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This paper discusses separable term structure diffusion models in an arbitrage-free environment. Using general consistency results we exploit the interplay between the diffusion coefficients and the functions determining the forward curve. We introduce the ...
In this paper, we provide a formal analysis of a rational exchange protocol proposed by Syverson. A rational exchange protocol guarantees that misbehavior cannot generate benefits, and is therefore discouraged. The analysis is performed using our formal mo ...
The perfectly synchronized round model provides the powerful abstraction of crash-stop failures with atomic message delivery. This abstraction makes distributed programming very easy. We present an implementation of this abstraction in a distributed system ...
An outage of a power transformer, generally, has heavy financial consequences for electric power systems utilities. In order to prevent any failure and to optimize their maintenance, a growing number of operating parameters are measured on-line. The import ...
We give a process calculus model that formalizes a well known algorithm (introduced by Chandra and Toueg) solving consensus in the presence of a particular class of failure detectors (Diamond S); we use our model to formally prove that the algorithm satisf ...
This thesis is concerned with two security mechanisms: authenticated key transport and rational exchange protocols. These mechanisms are potential building blocks in the security architecture of a range of different services. Authenticated key transport pr ...
Nature abounds in examples of cellular systems. From ant colonies to cellular tissues, from molecular systems to the human brain, cellularity seems to be the way Nature operates. The brain, surely one of the most complex objects to be found on earth, is th ...
We give a process calculus model that formalizes a well-known algorithm (introduced by Chandra and Toueg) solving consensus in the presence of a particular class of failure detectors; we use our model to formally prove that the algorithm satisfies its spec ...
In this paper we focus on the identification of discrete-time hybrid systems in the Piece-Wise Affine (PWA) form. This problem can be formulated as the reconstruction of a possibly discontinuous PWA map with a multi-dimensional domain. In order to achieve ...
Recent experimental studies have shown significant alterations of the vascular smooth muscle (VSM) tone when an artery is subjected to an elevation in pressure. Therefore, the VSM participates in the adaptation process not only by means of its synthetic ac ...
