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Toplam kayıt 24, listelenen: 1-10
Parameter Estimation an a Black Scholes
(Vinča Institute of Nuclear Sciences, Belgrade, 2018-01-07)
In this paper we discuss parameter estimation in black scholes model. A non-parametric estimation method and well known maximum likelihood estimator are considered. Our aim is to estimate the unknown parameters for stochastic ...
On the 3-Parameter Spatial Motions in Lorentzian 3-Space
(UNIV NIS, FAC SCI MATH, PO BOX 224, VISEGRADSKA 33, NIS, 18000, SERBIA MONTENEG, 2018)
In this paper, we obtain the formulas of the volume element and the volume of the region which is determined in the fixed space by any fixed point of the moving space under the 3-parameter spatial motions in Lorentzian ...
Numerical methods for simulation of stochastic differential equations
(Advances in Difference Equations, 2018-01-15)
In this paper we are concerned with numerical methods to solve stochastic
differential equations (SDEs), namely the Euler-Maruyama (EM) and Milstein methods.
These methods are based on the truncated Ito-Taylor expansion. ...
Oscillatory Behavior of Three Dimensional α-Fractional Delay Differential Systems
(MDPIST ALBAN-ANLAGE 66, CH-4052 BASEL, SWITZERLAND, 2018)
In the present work we study the oscillatory behavior of three dimensional α-fractional
nonlinear delay differential system. We establish some sufficient conditions that will ensure all
solutions are either oscillatory ...
A Hermite Polynomial Approach for Solving the SIR Model of Epidemics
(MDPIST ALBAN-ANLAGE 66, CH-4052 BASEL, SWITZERLAND, 2018)
In this paper, the problem of the spread of a non-fatal disease in a population is solved
by using the Hermite collocation method. Mathematical modeling of the problem corresponds to
a three-dimensional system of nonlinear ...
On Discrete Fractional Solutions of Non-Fuchsian Differential Equations
(MDPIST ALBAN-ANLAGE 66, CH-4052 BASEL, SWITZERLAND, 2018)
In this article, we obtain new fractional solutions of the general class of non-Fuchsian
differential equations by using discrete fractional nabla operator ∇η
(0 < η < 1). This operator
is applied to homogeneous and ...
Performance of FRP confined and unconfined geopolymer concrete exposed to sulfate attacks
(TECHNO-PRESSPO BOX 33, YUSEONG, DAEJEON 305-600, SOUTH KOREA, 2018)
In this study, the effects of magnesium sulfate on the mechanical performance and the durability of confined and
unconfined geopolymer concrete (GPC) specimens were investigated. The carbon and basalt fiber reinforced ...
Case Study About Economic Order Quantities and Comparison of Results From Conventional Eoq Model and Response Surface-Based Approach
(POLSKA AKAD NAUK, POLISH ACAD SCIENCESPL DEFILAD 1, WARSZAWA 00-901, POLAND, 2018)
This study involves the implementation of an economic order quantity (EOQ) model which is
an inventory control method in a ceramic factory. Two different methods were applied for the
calculation of EOQs. The first method ...
X-ray irradiated LDPE/PP blends with high mechanical and dielectric performance
(WILEY, 111 RIVER ST, HOBOKEN 07030-5774, NJ, 2018)
In this study, the influences of polypropylene (PP) additive (varying from 20% to 80% wt) and low dose X-ray irradiation
(changing from 25 to 100 Gy) on the mechanical and dielectric properties of low-density polyethylene ...
Patch load resistance of longitudinally stiffened webs: Modeling via support vector machines
(TECHNO-PRESSPO BOX 33, YUSEONG, DAEJEON 305-600, SOUTH KOREA, 2018)
Steel girders are the structural members often used for passing long spans. Mostly being subjected to patch loading,
or concentrated loading, steel girders are likely to face sudden deformation or damage e.g., web breathing. ...