Stochastic Control; Three-Asset Model; Vasicek Interest Rate Model; Optimal Fraction - Articles

Deterministic Chaos of N Stochastic Waves in Two Dimensions (Articles)

Victor A. Miroshnikov

American Journal of Computational Mathematics Vol.4 No.4, August 29, 2014

DOI: 10.4236/ajcm.2014.44025 5,282 Downloads 6,306 Views Citations
Stochastic Process Optimization Technique (Articles)

Hiroaki Yoshida, Katsuhito Yamaguchi, Yoshio Ishikawa

Applied Mathematics Vol.5 No.19, November 10, 2014

DOI: 10.4236/am.2014.519293 5,628 Downloads 7,594 Views Citations
This article belongs to the Special Issue on Numerical Analysis
Optimal Aggregate Production Plans via a Constrained LQG Model (Articles)

Oscar S. Silva Filho

Engineering Vol.6 No.12, November 13, 2014

DOI: 10.4236/eng.2014.612075 5,522 Downloads 6,740 Views Citations
This article belongs to the Special Issue on Industrial Engineering
Asymptotic Behavior of Stochastic Strongly Wave Equation on Unbounded Domains (Articles)

Zhaojuan Wang, Shengfan Zhou

Journal of Applied Mathematics and Physics Vol.3 No.3, March 30, 2015

DOI: 10.4236/jamp.2015.33046 2,666 Downloads 4,008 Views Citations
The Origin of Population Diversity: Stochastic Interactions between a Modifier Variant and the Individual Genetic Background (Articles)

Shinji Ijichi, Naomi Ijichi, Yukina Ijichi, Junko Nagata, Chikako Imamura, Hisami Sameshima, Yoichi Kawaike, Hirofumi Morioka

Natural Science Vol.7 No.5, May 18, 2015

DOI: 10.4236/ns.2015.75029 2,794 Downloads 3,875 Views Citations
Stochastic Resonance Synergetics—Quantum Information Theory for Multidimensional Scaling (Articles)

Milan Jovovic

Journal of Quantum Information Science Vol.5 No.2, June 5, 2015

DOI: 10.4236/jqis.2015.52007 4,678 Downloads 6,709 Views Citations
Technical Efficiency of Milk Producers in Cattle Corridor of Uganda: Kiboga District Case (Articles)

Teddy Triza Nakanwagi, Theodora S. Hyuha

Modern Economy Vol.6 No.7, July 29, 2015

DOI: 10.4236/me.2015.67079 2,965 Downloads 5,112 Views Citations
Asymptotic Behavior of Stochastic Strongly Damped Wave Equation with Multiplicative Noise (Articles)

Zhaojuan Wang, Shengfan Zhou

International Journal of Modern Nonlinear Theory and Application Vol.4 No.3, September 15, 2015

DOI: 10.4236/ijmnta.2015.43015 3,958 Downloads 5,198 Views Citations
How Far Can a Biased Random Walker Go? (Articles)

Zhongjin Yang, Cassidy Yang

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

DOI: 10.4236/jamp.2015.39143 3,001 Downloads 4,273 Views Citations
Elastic Stress Predictor for Stochastic Finite Element Problems (Articles)

Drakos Stefanos

World Journal of Mechanics Vol.5 No.11, November 16, 2015

DOI: 10.4236/wjm.2015.511021 4,590 Downloads 5,874 Views Citations
Option Pricing with Stochastic Volatility (Articles)

Rossano Giandomenico

Journal of Applied Mathematics and Physics Vol.3 No.12, December 25, 2015

DOI: 10.4236/jamp.2015.312189 2,753 Downloads 4,344 Views Citations
On the Stochastic Dominance of Portfolio Insurance Strategies (Articles)

Hela Maalej, Jean-Luc Prigent

Journal of Mathematical Finance Vol.6 No.1, February 5, 2016

DOI: 10.4236/jmf.2016.61002 5,451 Downloads 7,320 Views Citations
This article belongs to the Special Issue on Stochastic Dominance
Transfer Policies with Discontinuous Lorenz Curves (Articles)

Johan Fellman

Journal of Mathematical Finance Vol.6 No.1, February 5, 2016

DOI: 10.4236/jmf.2016.61003 5,056 Downloads 6,194 Views Citations
This article belongs to the Special Issue on Stochastic Dominance
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 2,684 Downloads 4,675 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 2,745 Downloads 4,389 Views Citations
Cosmological Constant and Energy Density of Random Electromagnetic Field (Articles)

Ilya A. Obukhov

Journal of High Energy Physics, Gravitation and Cosmology Vol.2 No.3, June 28, 2016

DOI: 10.4236/jhepgc.2016.23028 1,410 Downloads 2,557 Views Citations
Stochastic Modelling of Vulnerability Life Cycle and Security Risk Evaluation (Articles)

Sasith M. Rajasooriya, Chris P. Tsokos, Pubudu Kalpani Kaluarachchi

Journal of Information Security Vol.7 No.4, July 21, 2016

DOI: 10.4236/jis.2016.74022 2,394 Downloads 4,566 Views Citations
Shipping Firms’ Efficiency Evaluation through Stochastic Frontier Analysis (Articles)

Dimitris Gavalas

Modern Economy Vol.7 No.8, July 28, 2016

DOI: 10.4236/me.2016.78090 1,748 Downloads 3,213 Views Citations
A New Second Order Numerical Scheme for Solving Forward Backward Stochastic Differential Equations with Jumps (Articles)

Hongqiang Zhou, Yang Li, Zhe Wang

Applied Mathematics Vol.7 No.12, July 29, 2016

DOI: 10.4236/am.2016.712121 2,033 Downloads 3,609 Views Citations
About Stochastic Calculus in Presence of Jumps at Predictable Stopping Times (Articles)

Leonid Galtchouk

Journal of Mathematical Finance Vol.6 No.3, August 31, 2016

DOI: 10.4236/jmf.2016.63035 2,332 Downloads 3,702 Views Citations
This article belongs to the Special Issue on Martingales and Stochastic Integrals

First <...280281282 ...>Last

	[email protected]
	+86 18163351462 (WhatsApp)
	1655362766
	SCIRP WeChat

All	Title	Abstract	Keywords
DOI	Author	Journal	Affiliation
ISSN	Subject

	[email protected]
	+86 18163351462(WhatsApp)
	1655362766

	Paper Publishing WeChat

Browse Subjects

Publish with us

Home

About SCIRP

Service

Policies