Related papers: Bisimulation for Feller-Dynkin Processes
Biochemical reaction networks frequently consist of species evolving on multiple timescales. Stochastic simulations of such networks are often computationally challenging and therefore various methods have been developed to obtain sensible…
The thermodynamic formalism allows one to access the chaotic properties of equilibrium and out-of-equilibrium systems, by deriving those from a dynamical partition function. The definition that has been given for this partition function…
We discuss dual time evolution scenarios which, albeit running according to the same real time clock, in each considered case may be mapped among each other by means of an analytic continuation in time. This dynamical duality is a generic…
Behavioural equivalences can be characterized via bisimulations, modal logics and spoiler-defender games. In this paper we review these three perspectives in a coalgebraic setting, which allows us to generalize from the particular branching…
A bisimulation for a coalgebra of a functor on the category of sets can be described via a coalgebra in the category of relations, of a lifted functor. A final coalgebra then gives rise to the coinduction principle, which states that two…
In this paper we investigate the equational theory of (the restriction, relabelling, and recursion free fragment of) CCS modulo rooted branching bisimilarity, which is a classic, bisimulation-based notion of equivalence that abstracts from…
The probabilistic description of the time evolution of a physical system can take two conceptually distinct forms: a trajectory of probabilities, which specifies how probabilities evolve over time, and a probability on trajectories, which…
Probabilistic applicative bisimulation is a recently introduced coinductive methodology for program equivalence in a probabilistic, higher-order, setting. In this paper, the technique is applied to a typed, call-by-value, lambda-calculus.…
In this paper, we adopt a Bayesian point of view for predicting real continuous-time processes. We give two equivalent definitions of a Bayesian predictor and study some properties: admissibility, prediction sufficiency, non-unbiasedness,…
In this paper, we consider the composition of two independent processes : one process corresponds to position and the other one to time. Such processes will be called iterated processes. We first propose an algorithm based on the Euler…
Time change is one of the most basic and very useful transformations for Markov processes. The time changed process can also be regarded as the trace of the original process on the support of the Revuz measure used in the time change. In…
In this paper we consider a new mathematical extension of the Black-Scholes model in which the stochastic time and stock share price evolution is described by two independent random processes. The parent process is Brownian, and the…
In order to formally verify robotic controllers, we must tackle the inherent uncertainty of sensing and actuation in a physical environment. We can model uncertainty using stochastic hybrid systems, which combine discrete jumps with…
We compare two approaches to the predictive modeling of dynamical systems from partial observations at discrete times. The first is continuous in time, where one uses data to infer a model in the form of stochastic differential equations,…
The literature on Bayesian methods for the analysis of discrete-time semi-Markov processes is sparse. In this paper, we introduce the semi-Markov beta-Stacy process, a stochastic process useful for the Bayesian non-parametric analysis of…
Modelling incompressible ideal fluids as a finite collection of vortex filaments is important in physics (super-fluidity, models for the onset of turbulence) as well as for numerical algorithms used in computer graphics for the real time…
We present metrics for measuring the similarity of states in a finite Markov decision process (MDP). The formulation of our metrics is based on the notion of bisimulation for MDPs, with an aim towards solving discounted infinite horizon…
Discrete diffusion models, like continuous diffusion models, generate high-quality samples by gradually undoing noise applied to datapoints with a Markov process. Gradual generation in theory comes with many conceptual benefits; for…
We present sound and complete environmental bisimilarities for a variant of Dybvig et al.'s calculus of multi-prompted delimited-control operators with dynamic prompt generation. The reasoning principles that we obtain generalize and…
The problem of appropriately matching items subject to compatibility constraints arises in a number of important applications. While most of the literature on matching theory focuses on a static setting with a fixed number of items, several…