Stochastic Quantum Jump Equation - Articles - Scientific Research Publishing

Exact Quasi-Classical Asymptotic beyond Maslov Canonical Operator and Quantum Jumps Nature (Articles)

Jaykov Foukzon, Alex Potapov, Stanislav Podosenov

Journal of Applied Mathematics and Physics Vol.3 No.5，May 29, 2015

DOI: 10.4236/jamp.2015.35072 2,836 Downloads 3,381 Views Citations
Theories on the Relationship between Price Process and Stochastic Volatility Matrix with Compensated Poisson Jump Using Fourier Transforms (Articles)

Perpetual Saah Andam, Joseph Ackora-Prah, Sure Mataramvura

Journal of Mathematical Finance Vol.7 No.3，July 18, 2017

DOI: 10.4236/jmf.2017.73033 999 Downloads 1,849 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 621 Downloads 1,599 Views Citations
This article belongs to the Special Issue on Financial Econometrics
A Clustering Method to Solve Backward Stochastic Differential Equations with Jumps (Articles)

Liangliang Zhang

Journal of Mathematical Finance Vol.10 No.1，December 13, 2019

DOI: 10.4236/jmf.2020.101001 546 Downloads 1,337 Views Citations
Estimation of Stochastic Volatility with a Compensated Poisson Jump Using Quadratic Variation (Articles)

Perpetual Saah Andam, Joseph Ackora-Prah, Sure Mataramvura

Applied Mathematics Vol.8 No.7，July 27, 2017

DOI: 10.4236/am.2017.87077 805 Downloads 1,766 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 5,172 Downloads 11,666 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 4,337 Downloads 6,978 Views Citations
Statistical Description of Nonrelativistic Classical Systems (Articles)

George H. Goedecke

Journal of Modern Physics Vol.8 No.5，April 25, 2017

DOI: 10.4236/jmp.2017.85050 1,450 Downloads 2,376 Views Citations
Statistical Wave Equation for Nonrelativistic Rigid Body Motions (Articles)

George H. Goedecke

Journal of Modern Physics Vol.8 No.12，November 10, 2017

DOI: 10.4236/jmp.2017.812114 681 Downloads 1,291 Views Citations
An Upper Bound for Conditional Second Moment of the Solution of a SDE (Articles)

Andriy Yurachkivsky

Applied Mathematics Vol.4 No.1，January 28, 2013

DOI: 10.4236/am.2013.41023 2,848 Downloads 4,604 Views Citations
A Review of Wavelets Solution to Stochastic Heat Equation with Random Inputs (Articles)

Anthony Y. Aidoo, Matilda Wilson

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

DOI: 10.4236/am.2015.614196 3,285 Downloads 4,066 Views Citations
Non-Perturbative Guiding Center and Stochastic Gyrocenter Transformations: Gyro-Phase Is the Kaluza-Klein 5^th Dimension also for Reconciling General Relativity with Quantum Mechanics (Articles)

Claudio Di Troia

Journal of Modern Physics Vol.9 No.4，March 30, 2018

DOI: 10.4236/jmp.2018.94048 677 Downloads 1,493 Views Citations
Stochastic Viscosity Solutions for SPDEs with Discontinuous Coefficients (Articles)

Yidong Zhang

Applied Mathematics Vol.11 No.11，November 30, 2020

DOI: 10.4236/am.2020.1111083 382 Downloads 823 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 3,102 Downloads 3,706 Views Citations
CVA under Bates Model with Stochastic Default Intensity (Articles)

Yaqin Feng

Journal of Mathematical Finance Vol.7 No.3，July 31, 2017

DOI: 10.4236/jmf.2017.73036 1,335 Downloads 2,793 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 816 Downloads 1,727 Views Citations
Robust Finite-Time H_∞ Filtering for Discrete-Time Markov Jump Stochastic Systems (Articles)

Aiqing Zhang

Journal of Applied Mathematics and Physics Vol.6 No.11，November 26, 2018

DOI: 10.4236/jamp.2018.611201 603 Downloads 1,144 Views Citations
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 302 Downloads 708 Views Citations
This article belongs to the Special Issue on Pricing Strategy, Model and Price Analysis
Pricing Bitcoin under Double Exponential Jump-Diffusion Model with Asymmetric Jumps Stochastic Volatility (Articles)

Ndeye Fatou Sene, Mamadou Abdoulaye Konte, Jane Aduda

Journal of Mathematical Finance Vol.11 No.2，May 31, 2021

DOI: 10.4236/jmf.2021.112018 331 Downloads 2,108 Views Citations
This article belongs to the Special Issue on Mathematical Finance and Application
Stochastic Simulation of Emission Spectra and Classical Photon Statistics of Quantum Dot Superluminescent Diodes (Articles)

Kai Niklas Hansmann, Reinhold Walser

Journal of Modern Physics Vol.12 No.1，January 8, 2021

DOI: 10.4236/jmp.2021.121003 259 Downloads 867 Views Citations
This article belongs to the Special Issue on Quantum Physics and Its Applications

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