1,257 research outputs found
Backward stochastic differential equations with unbounded generators
In this paper we consider two classes of backward stochastic differential
equations. Firstly, under a Lipschitz-type condition on the generator of the
equation, which can also be unbounded, we give sufficient conditions for the
existence of a unique solution pair. The method of proof is that of Picard
iterations and the resulting conditions are new. We also prove a comparison
theorem. Secondly, under the linear growth and continuity assumptions on the
possibly unbounded generator, we prove the existence of the solution pair. This
class of equations is more general than the existing ones
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Methodology for a security audit of ERTMS
In this paper we discuss the methodology we used for a security audit of the European Railway Traffic Management System (ERTMS) specifications. ERTMS is a major industrial project that aims at replacing the many different national train control and command systems in Europe. We discuss the stages of the audit, threat model used, and the output of each stage of the audit
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Optimal portfolio control with trading strategies of finite variation
We propose a method for portfolio selection where the trading strategies are constrained to have a finite variation. A simulation example shows a significant reduction in trasaction costs as compared to log-optimal portfolio, for almost same final wealth
New light on electromagnetic corrections to the scattering parameters obtained from experiments on pionium
We calculate the electromagnetic corrections needed to obtain isospin
invariant hadronic pion-pion s-wave scattering lengths a^0, a^2 from the
elements a_cc, a_0c of the s-wave scattering matrix for the (\pi^+ \pi^-, \pi^0
\pi^0) system at the \pi^+ \pi^- threshold. These elements can be extracted
from experiments on pionium. Our calculation uses energy independent hadronic
pion-pion potentials that satisfactorily reproduce the low-energy phase shifts
given by two-loop chiral pertur- bation theory. We also take into account an
important relativistic effect whose inclusion influences the corrections
considerably.Comment: 14 pages including 3 figures. Uses elsart.cls. Some numbers have been
updated and a few typos have been correcte
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Rephrasing rules for off-the-shelf SQL database servers
We have reported previously (Gashi et al., 2004) results of a study with a sample of bug reports from four off-the-shelf SQL servers. We checked whether these bugs caused failures in more than one server. We found that very few bugs caused failures in two servers and none caused failures in more than two. This would suggest a fault-tolerant server built with diverse off-the-shelf servers would be a prudent choice for improving failure detection. To study other aspects of fault tolerance, namely failure diagnosis and state recovery, we have studied the "data diversity" mechanism and we defined a number of SQL rephrasing rules. These rules transform a client sent statement to an additional logically equivalent statement, leading to more results being returned to an adjudicator. These rules therefore help to increase the probability of a correct response being returned to a client and maintain a correct state in the database
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Uncertainty explicit assessment of off-the-shelf software: Selection of an optimal diverse pair
Assessment of software COTS components is an essential part of component-based software development. Sub-optimal selection of components may lead to solutions with low quality. The assessment is based on incomplete knowledge about the COTS components themselves and other aspects, which may affect the choice such as the vendor's credentials, etc. We argue in favor of assessment methods in which uncertainty is explicitly represented (`uncertainty explicit' methods) using probability distributions. We have adapted a model (developed elsewhere by Littlewood, B. et al. (2000)) for assessment of a pair of COTS components to take account of the fault (bug) logs that might be available for the COTS components being assessed. We also provide empirical data from a study we have conducted with off-the-shelf database servers, which illustrate the use of the method
Voronoi means, moving averages, and power series
We introduce a {\it non-regular} generalisation of the N\"{o}rlund mean, and
show its equivalence with a certain moving average. The Abelian and Tauberian
theorems establish relations with convergent sequences and certain power
series. A strong law of large numbers is also proved
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