Brownian Local Time - Articles - Scientific Research Publishing

The Arc-Sine Laws for the Skew Brownian Motion and Their Interpretation (Articles)

Ivan H. Krykun

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

DOI: 10.4236/jamp.2018.62033 1,330 Downloads 2,665 Views Citations
Credit Rating Modelled with Reflected Stochastic Differential Equations (Articles)

Adeyemi Adewale Sonubi

Journal of Mathematical Finance Vol.4 No.5, November 26, 2014

DOI: 10.4236/jmf.2014.45031 3,713 Downloads 5,306 Views Citations
Strong Local Non-Determinism of Sub-Fractional Brownian Motion (Articles)

Nana Luan

Applied Mathematics Vol.6 No.13, November 30, 2015

DOI: 10.4236/am.2015.613194 3,486 Downloads 4,955 Views Citations
This article belongs to the Special Issue on Fractional Calculus
Survival Model Inference Using Functions of Brownian Motion (Articles)

John O’Quigley

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

DOI: 10.4236/am.2012.36098 4,029 Downloads 7,304 Views Citations
On the Reflected Geometric Brownian Motion with Two Barriers (Articles)

Lidong Zhang, Ziping Du

Intelligent Information Management Vol.2 No.4, May 7, 2010

DOI: 10.4236/iim.2010.23034 6,453 Downloads 11,457 Views Citations
Unbiased Diffusion to Escape through Small Windows: Assessing the Applicability of the Reduction to Effective One-Dimension Description in a Spherical Cavity (Articles)

Marco-Vinicio Vazquez, Leonardo Dagdug

Journal of Modern Physics Vol.2 No.4, April 22, 2011

DOI: 10.4236/jmp.2011.24037 5,538 Downloads 10,209 Views Citations
Optimal Stopping Time for Holding an Asset (Articles)

Pham Van Khanh

American Journal of Operations Research Vol.2 No.4, November 30, 2012

DOI: 10.4236/ajor.2012.24062 6,273 Downloads 10,337 Views Citations
An Evaluation for the Probability Density of the First Hitting Time (Articles)

Shih-Yu Shen, Yi-Long Hsiao

Applied Mathematics Vol.4 No.5, May 20, 2013

DOI: 10.4236/am.2013.45108 6,015 Downloads 8,865 Views Citations
Searching for a Target Whose Truncated Brownian Motion (Articles)

Abd Elmoneim A. Teamah, Mohamed A. El-Hadidy, Marwa M. El-Ghoul

Applied Mathematics Vol.8 No.6, June 14, 2017

DOI: 10.4236/am.2017.86061 1,680 Downloads 2,814 Views Citations
Analysis of Residence Time in the Measurement of Radon Activity by Passive Diffusion in an Open Volume: A Micro-Statistical Approach (Articles)

M. P. Silverman

World Journal of Nuclear Science and Technology Vol.7 No.4, August 30, 2017

DOI: 10.4236/wjnst.2017.74020 1,177 Downloads 2,429 Views Citations
Partial Time-Varying Coefficient Regression and Autoregressive Mixed Model (Articles)

Hui Li, Zhiqiang Cao

Open Journal of Statistics Vol.13 No.4, August 11, 2023

DOI: 10.4236/ojs.2023.134026 257 Downloads 1,368 Views Citations
This article belongs to the Special Issue on Applied Statistics
Description of Incomplete Financial Markets for Time Evolution of Risk Assets (Articles)

Nicholas S. Gonchar

Advances in Pure Mathematics Vol.9 No.6, June 30, 2019

DOI: 10.4236/apm.2019.96029 911 Downloads 2,106 Views Citations
When to Sell an Asset Where Its Drift Drops from a High Value to a Smaller One (Articles)

Pham Van Khanh

American Journal of Operations Research Vol.5 No.6, November 11, 2015

DOI: 10.4236/ajor.2015.56040 4,645 Downloads 5,717 Views Citations
Portfolio Selection in Mean-Minimum Return Level-Expected Bounded First Passage Time Framework (Articles)

Tsotne Kutalia

Journal of Mathematical Finance Vol.9 No.3, June 20, 2019

DOI: 10.4236/jmf.2019.93012 837 Downloads 2,084 Views Citations
Combined Optimal Stopping and Mixed Regular-Singular Control of Jump Diffusions (Articles)

Charles Kusaya, Memory Mandiudza, Nicholas Mwareya, Confess Matete, Leonard Shambira, Nyashadzashe Ngaza

Journal of Mathematical Finance Vol.11 No.2, April 1, 2021

DOI: 10.4236/jmf.2021.112010 582 Downloads 1,509 Views Citations
Pricing and Hedging Options Conditional on Market Activity (Articles)

Alec Kercheval, Navid Salehy, Nima Salehy

Journal of Mathematical Finance Vol.12 No.1, December 29, 2021

DOI: 10.4236/jmf.2022.121001 418 Downloads 1,437 Views Citations
Measuring a Quantum System’s Classical Information (Articles)

John L. Haller Jr.

Journal of Modern Physics Vol.5 No.1, January 15, 2014

DOI: 10.4236/jmp.2014.51002 4,407 Downloads 6,438 Views Citations
Simulation of a Daily Precipitation Time Series Using a Stochastic Model with Filtering (Articles)

Chieko Gomi, Yasuhisa Kuzuha

Open Journal of Modern Hydrology Vol.3 No.4, October 23, 2013

DOI: 10.4236/ojmh.2013.34025 3,713 Downloads 6,850 Views Citations
Local and Time Changes over a 66-Year Period and Annual Relocation of Saudi Arabian Subtropical High Pressure (Articles)

Hasan Lashkari, Ali Akbar Matkan, Zainab Mohammadi

Open Journal of Geology Vol.6 No.9, September 14, 2016

DOI: 10.4236/ojg.2016.69081 2,192 Downloads 3,930 Views Citations
Stability of a Non-Linear Exponential Autoregressive Model (Articles)

Abdulghafoor Jasem Salem, Abeer Abdulkhaleq Ahmad

Open Access Library Journal Vol.5 No.4, April 24, 2018

DOI: 10.4236/oalib.1104482 550 Downloads 1,698 Views Citations

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