Markov Jump Stochastic Systems - Articles - Scientific Research Publishing

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 893 Downloads 1,911 Views Citations
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 656 Downloads 3,761 Views Citations
This article belongs to the Special Issue on Mathematical Finance and Application
RLS Wiener Predictor with Uncertain Observations in Linear Discrete-Time Stochastic Systems (Articles)

Seiichi Nakamori, Raquel Caballero-Águila, Aurora Hermoso-Carazo, Josefa Linares-Pérez

Journal of Signal and Information Processing Vol.2 No.3, August 31, 2011

DOI: 10.4236/jsip.2011.23019 4,809 Downloads 8,196 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 1,097 Downloads 2,613 Views Citations
Modeling the Dynamics of the Random Demand Inventory Management System (Articles)

Jeremie Ndikumagenge, Jean Pierre Ntayagabiri

Journal of Applied Mathematics and Physics Vol.11 No.2, February 13, 2023

DOI: 10.4236/jamp.2023.112026 291 Downloads 1,317 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 1,075 Downloads 2,826 Views Citations
This article belongs to the Special Issue on Financial Econometrics
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 5,792 Downloads 12,934 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 4,867 Downloads 8,154 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 1,224 Downloads 2,592 Views Citations
An Algorithm for Estimating the Expected Number of Customers for a Class of Markovian Queueing Systems (Articles)

Hung-Yuan Tu, Hillel Kumin

American Journal of Operations Research Vol.10 No.4, July 24, 2020

DOI: 10.4236/ajor.2020.104009 502 Downloads 1,228 Views Citations
On the Stability of Stochastic Jump Kinetics (Articles)

Stefan Engblom

Applied Mathematics Vol.5 No.19, November 18, 2014

DOI: 10.4236/am.2014.519300 5,013 Downloads 6,510 Views Citations
This article belongs to the Special Issue on Mathematical Biology
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
Pricing and Hedging in Stochastic Volatility Regime Switching Models (Articles)

Stéphane Goutte

Journal of Mathematical Finance Vol.3 No.1, February 26, 2013

DOI: 10.4236/jmf.2013.31006 5,307 Downloads 9,676 Views Citations
Predicting Traffic Congestion: A Queuing Perspective (Articles)

Jojo Desmond Lartey

Open Journal of Modelling and Simulation Vol.2 No.2, April 2, 2014

DOI: 10.4236/ojmsi.2014.22008 5,301 Downloads 9,294 Views Citations
Using the Markov Chain for the Generation of Monthly Rainfall Series in a Semi-Arid Zone (Articles)

Mouelhi Safouane, Nemri Saida, Jebari Sihem, Slimani Mohamed

Open Journal of Modern Hydrology Vol.6 No.2, April 6, 2016

DOI: 10.4236/ojmh.2016.62006 2,701 Downloads 4,732 Views Citations
Effect of Feedback on eBay Sellers’ Business Using Markov Chain (Articles)

Y. M. Dib, N. Roumieh, G. Saab, M. Maroun

Journal of Mathematical Finance Vol.9 No.3, August 19, 2019

DOI: 10.4236/jmf.2019.93019 995 Downloads 3,054 Views Citations
Stochastic Model for the Spread of the COVID-19 Virus (Articles)

Majdi Elhiwi

Applied Mathematics Vol.12 No.1, January 29, 2021

DOI: 10.4236/am.2021.121003 1,176 Downloads 3,772 Views Citations
Experimental Study of Methods of Scenario Lattice Construction for Stochastic Dual Dynamic Programming (Articles)

Dmitry Golembiovsky, Anton Pavlov, Smetanin Daniil

Open Journal of Optimization Vol.10 No.2, June 28, 2021

DOI: 10.4236/ojop.2021.102004 494 Downloads 1,826 Views Citations
Multiyear Discrete Stochastic Programming with a Fuzzy Semi-Markov Process (Articles)

C. S. Kim, Richard M. Adams, Dannele E. Peck

Applied Mathematics Vol.7 No.6, March 24, 2016

DOI: 10.4236/am.2016.76044 2,709 Downloads 4,023 Views Citations
The Dynamic-to-Static Conversion of Dynamic Fault Trees Using Stochastic Dependency Graphs and Stochastic Activity Networks (Articles)

Gabriele Manno, Ferdinando Chiacchio, Francesco Pappalardo

Engineering Vol.5 No.2, February 6, 2013

DOI: 10.4236/eng.2013.52023 4,559 Downloads 7,243 Views Citations

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