAMPTON, TECHNICAL REPORT
, 1998
"... The problem of empirical data modelling is germane to many engineering applications.
In empirical data modelling a process of induction is used to build up a model of the
system, from which it is hoped to deduce responses of the system that have yet to be observed.
Ultimately the quantity and qualit ..."
Abstract

Cited by 357 (5 self)
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The problem of empirical data modelling is germane to many engineering applications.
In empirical data modelling a process of induction is used to build up a model of the
system, from which it is hoped to deduce responses of the system that have yet to be observed.
Ultimately the quantity
Relations in Concurrency
"... The theme of this paper is profunctors, and their centrality and ubiquity in understanding concurrent computation. Profunctors (a.k.a. distributors, or bimodules) are a generalisation of relations to categories. Here they are first presented and motivated via spans of event structures, and the seman ..."
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Cited by 305 (36 self)
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and computational interpretation for profunctors. This addresses the duality between input and output in profunctors. The other is to investigate general spans of event structures (the spans can be viewed as special profunctors) to give causal semantics to higherorder processes. For this it is useful to generalise
Implementing approximate Bayesian inference for latent Gaussian models using integrated nested Laplace approximations: A manual for the inlaprogram
, 2008
"... Structured additive regression models are perhaps the most commonly used class of models in statistical applications. It includes, among others, (generalised) linear models, (generalised) additive models, smoothingspline models, statespace models, semiparametric regression, spatial and spatiotemp ..."
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Cited by 294 (20 self)
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Structured additive regression models are perhaps the most commonly used class of models in statistical applications. It includes, among others, (generalised) linear models, (generalised) additive models, smoothingspline models, statespace models, semiparametric regression, spatial and spatio
On the discretization schemes for the CIR (and Bessel squared) processes
 Monte Carlo Methods Appl
, 2005
"... In this paper, we focus on the simulation of the CIR processes and present several discretization schemes of both the implicit and explicit types. We study their strong and weak convergence. We also examine numerically their behaviour and compare them to the schemes already proposed by Deelstra and ..."
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Cited by 50 (2 self)
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In this paper, we focus on the simulation of the CIR processes and present several discretization schemes of both the implicit and explicit types. We study their strong and weak convergence. We also examine numerically their behaviour and compare them to the schemes already proposed by Deelstra
A Calculus of Mobile Processes, Part I
 I AND II. INFORMATION AND COMPUTATION
, 1989
"... We present the ßcalculus, a calculus of communicating systems in which one can naturally express processes which have changing structure. Not only may the component agents of a system be arbitrarily linked, but a communication between neighbours may carry information which changes that linkage. The ..."
Abstract

Cited by 219 (4 self)
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, and computation is represented purely as the communication of names across links. After an illustrated description of how the ßcalculus generalises conventional process algebras in treating mobility, several examples exploiting mobility are given in some detail. The important examples are the encoding
Eigenvalues Of The Laguerre Process As NonColliding Squared Bessel Processes
, 2001
"... Let A(t) be a n p matrix with independent standard complex Brownian entries and set M(t) = A(t) A(t). This is a process version of the Laguerre ensemble and as such we shall refer to it as the Laguerre process. The purpose of this note is to remark that, assuming n > p 1, the eigenvalues of M( ..."
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Cited by 38 (5 self)
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(t) evolve like p independent squared Bessel processes of dimension 2(n p+1), conditioned (in the sense of Doob) never to collide. More precisely, the function h(x) = Q i<j (x i x j ) is harmonic with respect to p independent squared Bessel processes of dimension 2(n p + 1), and the eigenvalue process
Results 1  10
of
2,115