Stochastic Linear Difference Equations - Articles - Scientific Research Publishing

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 7,034 Downloads 14,520 Views Citations
Higher-Order WHEP Solutions of Quadratic Nonlinear Stochastic Oscillatory Equation (Articles)

Mohamed A. El-Beltagy, Amnah S. Al-Johani

Engineering Vol.5 No.5A, May 24, 2013

DOI: 10.4236/eng.2013.55A009 3,793 Downloads 5,913 Views Citations
This article belongs to the Special Issue on Mathematical Problems in Engineering
Stochastic Oscillators with Quadratic Nonlinearity Using WHEP and HPM Methods (Articles)

Amnah S. Al-Johani

American Journal of Computational Mathematics Vol.3 No.3, August 14, 2013

DOI: 10.4236/ajcm.2013.33027 3,486 Downloads 6,056 Views Citations
On the Connection between the Hamilton-Jacobi-Bellman and the Fokker-Planck Control Frameworks (Articles)

Mario Annunziato, Alfio Borzì, Fabio Nobile, Raul Tempone

Applied Mathematics Vol.5 No.16, September 2, 2014

DOI: 10.4236/am.2014.516239 5,344 Downloads 8,216 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 4,529 Downloads 6,398 Views Citations
On Optimal Ordering of Service Parameters of a Coxian Queueing Model with Three Phases (Articles)

Vedat Sağlam, Murat Sağır, Erdinç Yücesoy, Müjgan Zobu

Open Journal of Optimization Vol.4 No.3, August 26, 2015

DOI: 10.4236/ojop.2015.43008 3,301 Downloads 4,392 Views Citations
Conditional Law of the Hitting Time for a Lévy Process in Incomplete Observation (Articles)

Waly Ngom

Journal of Mathematical Finance Vol.5 No.5, November 30, 2015

DOI: 10.4236/jmf.2015.55041 3,964 Downloads 5,344 Views Citations
This article belongs to the Special Issue on Density Estimation in Finance
Reflected BSDEs Driven by Lévy Processes and Countable Brownian Motions (Articles)

Jean-Marc Owo

Applied Mathematics Vol.6 No.14, December 23, 2015

DOI: 10.4236/am.2015.614197 3,614 Downloads 4,600 Views Citations
Evaluation the Price of Multi-Asset Rainbow Options Using Monte Carlo Method (Articles)

A. Rasulov, R. Rakhmatov, A. Nafasov

Journal of Applied Mathematics and Physics Vol.4 No.1, January 29, 2016

DOI: 10.4236/jamp.2016.41021 5,507 Downloads 8,568 Views Citations
A Stochastic SIVS Epidemic Model Based on Birth and Death Process (Articles)

Lin Zhu, Tiansi Zhang

Journal of Applied Mathematics and Physics Vol.4 No.9, September 29, 2016

DOI: 10.4236/jamp.2016.49186 2,066 Downloads 4,097 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 1,092 Downloads 2,608 Views Citations
Optimal Error Estimates of the Crank-Nicolson Scheme for Solving a Kind of Decoupled FBSDEs (Articles)

Zhe Wang, Yang Li

Journal of Applied Mathematics and Physics Vol.6 No.2, February 8, 2018

DOI: 10.4236/jamp.2018.62032 952 Downloads 2,080 Views Citations
Non-Negativity Preserving Numerical Algorithms for Problems in Mathematical Finance (Articles)

Yuan Yuan

Applied Mathematics Vol.9 No.3, March 30, 2018

DOI: 10.4236/am.2018.93024 1,684 Downloads 3,264 Views Citations
Numerical Solution of Two-Dimensional Nonlinear Stochastic Itô-Volterra Integral Equations by Applying Block Pulse Functions (Articles)

Guo Jiang, Xiaoyan Sang, Jieheng Wu, Biwen Li

Advances in Pure Mathematics Vol.9 No.2, February 14, 2019

DOI: 10.4236/apm.2019.92004 1,250 Downloads 2,560 Views Citations
Stochastic Dynamics of Cholera Epidemic Model: Formulation, Analysis and Numerical Simulation (Articles)

Yohana Maiga Marwa, Isambi Sailon Mbalawata, Samuel Mwalili, Wilson Mahera Charles

Journal of Applied Mathematics and Physics Vol.7 No.5, May 23, 2019

DOI: 10.4236/jamp.2019.75074 855 Downloads 2,955 Views Citations
This article belongs to the Special Issue on Stochastic Simulation Method and Its Applications
On the Effects of Different Interpretations of Stochastic Differential Equations (Articles)

Claudio Floris

Applied Mathematics Vol.10 No.11, October 28, 2019

DOI: 10.4236/am.2019.1011063 1,071 Downloads 3,173 Views Citations
A Comparative Survey of an Approximate Solution Method for Stochastic Delay Differential Equations (Articles)

Emenonye Christian Emenonye, Donatus Anonwa

Applied Mathematics Vol.14 No.3, March 28, 2023

DOI: 10.4236/am.2023.143012 253 Downloads 1,108 Views Citations
Adaptive Investment Strategies for Transitioning from Fossil-Fuels to Cleaner Energies: An Application of Conjugate Utilities (Articles)

Gaoganwe Sophie Moagi, Obonye Doctor, Edward Lungu

Journal of Mathematical Finance Vol.16 No.2, April 2, 2026

DOI: 10.4236/jmf.2026.162004 55 Downloads 258 Views Citations
Adaptation in Stochastic Dynamic Systems—Survey and New Results I (Articles)

Innokentiy V. Semushin

International Journal of Communications, Network and System Sciences Vol.4 No.1, January 28, 2011

DOI: 10.4236/ijcns.2011.41002 4,379 Downloads 8,839 Views Citations
Adaptation in Stochastic Dynamic Systems—Survey and New Results II (Articles)

Innokentiy V. Semushin

International Journal of Communications, Network and System Sciences Vol.4 No.4, April 15, 2011

DOI: 10.4236/ijcns.2011.44032 4,285 Downloads 8,912 Views Citations

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