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Geometric Fractional Brownian Motion Perturbed by Fractional Ornstein-Uhlenbeck Process and Application on KLCI Option Pricing
(Articles)
Mohammed Alhagyan
,
Masnita Misiran
,
Zurni Omar
Open Access Library Journal
Vol.3 No.8
, August 19, 2016
DOI:
10.4236/oalib.1102863
1,639
Downloads
3,376
Views
Citations
Robust Finite-Time
H
∞
Filtering for Itô Stochastic Systems
(Articles)
Aiqing Zhang
Journal of Applied Mathematics and Physics
Vol.4 No.9
, September 20, 2016
DOI:
10.4236/jamp.2016.49179
1,329
Downloads
2,271
Views
Citations
Non-Perturbative Guiding Center and Stochastic Gyrocenter Transformations: Gyro-Phase Is the
Kaluza-Klein
5
th
Dimension also for Reconciling General Relativity with Quantum Mechanics
(Articles)
Claudio Di Troia
Journal of Modern Physics
Vol.9 No.4
, March 30, 2018
DOI:
10.4236/jmp.2018.94048
915
Downloads
2,243
Views
Citations
Type 2 Possibility Factor Rotation in No-Data Problem
(Articles)
Houju Hori Jr.
Applied Mathematics
Vol.14 No.10
, October 8, 2023
DOI:
10.4236/am.2023.1410039
270
Downloads
864
Views
Citations
This article belongs to the Special Issue on
Fuzzy Mathematics
Animal Feed Business Risk Assessment Quantification COVID-19 and Supply Chains Disruptions Losses
(Articles)
Kheiry Hassan M. Ishag
Journal of Mathematical Finance
Vol.14 No.3
, August 14, 2024
DOI:
10.4236/jmf.2024.143019
217
Downloads
1,072
Views
Citations
Application of Exponential Distribution in Modeling of State Holding Time in HIV/AIDS Transition Dynamics
(Articles)
Nahashon Mwirigi
Open Journal of Modelling and Simulation
Vol.12 No.4
, October 25, 2024
DOI:
10.4236/ojmsi.2024.124010
111
Downloads
577
Views
Citations
Application of Multifractional Brownian Motion to Modeling Volatility and Risk in Financial Markets
(Articles)
Bou Diop
Journal of Applied Mathematics and Physics
Vol.13 No.11
, November 17, 2025
DOI:
10.4236/jamp.2025.1311216
71
Downloads
524
Views
Citations
Central Force Optimization Applied to the PBM Suite of Antenna Benchmarks
(Articles)
Richard A. Formato
Journal of Applied Mathematics and Physics
Vol.14 No.2
, February 14, 2026
DOI:
10.4236/jamp.2026.142039
81
Downloads
354
Views
Citations
Stochastic Social Welfare Maximization for Wind Power Integration in Electricity Spot Markets: A DC-OPF Approach with Nodal Pricing and Penetration Sensitivity Analysis
(Articles)
Ye Cao
Open Journal of Applied Sciences
Vol.16 No.5
, May 25, 2026
DOI:
10.4236/ojapps.2026.165096
33
Downloads
153
Views
Citations
A Trapezoidal Fuzzy Heston Model Calibrated to Copper Futures Prices
(Articles)
Kankolongo Kadilu Patient
,
Kumwimba Seya Didier
,
Panga Lutanda Grégoire
,
Balowayi Bondu Bernard
,
Mwania Wakosia José
American Journal of Computational Mathematics
Vol.16 No.2
, June 11, 2026
DOI:
10.4236/ajcm.2026.162006
17
Downloads
127
Views
Citations
Face Recognition from Incomplete Measurements via
l
1
-Optimization
(Articles)
Miguel Argaez
,
Reinaldo Sanchez
,
Carlos Ramirez
American Journal of Computational Mathematics
Vol.2 No.4
, December 20, 2012
DOI:
10.4236/ajcm.2012.24039
4,742
Downloads
8,118
Views
Citations
Computational Methods in the Theory of Synthesis of Radio and Acoustic Radiating Systems
(Articles)
Petro Savenko
Applied Mathematics
Vol.4 No.3
, March 27, 2013
DOI:
10.4236/am.2013.43078
3,560
Downloads
6,720
Views
Citations
Intelligent System for Parallel Fault-Tolerant Diagnostic Tests Construction
(Articles)
Anna Yankovskaya
,
Sergei Kitler
Journal of Software Engineering and Applications
Vol.6 No.4A
, April 29, 2013
DOI:
10.4236/jsea.2013.64A007
5,499
Downloads
7,566
Views
Citations
This article belongs to the Special Issue on
Software Dependability
Hidden Symmetries of Lax Integrable Nonlinear Systems
(Articles)
Denis Blackmore
,
Yarema Prykarpatsky
,
Jolanta Golenia
,
Anatoli Prykapatski
Applied Mathematics
Vol.4 No.10C
, October 23, 2013
DOI:
10.4236/am.2013.410A3013
3,511
Downloads
5,753
Views
Citations
This article belongs to the Special Issue on
Advances in Mathematical Physics
Phosphorus and potassium fertilization in no till southern Brazilian soils
(Articles)
Jairo André Schlindwein
,
Leandro Bortolon
,
Elaine Cosma Fioreli-Pereira
,
Elisandra Solange Oliveira Bortolon
,
Clesio Gianello
Agricultural Sciences
Vol.4 No.12A
, December 25, 2013
DOI:
10.4236/as.2013.412A004
4,997
Downloads
7,286
Views
Citations
This article belongs to the Special Issue on
Fertilizer
Discrepancies in Growth Measurement Methods of Mosses: An Example from Two Keystone Species Grown under Increased CO
2
and N Supply in a Restored Peatland
(Articles)
Andy Siegenthaler
,
Alexandre Buttler
,
Philippe Grosvernier
,
Jean-Michel Gobat
,
Edward Mitchell
American Journal of Plant Sciences
Vol.5 No.15
, July 10, 2014
DOI:
10.4236/ajps.2014.515249
3,149
Downloads
4,840
Views
Citations
Modeling Africa’s Demand for Iron and Steel Importation: An International Market Estimation Method Perspective
(Articles)
Fidelys Ravelomanana
,
Liang Yan
,
Christophe Mahazomanana
,
Leoncine Paul Miarisoa
American Journal of Industrial and Business Management
Vol.4 No.12
, December 31, 2014
DOI:
10.4236/ajibm.2014.412086
3,666
Downloads
4,955
Views
Citations
A Seismotectonic Zonation Map of Eastern Siberia: New Principles and Methods of Mapping
(Articles)
L. P. Imaeva
,
V. S. Imaev
,
O. P. Smekalin
,
N. N. Grib
Open Journal of Earthquake Research
Vol.4 No.4
, November 13, 2015
DOI:
10.4236/ojer.2015.44011
3,869
Downloads
5,674
Views
Citations
Chebyshev Polynomials with Applications to Two-Dimensional Operators
(Articles)
Alfred Wünsche
Advances in Pure Mathematics
Vol.9 No.12
, December 24, 2019
DOI:
10.4236/apm.2019.912050
851
Downloads
3,404
Views
Citations
Optimised Design and Analysis of Solar Water Pumping Systems for Pakistani Conditions
(Articles)
Usman Ashraf
,
M. Tariq Iqbal
Energy and Power Engineering
Vol.12 No.10
, October 19, 2020
DOI:
10.4236/epe.2020.1210032
1,502
Downloads
5,307
Views
Citations
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