Brownian dynamics - Articles - Scientific Research Publishing

Analysis of Hedging Profits Under Two Stock Pricing Models (Articles)

Lingyan Cao, Zheng-Feng Guo

Journal of Mathematical Finance Vol.1 No.3, November 8, 2011

DOI: 10.4236/jmf.2011.13015 4,810 Downloads 9,433 Views Citations
On Valuing Constant Maturity Swap Spread Derivatives (Articles)

Leonard Tchuindjo

Journal of Mathematical Finance Vol.2 No.2, May 23, 2012

DOI: 10.4236/jmf.2012.22020 11,251 Downloads 17,375 Views Citations
Energy Portfolio Management with Entry Decisions over an Infinite Horizon (Articles)

Zhen Liu

Applied Mathematics Vol.3 No.7, June 21, 2012

DOI: 10.4236/am.2012.37113 4,440 Downloads 7,229 Views Citations
The Existence and Uniqueness of Random Solution to Itô Stochastic Integral Equation (Articles)

Hamdin Ahmed Alafif, Caishi Wang

Applied Mathematics Vol.3 No.7, June 21, 2012

DOI: 10.4236/am.2012.37119 4,104 Downloads 7,416 Views Citations
Ito’s Formula for the Discrete-Time Quantum Walk in Two Dimensions (Articles)

Clement Ampadu

Journal of Quantum Information Science Vol.2 No.2, June 22, 2012

DOI: 10.4236/jqis.2012.22008 4,175 Downloads 8,279 Views Citations
Explicit Inversion for Two Brownian-Type Matrices (Articles)

Florendia Valvi, Vassilis Geroyannis

Applied Mathematics Vol.3 No.9, September 27, 2012

DOI: 10.4236/am.2012.39157 3,833 Downloads 6,032 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 6,219 Downloads 10,216 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 5,975 Downloads 8,778 Views Citations
A Novel Method with Martingale Theory for Phase Noise Analysis in Coherent Optical Communication (Articles)

Chengle Sui, Qiangmin Wang, Shilin Xiao, Pingqing Li

Optics and Photonics Journal Vol.3 No.2B, July 19, 2013

DOI: 10.4236/opj.2013.32B041 3,831 Downloads 5,623 Views Citations
Stabilization of Functional System with Markovian Switching (Articles)

Lizhu Feng, Qiong Cai

Applied Mathematics Vol.4 No.11A, November 27, 2013

DOI: 10.4236/am.2013.411A1006 4,339 Downloads 6,044 Views Citations
This article belongs to the Special Issue on Functional Analysis
Valuation of European and American Options under Variance Gamma Process (Articles)

Ferry Jaya Permana, Dharma Lesmono, Erwinna Chendra

Journal of Applied Mathematics and Physics Vol.2 No.11, October 28, 2014

DOI: 10.4236/jamp.2014.211114 4,004 Downloads 5,490 Views Citations
Mathematical Modeling in Heavy Traffic Queuing Systems (Articles)

Sulaiman Sani, Onkabetse A. Daman

American Journal of Operations Research Vol.4 No.6, November 17, 2014

DOI: 10.4236/ajor.2014.46033 5,870 Downloads 8,513 Views Citations
Absorption Rate into a Small Sphere for a Diffusing Particle Confined in a Large Sphere (Articles)

Hongyun Wang, Hong Zhou

Applied Mathematics Vol.7 No.7, April 28, 2016

DOI: 10.4236/am.2016.77065 1,938 Downloads 3,137 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 1,648 Downloads 2,741 Views Citations
The Oscillatory Motion of Oldroyd-B Fluid by Incorporating Some of the Mechanical Factors (Articles)

Amir Khan, Gul Zaman, Yongjin Li, Saeed Ahmad, Altaf Hussain

Journal of Applied Mathematics and Physics Vol.5 No.12, December 29, 2017

DOI: 10.4236/jamp.2017.512196 911 Downloads 1,947 Views Citations
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 1,303 Downloads 2,595 Views Citations
One Dimensional Random Motion on Segment with Reflecting Edges and Dependent Increments (Articles)

Gurami Tsitsiashvili

Journal of Applied Mathematics and Physics Vol.6 No.3, March 15, 2018

DOI: 10.4236/jamp.2018.63045 699 Downloads 1,465 Views Citations
A Generalization of the Clark-Ocone Formula (Articles)

Mahmmoud Salih, Sulieman Jomah

Journal of Applied Mathematics and Physics Vol.6 No.7, July 19, 2018

DOI: 10.4236/jamp.2018.67121 721 Downloads 2,114 Views Citations
Mixed Fractional Merton Model to Evaluate European Options with Transaction Costs (Articles)

Foad Shokrollahi

Journal of Mathematical Finance Vol.8 No.4, November 7, 2018

DOI: 10.4236/jmf.2018.84040 1,078 Downloads 2,311 Views Citations
Multiple G-Stratonovich Integral Driven by G-Brownian Motion (Articles)

Zou Li, Fangyuan Liu, Yang Li

Journal of Applied Mathematics and Physics Vol.6 No.11, November 19, 2018

DOI: 10.4236/jamp.2018.611190 965 Downloads 2,013 Views Citations

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