Stochastic Delay Differential Equation - Articles - Scientific Research Publishing

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 5,570 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 5,656 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 5,783 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 5,322 Downloads 7,911 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 3,568 Views Citations
Three Important Applications of Mathematics in Financial Mathematics (Articles)

Xiaogang Yang

American Journal of Industrial and Business Management Vol.7 No.9，September 25, 2017

DOI: 10.4236/ajibm.2017.79077 3,364 Downloads 79,644 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 958 Downloads 2,070 Views Citations
Optimal Error Estimates of the Crank-Nicolson Scheme for Solving a Kind of Decoupled FBSDEs (Articles)

Zhe Wang, Yang Li

Journal of Applied Mathematics and Physics Vol.6 No.2，February 8, 2018

DOI: 10.4236/jamp.2018.62032 837 Downloads 1,643 Views Citations
Non-Negativity Preserving Numerical Algorithms for Problems in Mathematical Finance (Articles)

Yuan Yuan

Applied Mathematics Vol.9 No.3，March 30, 2018

DOI: 10.4236/am.2018.93024 1,441 Downloads 2,556 Views Citations
Stochastic Dynamics of Cholera Epidemic Model: Formulation, Analysis and Numerical Simulation (Articles)

Yohana Maiga Marwa, Isambi Sailon Mbalawata, Samuel Mwalili, Wilson Mahera Charles

Journal of Applied Mathematics and Physics Vol.7 No.5，May 23, 2019

DOI: 10.4236/jamp.2019.75074 759 Downloads 2,459 Views Citations
This article belongs to the Special Issue on Stochastic Simulation Method and Its Applications
On the Effects of Different Interpretations of Stochastic Differential Equations (Articles)

Claudio Floris

Applied Mathematics Vol.10 No.11，October 28, 2019

DOI: 10.4236/am.2019.1011063 907 Downloads 2,517 Views Citations
Fractional Stochastic Volatility Pricing of European Option Based on Self-Adaptive Differential Evolution (Articles)

Yue Hu, Hongling Dong, Le Fu, Jiayang Zhai

Journal of Mathematical Finance Vol.12 No.3，August 25, 2022

DOI: 10.4236/jmf.2022.123029 261 Downloads 1,152 Views Citations
Optimal Investment Problem with Multiple Risky Assets under the Constant Elasticity of Variance (CEV) Model (Articles)

Hui Zhao, Ximin Rong, Weiqin Ma, Bo Gao

Modern Economy Vol.3 No.6，October 31, 2012

DOI: 10.4236/me.2012.36092 4,401 Downloads 7,561 Views Citations
A Stochastic Optimal Control Theory to Model Spontaneous Breathing (Articles)

Kyongyob Min

Applied Mathematics Vol.4 No.11，November 5, 2013

DOI: 10.4236/am.2013.411208 4,074 Downloads 6,040 Views Citations
Time Delay Induced Oscillation: An Example on a Class of n Coupled Van Der Pol Oscillators Model with Delays (Articles)

Chunhua Feng, Carl S. Pettis

Applied Mathematics Vol.3 No.6，June 26, 2012

DOI: 10.4236/am.2012.36087 4,719 Downloads 7,394 Views Citations
Energy Decay for a Von Karman Equation of Memory Type with a Delay Term (Articles)

Sun-Hye Park, Jong-Yeoul Park, Yong-Han Kang

Journal of Applied Mathematics and Physics Vol.5 No.9，September 22, 2017

DOI: 10.4236/jamp.2017.59152 877 Downloads 1,772 Views Citations
New Oscillatory Theorems for Third-Order Nonlinear Delay Dynamic Equations on Time Scales (Articles)

Li Gao, Shouhua Liu, Xiaotong Zheng

Journal of Applied Mathematics and Physics Vol.6 No.1，January 29, 2018

DOI: 10.4236/jamp.2018.61023 736 Downloads 1,459 Views Citations
Optimal Portfolio Selection with Delay under the Framework of Uncertainty Theory (Articles)

Jun Long, Sanyun Zeng

Journal of Applied Mathematics and Physics Vol.11 No.10，October 20, 2023

DOI: 10.4236/jamp.2023.1110187 125 Downloads 533 Views Citations
Long-Time Behavior of Solution for Autonomous Suspension Bridge Equations with State-Dependent Delay (Articles)

Suping Wang, Qiaozhen Ma, Xukui Shao

Engineering Vol.15 No.10，October 31, 2023

DOI: 10.4236/eng.2023.1510044 93 Downloads 318 Views Citations

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