Stochastic Differential Equations - Articles - Scientific Research Publishing

Mean Square Solutions of Second-Order Random Differential Equations by Using the Differential Transformation Method (Articles)

Ayad R. Khudair, S. A. M. Haddad, Sanaa L. Khalaf

Open Journal of Applied Sciences Vol.6 No.4，April 28, 2016

DOI: 10.4236/ojapps.2016.64028 2,607 Downloads 3,944 Views Citations
Limit of the Solution of a PDE in the Degenerate Case (Articles)

Alassane Diedhiou

Applied Mathematics Vol.4 No.2，February 27, 2013

DOI: 10.4236/am.2013.42051 3,457 Downloads 5,631 Views Citations
Stochastic Modelling on Dynamics of Portfolio Diversifications among the Fixed and Operational Investments through Internal Bivariate Linear Birth, Death and Migration Processes (Articles)

Tirupathi Rao Padi, Chiranjeevi Gudala

Applied Mathematics Vol.8 No.8，August 31, 2017

DOI: 10.4236/am.2017.88091 889 Downloads 1,713 Views Citations
Modelling and Simulating Dynamics Efficiency of Rural-Community Banks (RCBs) in Ghana (Articles)

Pascal Gidigah, Joseph Acquah, Akyene Tetteh

Open Journal of Modelling and Simulation Vol.10 No.4，August 25, 2022

DOI: 10.4236/ojmsi.2022.104019 188 Downloads 659 Views Citations
A Target Zone Model Where the Fundamentals Follow a Geometric Brownian Motion (Articles)

Jean René Cupidon, Judex Hyppolite

Journal of Mathematical Finance Vol.6 No.5，November 18, 2016

DOI: 10.4236/jmf.2016.65058 1,708 Downloads 3,360 Views Citations
Dynamical Modeling of the Nuclear Fission Process at Low Excitation Energies (Articles)

I. I. Gontchar, M. V. Chushnyakova, E. P. Oskin, E. G. Demina

Journal of Applied Mathematics and Physics Vol.2 No.5，April 24, 2014

DOI: 10.4236/jamp.2014.25004 3,210 Downloads 4,674 Views Citations
A New Second Order Numerical Scheme for Solving Forward Backward Stochastic Differential Equations with Jumps (Articles)

Hongqiang Zhou, Yang Li, Zhe Wang

Applied Mathematics Vol.7 No.12，July 29, 2016

DOI: 10.4236/am.2016.712121 1,907 Downloads 3,215 Views Citations
Nonparametric Model Calibration for Derivatives (Articles)

Frédéric Abergel, Rémy Tachet des Combes, Riadh Zaatour

Journal of Mathematical Finance Vol.7 No.3，July 13, 2017

DOI: 10.4236/jmf.2017.73030 1,172 Downloads 2,297 Views Citations
Solving the Linear Oscillatory Problem without Damping with Random Loading Condition Using the Decomposition Method (Articles)

Amnah S. Al-Juhani, Aleh A. Al-Shammari

Journal of Applied Mathematics and Physics Vol.7 No.3，March 13, 2019

DOI: 10.4236/jamp.2019.73038 722 Downloads 1,179 Views Citations
Asymptotic Analysis of a Stochastic Model of Mosquito-Borne Disease with the Use of Insecticides and Bet Nets (Articles)

Boubacar Sidiki Kouyaté, Modeste N’zi

Journal of Applied Mathematics and Physics Vol.12 No.1，January 31, 2024

DOI: 10.4236/jamp.2024.121024 141 Downloads 415 Views Citations
Higher-Order WHEP Solutions of Quadratic Nonlinear Stochastic Oscillatory Equation (Articles)

Mohamed A. El-Beltagy, Amnah S. Al-Johani

Engineering Vol.5 No.5A，May 24, 2013

DOI: 10.4236/eng.2013.55A009 3,617 Downloads 5,402 Views Citations
This article belongs to the Special Issue on Mathematical Problems in Engineering
A Comparative Survey of an Approximate Solution Method for Stochastic Delay Differential Equations (Articles)

Emenonye Christian Emenonye, Donatus Anonwa

Applied Mathematics Vol.14 No.3，March 28, 2023

DOI: 10.4236/am.2023.143012 152 Downloads 731 Views Citations
Recent Developments in Option Pricing (Articles)

Hui Gong, You Liang, Aerambamoorthy Thavaneswaran

Journal of Mathematical Finance Vol.1 No.3，November 25, 2011

DOI: 10.4236/jmf.2011.13009 6,764 Downloads 13,815 Views Citations
Stochastic Oscillators with Quadratic Nonlinearity Using WHEP and HPM Methods (Articles)

Amnah S. Al-Johani

American Journal of Computational Mathematics Vol.3 No.3，August 14, 2013

DOI: 10.4236/ajcm.2013.33027 3,307 Downloads 5,569 Views Citations
Mean Square Convergent Finite Difference Scheme for Stochastic Parabolic PDEs (Articles)

W. W. Mohammed, M. A. Sohaly, A. H. El-Bassiouny, K. A. Elnagar

American Journal of Computational Mathematics Vol.4 No.4，August 29, 2014

DOI: 10.4236/ajcm.2014.44024 4,472 Downloads 5,655 Views Citations
On the Connection between the Hamilton-Jacobi-Bellman and the Fokker-Planck Control Frameworks (Articles)

Mario Annunziato, Alfio Borzì, Fabio Nobile, Raul Tempone

Applied Mathematics Vol.5 No.16，September 2, 2014

DOI: 10.4236/am.2014.516239 5,082 Downloads 7,402 Views Citations
Mean Square Heun’s Method Convergent for Solving Random Differential Initial Value Problems of First Order (Articles)

M. A. Sohaly

American Journal of Computational Mathematics Vol.4 No.5，December 29, 2014

DOI: 10.4236/ajcm.2014.45040 4,272 Downloads 5,781 Views Citations
Reflected BSDEs Driven by Lévy Processes and Countable Brownian Motions (Articles)

Jean-Marc Owo

Applied Mathematics Vol.6 No.14，December 23, 2015

DOI: 10.4236/am.2015.614197 3,469 Downloads 4,194 Views Citations
Evaluation the Price of Multi-Asset Rainbow Options Using Monte Carlo Method (Articles)

A. Rasulov, R. Rakhmatov, A. Nafasov

Journal of Applied Mathematics and Physics Vol.4 No.1，January 29, 2016

DOI: 10.4236/jamp.2016.41021 5,321 Downloads 7,907 Views Citations
A Stochastic SIVS Epidemic Model Based on Birth and Death Process (Articles)

Lin Zhu, Tiansi Zhang

Journal of Applied Mathematics and Physics Vol.4 No.9，September 29, 2016

DOI: 10.4236/jamp.2016.49186 1,908 Downloads 3,565 Views Citations

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