Biological Variability; Stochastic Processes; Optimal Stochastic Control Theory; Probability Density Function; Shrödinger’s Wave Equation - Articles

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 4,068 Downloads 6,028 Views Citations
The Many-on-One Stochastic Duel Model with Information-Sharing (Articles)

Jianjun Li, Liwei Liu

Applied Mathematics Vol.3 No.6，June 27, 2012

DOI: 10.4236/am.2012.36097 4,434 Downloads 6,998 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 5,079 Downloads 7,386 Views Citations
Numerical Methods in Financial and Actuarial Applications: A Stochastic Maximum Principle Approach (Articles)

Marina Di Giacinto

Journal of Mathematical Finance Vol.8 No.2，April 4, 2018

DOI: 10.4236/jmf.2018.82019 1,235 Downloads 3,736 Views Citations
This article belongs to the Special Issue on Actuarial Science and Finance
Explanation of Relation between Wave Function and Probability Density Based on Quantum Mechanics in Phase Space (Articles)

Chol Jong, Jin-Sim Kim, Shin-Hyok Jon, Son-Il Jo

World Journal of Mechanics Vol.13 No.1，January 19, 2023

DOI: 10.4236/wjm.2023.131002 242 Downloads 1,546 Views Citations
Optimal Control of Assets Allocation on a Defined Contribution Pension Plan (Articles)

Oteng Keganneng, Othusitse Basimanebotlhe

Open Access Library Journal Vol.9 No.6，June 30, 2022

DOI: 10.4236/oalib.1107970 219 Downloads 1,124 Views Citations
Conditional Law of the Hitting Time for a Lévy Process in Incomplete Observation (Articles)

Waly Ngom

Journal of Mathematical Finance Vol.5 No.5，November 30, 2015

DOI: 10.4236/jmf.2015.55041 3,791 Downloads 4,877 Views Citations
This article belongs to the Special Issue on Density Estimation in Finance
Optimal Investment in Advertising and Quality to Mitigate a Possible Product-Harm Crisis (Articles)

Francesco Moresino

Open Journal of Business and Management Vol.12 No.3，April 22, 2024

DOI: 10.4236/ojbm.2024.123074 82 Downloads 403 Views Citations
Nonlinear Properties of the Rice Statistical Distribution: Theory and Applications in Stochastic Data Analysis (Articles)

Tatiana Yakovleva

Journal of Applied Mathematics and Physics Vol.7 No.11，November 13, 2019

DOI: 10.4236/jamp.2019.711190 499 Downloads 1,713 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 4,391 Downloads 7,527 Views Citations
Stochastic Maximum Principle for Optimal Advertising Models with Delay and Non-Convex Control Spaces (Articles)

Giuseppina Guatteri, Federica Masiero

Advances in Pure Mathematics Vol.14 No.6，June 18, 2024

DOI: 10.4236/apm.2024.146025 63 Downloads 274 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 3,353 Downloads 79,550 Views Citations
Effect of Extra Contribution on Stochastic Optimal Investment Strategies for DC Pension with Stochastic Salary under the Affine Interest Rate Model (Articles)

K. N. C. Njoku, Bright O. Osu, Edikan E. Akpanibah, Rosemary N. Ujumadu

Journal of Mathematical Finance Vol.7 No.4，October 25, 2017

DOI: 10.4236/jmf.2017.74043 969 Downloads 2,043 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 1,749 Downloads 3,120 Views Citations
Stochastic Modeling and Power Control of Time-Varying Wireless Communication Networks (Articles)

Mohammed M. Olama, Seddik M. Djouadi, Charalambos D. Charalambous

Communications and Network Vol.6 No.3，August 7, 2014

DOI: 10.4236/cn.2014.63017 2,947 Downloads 3,908 Views Citations
Embedding Stochastic Correlation into the Pricing of FX Quanto Options under Stochastic Volatility Models (Articles)

Tommaso Pellegrino

Journal of Mathematical Finance Vol.9 No.3，August 22, 2019

DOI: 10.4236/jmf.2019.93025 868 Downloads 1,755 Views Citations
Applications of Mogulskii, and Kurtz-Feng Large Deviation Results to Risk Reserve Processes with Aggregate Claims (Articles)

Jorge Garcia, Ana Meda

Applied Mathematics Vol.3 No.12A，December 31, 2012

DOI: 10.4236/am.2012.312A291 4,812 Downloads 7,099 Views Citations
This article belongs to the Special Issue on Probability and Its Applications
Production Planning of a Failure-Prone Manufacturing/Remanufacturing System with Production-Dependent Failure Rates (Articles)

Annie Francie Kouedeu, Jean-Pierre Kenné, Pierre Dejax, Victor Songmene, Vladimir Polotski

Applied Mathematics Vol.5 No.10，June 6, 2014

DOI: 10.4236/am.2014.510149 4,011 Downloads 5,766 Views Citations
Continuous-Time Mean-Variance Portfolio Selection with Inflation in an Incomplete Market (Articles)

Yingying Xu, Zhuwu Wu

Journal of Financial Risk Management Vol.3 No.2，June 12, 2014

DOI: 10.4236/jfrm.2014.32003 3,179 Downloads 5,013 Views Citations
The Investors’ Behavior towards the Relationship between Bitcoin, Litcoin, Dash Coins, and Gold: A Portfolio Modeling Approach (Articles)

Asma Maghrebi, Fathi Abid

Journal of Mathematical Finance Vol.11 No.3，August 19, 2021

DOI: 10.4236/jmf.2021.113028 468 Downloads 2,249 Views Citations
This article belongs to the Special Issue on Stochastic and Financial Mathematics

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