James R. Prairie; Balaji Rajagopalan; Terry J. Fulp; and Edith A. Zagona, M.ASCE. “Modified K-NN Model for Stochastic Streamflow Simulation,” Journal of Hydrologic Engineering, 11(4), July 1, 2006.
We study Ornstein-Uhlenbeck stochastic processes driven by Lévy processes, and extend them to more general non-Ornstein-Uhlenbeck models. In particular, we investigate the means of making the ...
1 Civil, Environmental and Architectural Engineering, University of Colorado Boulder, Boulder, CO, USA, 2 Cooperative Institute for Research in Environmental Sciences (CIRES), University of Colorado ...
Simulation research derives new methods for the design, analysis, and optimization of simulation experiments. Research on stochastic models develops and analyzes models of systems with random behavior ...
With the semiconductor industry adopting 45nm and smaller technology nodes, process variation has become an increasingly challenging issue for both integrate circuit (IC) design and manufacturing, ...
Australia-based Stochastic Simulation Limited launched Thursday a new reservoir simulator, ResAssure, which is set to revolutionize production planning and reserves reporting in the Oil & Gas industry ...
In this paper, we present three new discretization schemes for the Heston stochastic volatility model: two schemes for simulating the variance process and one for simulating the integrated variance ...
This course is available on the BSc in Accounting and Finance, BSc in Data Science, BSc in Econometrics and Mathematical Economics, BSc in Economics, BSc in Management, BSc in Mathematics and ...
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