6 citations · 17 across the 6 of their papers we have counts for
6 papers
Stochastic Non-Linear Influence in Synchronisation Dynamics
Hannah Gallant, Dale Roberts, Alexander Kalloniatis
We propose a mathematical model that represents the influence of an external actor (influencer) on a network of actors (influenced). The model is an adaptation of control systems w…
Mathematical modelling of decision cycles in a competitive environment with neutral parties
Timothy McLennan-Smith, Alexander Kalloniatis, Simon Watt +4
Decision making is a human process that is a fundamental part of competition. As a realisation of decision making, Command and Control, or C2, has been studied in the literature fo…
Two network Kuramoto-Sakaguchi model under tempered stable Lévy noise
Alexander Kalloniatis, Timothy McLennan-Smith, Dale Roberts +1
We examine a model of two interacting populations of phase oscillators labelled `Blue' and `Red'. To this we apply tempered stable Lévy noise, a generalisation of Gaussian noise wh…
Noise driven current reversal and stabilisation in the tilted ratchet potential subject to tempered stable Lévy noise
Mathew Zuparic, Alexander Kalloniatis, Dale Roberts
We consider motion of a particle in a one-dimensional tilted ratchet potential subject to two-sided tempered stable Lévy noise characterised by strength , fractional index ,…
Finite Time Ruin Probabilities for Tempered Stable Insurance Risk Processes
Philip S. Griffin, Ross A. Maller, Dale Roberts
We study the probability of ruin before time for the family of tempered stable Lévy insurance risk processes, which includes the spectrally positive inverse Gaussian processes.…
Quasi-Monte Carlo methods for the Heston model
Jan Baldeaux, Dale Roberts
In this paper, we discuss the application of quasi-Monte Carlo methods to the Heston model. We base our algorithms on the Broadie-Kaya algorithm, an exact simulation scheme for the…