Stochastic Partial Differential Equations - Articles

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 1,307 Downloads 2,762 Views Citations
Recent Developments in Option Pricing (Articles)

Hui Gong, You Liang, Aerambamoorthy Thavaneswaran

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

DOI: 10.4236/jmf.2011.13009 7,033 Downloads 14,518 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 4,620 Downloads 6,179 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 4,525 Downloads 6,394 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 1,091 Downloads 2,602 Views Citations
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 2,787 Downloads 4,459 Views Citations
Application of PDE and Mathematical Morphology in the Extraction Validation of the Roads (Articles)

Fabricio Leonardi, Viviane Sampaio Santiago, Carolina Dias Chaves, Erivaldo Antônio da Silva

Journal of Signal and Information Processing Vol.4 No.3, August 15, 2013

DOI: 10.4236/jsip.2013.43039 4,609 Downloads 6,235 Views Citations
New Implementation of Legendre Polynomials for Solving Partial Differential Equations (Articles)

Ali Davari, Abozar Ahmadi

Applied Mathematics Vol.4 No.12, December 3, 2013

DOI: 10.4236/am.2013.412224 5,963 Downloads 9,804 Views Citations
Parametrization to Improve the Solution Accuracy of Problems Involving the Bi-Dimensional Dirac Delta in the Forcing Function (Articles)

Enrique J. Chicurel-Uziel, Francisco A. Godínez

Journal of Applied Mathematics and Physics Vol.3 No.9, September 23, 2015

DOI: 10.4236/jamp.2015.39144 3,723 Downloads 4,681 Views Citations
The Advection Diffusion-in-Secondary Saturation Movement Equation and Its Application to Concentration Gradient-Driven Saturation Kinetic Flow (Articles)

Tafireyi Nemaura

Journal of Applied Mathematics and Physics Vol.4 No.11, November 14, 2016

DOI: 10.4236/jamp.2016.411200 1,288 Downloads 2,600 Views Citations
The Advection Wave-in-Secondary Saturation Movement Equation and Its Application to Concentration Tension-Driven Saturation Kinetic Flow (Articles)

Tafireyi Nemaura

Journal of Applied Mathematics and Physics Vol.4 No.12, December 6, 2016

DOI: 10.4236/jamp.2016.412210 1,209 Downloads 2,262 Views Citations
The Utilization of the Generating Function Technique in the Discovery of Solutions for the Three-Dimensional Navier-Stokes Equation System (Articles)

Robert Lloyd Jackson

Open Journal of Fluid Dynamics Vol.12 No.1, March 16, 2022

DOI: 10.4236/ojfd.2022.121005 324 Downloads 1,264 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 3,621 Downloads 6,168 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 1,025 Downloads 2,142 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 825 Downloads 1,752 Views Citations
Java Simulation of Au Diffusion in Si Affected by Vacancies and Self-Interstitials: Partial Differential Equations (Articles)

Masami Morooka

Journal of Software Engineering and Applications Vol.5 No.10, October 31, 2012

DOI: 10.4236/jsea.2012.510089 4,174 Downloads 6,384 Views Citations
The Solutions for the Eco-Epidemic Model with Homotopy Analysis Method (Articles)

Xiurong Chen

Engineering Vol.5 No.10B, December 17, 2013

DOI: 10.4236/eng.2013.510B091 4,319 Downloads 6,136 Views Citations
Modelling and Simulating Dynamics Efficiency of Rural-Community Banks (RCBs) in Ghana (Articles)

Pascal Gidigah, Joseph Acquah, Akyene Tetteh

Open Journal of Modelling and Simulation Vol.10 No.4, August 25, 2022

DOI: 10.4236/ojmsi.2022.104019 293 Downloads 983 Views Citations
Simulating Well-Being Dynamics: A Stochastic Model of Interacting Life Domains and Happiness Trajectories (Articles)

Jean-Francois Niglio

Open Journal of Modelling and Simulation Vol.13 No.3, July 9, 2025

DOI: 10.4236/ojmsi.2025.133009 150 Downloads 705 Views Citations
Artificial Neural Networks Approach for Solving Stokes Problem (Articles)

Modjtaba Baymani, Asghar Kerayechian, Sohrab Effati

Applied Mathematics Vol.1 No.4, October 29, 2010

DOI: 10.4236/am.2010.14037 6,705 Downloads 12,921 Views Citations

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