Brownian Diffusion - Articles - Scientific Research Publishing

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
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 3,861 Downloads 5,686 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 4,381 Downloads 6,123 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 4,057 Downloads 5,586 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 5,917 Downloads 8,630 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
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 950 Downloads 2,016 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 1,330 Downloads 2,665 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 748 Downloads 2,172 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 1,122 Downloads 2,387 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 1,014 Downloads 2,083 Views Citations
Pricing European Option When the Stock Price Process Is Being Driven by Geometric Brownian Motion (Articles)

Kebareng I. Moalosi-Court

Open Access Library Journal Vol.6 No.8, August 2, 2019

DOI: 10.4236/oalib.1105568 335 Downloads 1,512 Views Citations
Convergence of a Randomised Change Point Estimator in GARCH Models (Articles)

George Awiakye-Marfo, Joseph Mung’atu, Patrick Weke

Journal of Mathematical Finance Vol.11 No.2, May 12, 2021

DOI: 10.4236/jmf.2021.112013 554 Downloads 1,484 Views Citations
Brownian Motion & the Stochastic Behavior of Stocks (Articles)

Pantelis Tassopoulos, Yorgos Protonotarios

Journal of Mathematical Finance Vol.12 No.1, February 15, 2022

DOI: 10.4236/jmf.2022.121009 492 Downloads 4,042 Views Citations
Perpetual American Call Option under Fractional Brownian Motion Model (Articles)

Atsuo Suzuki

Journal of Mathematical Finance Vol.13 No.2, May 31, 2023

DOI: 10.4236/jmf.2023.132014 290 Downloads 1,099 Views Citations
This article belongs to the Special Issue on Pricing Strategy and Theory
Natural Convective Nanofluid Flow over a Vertical Plate with Thermal Stratification (Articles)

Md Ziarul Islam, Abdullah Ahmed Foisal, Afsana Shila

Journal of Applied Mathematics and Physics Vol.13 No.8, August 21, 2025

DOI: 10.4236/jamp.2025.138150 103 Downloads 396 Views Citations
The effect of different number of diffusion gradients on SNR of diffusion tensor-derived measurement maps (Articles)

Na Zhang, Zhen-Sheng Deng, Fang Wang, Xiao-Yi Wang

Journal of Biomedical Science and Engineering Vol.2 No.2, April 2, 2009

DOI: 10.4236/jbise.2009.22018 8,844 Downloads 14,700 Views Citations
Competitive Innovation Diffusion in Small-World Network: Agent-Based Modeling and Simulation (Articles)

Yunfeng Yan, Ying Li

Technology and Investment Vol.3 No.3, August 31, 2012

DOI: 10.4236/ti.2012.33028 4,825 Downloads 7,702 Views Citations
Correlation between Diffusion Equation and Schrödinger Equation (Articles)

Takahisa Okino

Journal of Modern Physics Vol.4 No.5, May 23, 2013

DOI: 10.4236/jmp.2013.45088 8,399 Downloads 12,900 Views Citations

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