Results 1 - 10 of 5,686

Alternating-time Temporal Logic

by Rajeev Alur, Thomas Henzinger, Orna Kupferman - Journal of the ACM , 1997
"... Temporal logic comes in two varieties: linear-time temporal logic assumes implicit universal quantification over all paths that are generated by system moves; branching-time temporal logic allows explicit existential and universal quantification over all paths. We introduce a third, more general var ..."
Abstract - Cited by 620 (53 self) - Add to MetaCart
Temporal logic comes in two varieties: linear-time temporal logic assumes implicit universal quantification over all paths that are generated by system moves; branching-time temporal logic allows explicit existential and universal quantification over all paths. We introduce a third, more general

Option pricing when underlying stock returns are discontinuous

by Robert C. Merton - Journal of Financial Economics , 1976
"... The validity of the classic Black-Scholes option pricing formula dcpcnds on the capability of investors to follow a dynamic portfolio strategy in the stock that replicates the payoff structure to the option. The critical assumption required for such a strategy to be feasible, is that the underlying ..."
Abstract - Cited by 1001 (3 self) - Add to MetaCart
stock return dynamics can be described by a stochastic process with a continuous sample path. In this paper, an option pricing formula is derived for the more-general cast when the underlying stock returns are gcncrated by a mixture of both continuous and jump processes. The derived formula has most

Symbolic Model Checking: 10^20 States and Beyond

by J. R. Burch, E. M. Clarke, K. L. McMillan, D. L. Dill, L. J. Hwang , 1992
"... Many different methods have been devised for automatically verifying finite state systems by examining state-graph models of system behavior. These methods all depend on decision procedures that explicitly represent the state space using a list or a table that grows in proportion to the number of st ..."
Abstract - Cited by 758 (41 self) - Add to MetaCart
Binary Decision Diagrams (Bryant, R. E., 1986, IEEE Trans. Comput. C-35) to represent relations and formulas. We then show how our new Mu-Calculus model checking algorithm can be used to derive efficient decision procedures for CTL model checking, satistiability of linear-time temporal logic formulas

On limits of wireless communications in a fading environment when using multiple antennas

by G. J. Foschini, M. J. Gans - Wireless Personal Communications , 1998
"... Abstract. This paper is motivated by the need for fundamental understanding of ultimate limits of bandwidth efficient delivery of higher bit-rates in digital wireless communications and to also begin to look into how these limits might be approached. We examine exploitation of multi-element array (M ..."
Abstract - Cited by 2426 (14 self) - Add to MetaCart
the capacity scales with increasing SNR for a large but practical number, n, of antenna elements at both transmitter and receiver. We investigate the case of independent Rayleigh faded paths between antenna elements and find that with high probability extraordinary capacity is available. Compared

Automatically validating temporal safety properties of interfaces

by Thomas Ball, Sriram K. Rajamani , 2001
"... We present a process for validating temporal safety properties of software that uses a well-defined interface. The process requires only that the user state the property of interest. It then automatically creates abstractions of C code using iterative refinement, based on the given property. The pro ..."
Abstract - Cited by 433 (21 self) - Add to MetaCart
We present a process for validating temporal safety properties of software that uses a well-defined interface. The process requires only that the user state the property of interest. It then automatically creates abstractions of C code using iterative refinement, based on the given property

A path integral approach to the Kontsevich quantization formula

by Alberto S. Cattaneo, Giovanni Felder , 1999
"... We give a quantum field theory interpretation of Kontsevich’s deformation quantization formula for Poisson manifolds. We show that it is given by the perturbative expansion of the path integral of a simple topological bosonic open string theory. Its Batalin–Vilkovisky quantization yields a supercon ..."
Abstract - Cited by 306 (21 self) - Add to MetaCart
We give a quantum field theory interpretation of Kontsevich’s deformation quantization formula for Poisson manifolds. We show that it is given by the perturbative expansion of the path integral of a simple topological bosonic open string theory. Its Batalin–Vilkovisky quantization yields a

A Logic for Reasoning about Time and Reliability

by Hans Hansson, Bengt Jonsson - Formal Aspects of Computing , 1994
"... We present a logic for stating properties such as, "after a request for service there is at least a 98% probability that the service will be carried out within 2 seconds". The logic extends the temporal logic CTL by Emerson, Clarke and Sistla with time and probabilities. Formulas are inter ..."
Abstract - Cited by 371 (1 self) - Add to MetaCart
We present a logic for stating properties such as, "after a request for service there is at least a 98% probability that the service will be carried out within 2 seconds". The logic extends the temporal logic CTL by Emerson, Clarke and Sistla with time and probabilities. Formulas

Simple On-the-fly Automatic Verification of Linear Temporal Logic

by R. Gerth , D. Peled, M. Y. Vardi, P. Wolper , 1995
"... We present a tableau-based algorithm for obtaining an automaton from a temporal logic formula. The algorithm is geared towards being used in model checking in an "on-the-fly" fashion, that is the automaton can be constructed simultaneously with, and guided by, the generation of the model. ..."
Abstract - Cited by 327 (29 self) - Add to MetaCart
We present a tableau-based algorithm for obtaining an automaton from a temporal logic formula. The algorithm is geared towards being used in model checking in an "on-the-fly" fashion, that is the automaton can be constructed simultaneously with, and guided by, the generation of the model

An Automata-Theoretic Approach to Branching-Time Model Checking

by Orna Kupferman, Moshe Y. Vardi, Pierre Wolper - JOURNAL OF THE ACM , 1998
"... Translating linear temporal logic formulas to automata has proven to be an effective approach for implementing linear-time model-checking, and for obtaining many extensions and improvements to this verification method. On the other hand, for branching temporal logic, automata-theoretic techniques ..."
Abstract - Cited by 354 (66 self) - Add to MetaCart
Translating linear temporal logic formulas to automata has proven to be an effective approach for implementing linear-time model-checking, and for obtaining many extensions and improvements to this verification method. On the other hand, for branching temporal logic, automata

Model-Checking in Dense Real-time

by Rajeev Alur, Costas Courcoubetis, David Dill - INFORMATION AND COMPUTATION , 1993
"... Model-checking is a method of verifying concurrent systems in which a state-transition graph model of the system behavior is compared with a temporal logic formula. This paper extends model-checking for the branching-time logic CTL to the analysis of real-time systems, whose correctness depends on t ..."
Abstract - Cited by 327 (7 self) - Add to MetaCart
Model-checking is a method of verifying concurrent systems in which a state-transition graph model of the system behavior is compared with a temporal logic formula. This paper extends model-checking for the branching-time logic CTL to the analysis of real-time systems, whose correctness depends
Results 1 - 10 of 5,686