970 resultados para malliavin calculus


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Mathematics Subject Classification: 44A15, 33D15, 81Q99

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Mathematics Subject Class.: 33C10,33D60,26D15,33D05,33D15,33D90

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Mathematics Subject Classification: 26A33, 93C83, 93C85, 68T40

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2000 Mathematics Subject Classification: 26A33, 33C60, 44A20

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MSC 2010: 44A20, 33C60, 44A10, 26A33, 33C20, 85A99

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MSC 2010: 26A33, 05C72, 33E12, 34A08, 34K37, 35R11, 60G22

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MSC 2010: 26A33, 05C72, 33E12, 34A08, 34K37, 35R11, 60G22

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MSC 2010: 26A33 Dedicated to Professor Rudolf Gorenflo on the occasion of his 80th anniversary

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MSC 2010: 15A15, 15A52, 33C60, 33E12, 44A20, 62E15 Dedicated to Professor R. Gorenflo on the occasion of his 80th birthday

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Виржиния С. Кирякова - В този обзор илюстрираме накратко наши приноси към обобщенията на дробното смятане (анализ) като теория на операторите за интегриране и диференциране от произволен (дробен) ред, на класическите специални функции и на интегралните трансформации от лапласов тип. Показано е, че тези три области на анализа са тясно свързани и взаимно индуцират своето възникване и по-нататъшно развитие. За конкретните твърдения, доказателства и примери, вж. Литературата.

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MSC 2010: 49K05, 26A33

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As one of the newest members in Articial Immune Systems (AIS), the Dendritic Cell Algorithm (DCA) has been applied to a range of problems. These applications mainly belong to the eld of anomaly detection. However, real-time detection, a new challenge to anomaly detection, requires improvement on the real-time capability of the DCA. To assess such capability, formal methods in the research of real-time systems can be employed. The ndings of the assessment can provide guideline for the future development of the algorithm. Therefore, in this paper we use an interval logic based method, named the Duration Calcu- lus (DC), to specify a simplied single-cell model of the DCA. Based on the DC specications with further induction, we nd that each individual cell in the DCA can perform its function as a detector in real-time. Since the DCA can be seen as many such cells operating in parallel, it is potentially capable of performing real-time detection. However, the analysis process of the standard DCA constricts its real-time capability. As a result, we conclude that the analysis process of the standard DCA should be replaced by a real-time analysis component, which can perform periodic analysis for the purpose of real-time detection.

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Slot and van Emde Boas Invariance Thesis states that a time (respectively, space) cost model is reasonable for a computational model C if there are mutual simulations between Turing machines and C such that the overhead is polynomial in time (respectively, linear in space). The rationale is that under the Invariance Thesis, complexity classes such as LOGSPACE, P, PSPACE, become robust, i.e. machine independent. In this dissertation, we want to find out if it possible to define a reasonable space cost model for the lambda-calculus, the paradigmatic model for functional programming languages. We start by considering an unusual evaluation mechanism for the lambda-calculus, based on Girard's Geometry of Interaction, that was conjectured to be the key ingredient to obtain a space reasonable cost model. By a fine complexity analysis of this schema, based on new variants of non-idempotent intersection types, we disprove this conjecture. Then, we change the target of our analysis. We consider a variant over Krivine's abstract machine, a standard evaluation mechanism for the call-by-name lambda-calculus, optimized for space complexity, and implemented without any pointer. A fine analysis of the execution of (a refined version of) the encoding of Turing machines into the lambda-calculus allows us to conclude that the space consumed by this machine is indeed a reasonable space cost model. In particular, for the first time we are able to measure also sub-linear space complexities. Moreover, we transfer this result to the call-by-value case. Finally, we provide also an intersection type system that characterizes compositionally this new reasonable space measure. This is done through a minimal, yet non trivial, modification of the original de Carvalho type system.

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In this thesis, I study the notion of program equivalences, i.e. proving that two programs can be used interchangeably without altering the overall observable behaviour. This definition is highly dependent on the contexts in which these programs can be used; does the context have exceptions, parallelism, etc... So proofs also need to be adapted according to the expressiveness of those contexts. This thesis presents on the pi-calculus – a concurrent programming language – under various typing constraints. Types allows us to impose different disciplines like forcing a sequential execution, or ensuring linearity, meaning an object can be used once. In each case, the bisimulation, a standard proof technique for the pi-calculus, needs to be adapted accordingly to obtain a suitable equivalence. We then test how using the modified bisimulations can be used to reason about a language with higher-order functions and references, which once translated into the pi-calculus satisfies the typing constraints.