10 citations · 19 across the 12 of their papers we have counts for
Showing 2013Show all
3 papers · 1 filter
math.PR2013
Product-form solutions for integrated services packet networks and cloud computing systems
Wanyang Dai
We iteratively derive the product-form solutions of stationary distributions of priority multiclass queueing networks with multi-sever stations. The networks are Markovian with exp…
math.PR2013★ 2 cited
Stochastic integration for fractional Levy process and stochastic differential equation driven by fractional Levy noise
Xuebin Lu, Wanyang Dai
In this paper, based on the white noise analysis of square integrable pure-jump Levy process given by [1], we define the formal derivative of fractional Levy process defined by the…
math.PR2013★ 10 cited
Numerical Methods and Analysis via Random Field Based Malliavin Calculus for Backward Stochastic PDEs
Wanyang Dai
We study the adapted solution, numerical methods, and related convergence analysis for a unified backward stochastic partial differential equation (B-SPDE). The equation is vector-…