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Analysis of Nonlinear Stochastic Systems with Jumps Generated by Erlang Flow of Events
(Articles)
Alexander S. Kozhevnikov
,
Konstantin A. Rybakov
Open Journal of Applied Sciences
Vol.3 No.1
,March 29, 2013
DOI:
10.4236/ojapps.2013.31001
3,990
Downloads
6,992
Views
Citations
A New Approach to Time-Dependent Solutions to the Non-Linear Fokker-Planck Equations Related to Arbitrary Functions of Tsallis Entropy: A Mathematical Study and Investigation
(Articles)
Alireza Heidari
,
Seyedali Vedad
,
Mohammadali Ghorbani
Journal of Modern Physics
Vol.3 No.5
,May 23, 2012
DOI:
10.4236/jmp.2012.35058
4,411
Downloads
7,575
Views
Citations
Stochastic Volatility Jump-Diffusion Model for Option Pricing
(Articles)
Nonthiya Makate
,
Pairote Sattayatham
Journal of Mathematical Finance
Vol.1 No.3
,November 8, 2011
DOI:
10.4236/jmf.2011.13012
5,345
Downloads
11,854
Views
Citations
Joint Characteristic Function of Stock Log-Price and Squared Volatility in the Bates Model and Its Asset Pricing Applications
(Articles)
Oleksandr Zhylyevskyy
Theoretical Economics Letters
Vol.2 No.4
,November 1, 2012
DOI:
10.4236/tel.2012.24074
4,490
Downloads
7,201
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
4,947
Downloads
6,954
Views
Citations
On Optimal Sparse-Control Problems Governed by Jump-Diffusion Processes
(Articles)
Beatrice Gaviraghi
,
Andreas Schindele
,
Mario Annunziato
,
Alfio Borzì
Applied Mathematics
Vol.7 No.16
,October 25, 2016
DOI:
10.4236/am.2016.716162
1,672
Downloads
2,878
Views
Citations
Numeric Solution of the Fokker-Planck-Kolmogorov Equation
(Articles)
Claudio Floris
Engineering
Vol.5 No.12
,November 26, 2013
DOI:
10.4236/eng.2013.512119
7,395
Downloads
11,708
Views
Citations
Brownian Motion of Decaying Particles: Transition Probability, Computer Simulation, and First-Passage Times
(Articles)
M. P. Silverman
Journal of Modern Physics
Vol.8 No.11
,October 24, 2017
DOI:
10.4236/jmp.2017.811108
1,154
Downloads
2,705
Views
Citations
Structural Reliability Assessment by a Modified Spectral Stochastic Meshless Local Petrov-Galerkin Method
(Articles)
Guang Yih Sheu
World Journal of Mechanics
Vol.3 No.2
,April 30, 2013
DOI:
10.4236/wjm.2013.32008
4,441
Downloads
7,098
Views
Citations
A Mean-Field Stochastic Maximum Principle for Optimal Control of Forward-Backward Stochastic Differential Equations with Jumps via Malliavin Calculus
(Articles)
Qing Zhou
,
Yong Ren
Journal of Applied Mathematics and Physics
Vol.6 No.1
,January 16, 2018
DOI:
10.4236/jamp.2018.61014
898
Downloads
1,851
Views
Citations
Method of Crack Formation Analysis Based on Mechanoluminecence
(Articles)
Sergej Aman
,
Alexander Aman
,
Juergen Tomas
Materials Sciences and Applications
Vol.3 No.10
,October 22, 2012
DOI:
10.4236/msa.2012.310108
4,105
Downloads
6,110
Views
Citations
Pricing Study on Two Kinds of Power Options in Jump-Diffusion Models with Fractional Brownian Motion and Stochastic Rate
(Articles)
Jin Li
,
Kaili Xiang
,
Chuanyi Luo
Applied Mathematics
Vol.5 No.16
,August 29, 2014
DOI:
10.4236/am.2014.516234
3,190
Downloads
3,869
Views
Citations
Optimal Portfolio Choice in a Jump-Diffusion Model with Self-Exciting
(Articles)
Baojun Bian
,
Xinfu Chen
,
Xudong Zeng
Journal of Mathematical Finance
Vol.9 No.3
,August 20, 2019
DOI:
10.4236/jmf.2019.93020
782
Downloads
1,868
Views
Citations
This article belongs to the Special Issue on
Financial Econometrics
Evaluating Energy Forward Dynamics Modeled as a Subordinated Hilbert-Space Linear Functional
(Articles)
Victor Alexander Okhuese
,
Jane Akinyi Aduda
,
Joseph Mung’atu
Journal of Mathematical Finance
Vol.10 No.3
,August 25, 2020
DOI:
10.4236/jmf.2020.103025
364
Downloads
813
Views
Citations
This article belongs to the Special Issue on
Pricing Strategy, Model and Price Analysis
Non-Maxwellian Kinetic Modelling of City Size Distribution
(Articles)
Lijuan Yu
,
Jie Liao
Journal of Applied Mathematics and Physics
Vol.9 No.6
,June 28, 2021
DOI:
10.4236/jamp.2021.96090
204
Downloads
573
Views
Citations
Stochastic Logistic Model for Fish Growth
(Articles)
Md. Asaduzzaman Shah
Open Journal of Statistics
Vol.4 No.1
,January 27, 2014
DOI:
10.4236/ojs.2014.41002
6,111
Downloads
9,226
Views
Citations
An Integral Collocation Approach Based on Legendre Polynomials for Solving Riccati, Logistic and Delay Differential Equations
(Articles)
M. M. Khader
,
A. M. S. Mahdy
,
M. M. Shehata
Applied Mathematics
Vol.5 No.15
,August 19, 2014
DOI:
10.4236/am.2014.515228
6,221
Downloads
7,360
Views
Citations
The Pricing of Dual-Expiry Exotics with Mean Reversion and Jumps
(Articles)
Kevin Z. Tong
,
Dongping Hou
,
Jianhua Guan
Journal of Mathematical Finance
Vol.9 No.1
,January 29, 2019
DOI:
10.4236/jmf.2019.91003
891
Downloads
1,859
Views
Citations
Optimal Investment and Risk Control Strategy for an Insurer under the Framework of Expected Logarithmic Utility
(Articles)
Tingyun Wang
Open Journal of Statistics
Vol.6 No.2
,April 26, 2016
DOI:
10.4236/ojs.2016.62024
2,036
Downloads
2,649
Views
Citations
Characterization of Near Surface Intrusions in South-West Cameroon Zone Using Gravity Data: Mining and Geothermal Implications
(Articles)
Ghislain Nkamgan Ndongmo
,
Fidèle Koumetio
,
François Ngapgue
,
Ernest Léontin Lemoubou
Journal of Geoscience and Environment Protection
Vol.11 No.9
,September 26, 2023
DOI:
10.4236/gep.2023.119018
86
Downloads
276
Views
Citations
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