output
20022009
most citedQuantum ESPRESSO: a modular and open-source software project for quantum simulations of materials

29.3k citations

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Showing 2006 · math.PRShow all

5 papers · 2 filters

math.PR2006★ 3 cited

Statistical Physics Algorithms for Traffic Reconstruction

Arnaud De La Fortelle, Jean-Marc Lasgouttes, Cyril Furtlehner

Concepts and techniques from statistical physics inspired a new method for traffic prediction. This method is particularly suitable in settings where the only information available…

math.PR2006★ 3 cited

Parallel and interacting Markov chains Monte Carlo method

Fabien Campillo, Vivien Rossi

In many situations it is important to be able to propose independent realizations of a given distribution law. We propose a strategy for making parallel Monte Carlo Markov…

math.PR2006★ 360 cited

A theoretical framework for the pricing of contingent claims in the presence of model uncertainty

Laurent Denis, Claude Martini

The aim of this work is to evaluate the cheapest superreplication price of a general (possibly path-dependent) European contingent claim in a context where the model is uncertain.…

math.PR2006★ 2 cited

The 1-d stochastic wave equation driven by a fractional Brownian motion

Lluis Quer-Sardanyons, Samy Tindel

In this paper, we develop a Young integration theory in dimension 2 which will allow us to solve a non-linear one dimensional wave equation driven by an arbitrary signal whose rect…

math.PR2006

Processor Sharing Queues with Impatience

Christian H. Gromoll, Philippe Robert, Bert Zwart

We investigate a processor sharing queue with renewal arrivals and generally distributed service times. Impatient jobs may abandon the queue, or renege, before completing service.…