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   2,165 Downloads  2,834 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   2,973 Downloads  4,651 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   582 Downloads  987 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   1,354 Downloads  2,353 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   2,796 Downloads  3,600 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   1,592 Downloads  2,266 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   791 Downloads  1,308 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   287 Downloads  436 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   3,100 Downloads  4,445 Views  Citations
This article belongs to the Special Issue on Mathematical Problems in Engineering

Recent Developments in Option Pricing (Articles)

Hui Gong, Aerambamoorthy Thavaneswaran, You Liang

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

DOI: 10.4236/jmf.2011.13009   6,046 Downloads  12,151 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   2,894 Downloads  4,724 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   4,117 Downloads  4,753 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   3,902 Downloads  4,981 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   3,521 Downloads  4,460 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   3,207 Downloads  3,604 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   4,374 Downloads  5,131 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   1,479 Downloads  2,179 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   586 Downloads  1,036 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   511 Downloads  786 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   902 Downloads  1,348 Views  Citations