Physicists have shown that Markov processes, widely used to model complex systems, must unfold over a larger space than previously assumed. Scientists believe that time is continuous, not discrete -- ...
Comprehensive introduction to analysis of continuous and discrete-time signals and systems. Linear time-invariant systems, convolution; Fourier series representations of periodic signals; Continuous ...
This article generalizes the Cox, Ross, and Rubinstein (1979) binomial option-pricing model, and establishes a convergence from discrete-time multivariate multinomial models to continuous-time ...