المؤلفون: Ali Asghar Movahed, Houshyar Noshad

المصدر: Frontiers in Physics, Vol 12 (2024)

مصطلحات موضوعية: stock prices modeling, stochastic dynamical equation, Black-Scholes model, poisson jump process, jump-diffusion model, jump-drift process, Physics, QC1-999

وصف الملف: electronic resource

Relation: https://www.frontiersin.org/articles/10.3389/fphy.2024.1402593/full; https://doaj.org/toc/2296-424X

URL الوصول: https://doaj.org/article/60eaa842a0a744d38c930aa4590a1b70

المؤلفون: Varshini Sandrasekaran, Ravikumar Kasinathan, Ramkumar Kasinathan, Dimplekumar Chalishajar, Dhanalakshmi Kasinathan

المصدر: Partial Differential Equations in Applied Mathematics, Vol 10, Iss , Pp 100713- (2024)

مصطلحات موضوعية: Existence, Exponential stability, Poisson jump and fractional Schrödinger equation, Applied mathematics. Quantitative methods, T57-57.97

وصف الملف: electronic resource

Relation: http://www.sciencedirect.com/science/article/pii/S2666818124000998; https://doaj.org/toc/2666-8181

URL الوصول: https://doaj.org/article/221e9c739b774d4c9df876a951fae51e

المؤلفون: Guangjie Li, Zhipei Hu, Feiqi Deng, Huiyan Zhang

المصدر: Electronic Journal of Qualitative Theory of Differential Equations, Vol 2022, Iss 49, Pp 1-20 (2022)

مصطلحات موضوعية: stochastic systems, time-varying delay, delay feedback control, markovian switching, poisson jump, Mathematics, QA1-939

وصف الملف: electronic resource

Relation: http://www.math.u-szeged.hu/ejqtde/periodica.html?periodica=1&paramtipus_ertek=publication&param_ertek=9896; https://doaj.org/toc/1417-3875

URL الوصول: https://doaj.org/article/65ce8d6513cf42709eaa4cf5f5a200d0

المؤلفون: Kenneth Ian Talosig Batac, Angelie Azcuna Collera, Resy Ordona Villanueva, Casper Boongaling Agaton

المصدر: International Journal of Renewable Energy Development, Vol 11, Iss 3, Pp 801-814 (2022)

مصطلحات موضوعية: renewable energy, nuclear energy, real options, nuclear disaster, negative externality, poisson jump, dynamic optimization, Renewable energy sources, TJ807-830

وصف الملف: electronic resource

Relation: https://ijred.cbiore.id/index.php/ijred/article/view/45913; https://doaj.org/toc/2252-4940

URL الوصول: https://doaj.org/article/8c0db5ea0fee4d0fb414ad8e2ea2cdaa

المؤلفون: Sang, J, Li, ZC, Lam, WHK, Wong, SC

المساهمون: Department of Civil and Environmental Engineering

مصطلحات موضوعية: BOT contract, Integrated rail and property development, Nash bargaining game, Poisson jump, Population uncertainty, Real options

Relation: http://hdl.handle.net/10397/101129; 36; 66; 130; 2-s2.0-85074222464; CEE-1166

الاتاحة: http://hdl.handle.net/10397/101129
https://doi.org/10.1016/j.trb.2019.10.003

المؤلفون: Yongqiang Fu, Lixu Yan

المصدر: AIMS Mathematics, Vol 6, Iss 5, Pp 5176-5192 (2021)

مصطلحات موضوعية: fully nonlocal, fractional brownian motion, poisson jump, mild solution, optimal control, Mathematics, QA1-939

وصف الملف: electronic resource

Relation: https://doaj.org/toc/2473-6988

URL الوصول: https://doaj.org/article/8c34f7929a4442309efd6cf66b614536

المؤلفون: Ali Soheili, Yasser Taherinasab, Mohammad Amini

المصدر: Mathematics and Modeling in Finance, Vol 1, Iss 1, Pp 119-141 (2021)

مصطلحات موضوعية: nonlinear stochastic differential equations, poisson jump, compensated split-step ‎$theta‎$ method, one-sided lipschitz condition, forward-backward euler-maruyama method, mean-square stability, Finance, HG1-9999, Mathematics, QA1-939

وصف الملف: electronic resource

Relation: https://jmmf.atu.ac.ir/article_11917_f89e9bb1ffceb464b28d20248011967c.pdf; https://doaj.org/toc/2783-0578; https://doaj.org/toc/2783-056X

URL الوصول: https://doaj.org/article/8bf61a27b21b4b3daf435a6beee3988b

المؤلفون: Davood Ahmadian, Omid Farkhondeh Rouz

المصدر: Journal of Inequalities and Applications, Vol 2020, Iss 1, Pp 1-33 (2020)

مصطلحات موضوعية: Split-step θ-Milstein scheme, Exponential mean-square stability, Stochastic delay integro-differential equations, Poisson jump, Lyapunov function, Mathematics, QA1-939

وصف الملف: electronic resource

Relation: http://link.springer.com/article/10.1186/s13660-020-02452-3; https://doaj.org/toc/1029-242X

URL الوصول: https://doaj.org/article/9a270437520a456199a0af701799b44d

المؤلفون: Raffaele D'Ambrosio, Afsaneh Moradi, Carmela Scalone

المصدر: Applied Numerical Mathematics. 185:516-529

مصطلحات موضوعية: Computational Mathematics, Numerical Analysis, Long term behavior, Applied Mathematics, Poisson jump, Stability, Stochastic theta methods

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::7748df7f34cbf9c1fbd91eea4c334536
https://doi.org/10.1016/j.apnum.2022.12.011

المؤلفون: Lixu Yan, Yongqiang Fu

المصدر: Fractal and Fractional; Volume 5; Issue 2; Pages: 30

مصطلحات موضوعية: fully nonlocal derivative operator, mild solution, approximate controllability, fractional Brownian motion, Poisson jump

وصف الملف: application/pdf

Relation: Mathematical Physics; https://dx.doi.org/10.3390/fractalfract5020030

الاتاحة: https://doi.org/10.3390/fractalfract5020030

المؤلفون: Mahmoud Abouagwa, Rashad A. R. Bantan, Waleed Almutiry, Anas D. Khalaf, Mohammed Elgarhy

المصدر: Fractal and Fractional, Vol 5, Iss 239, p 239 (2021)

مصطلحات موضوعية: fractional differential system of neutral type, fractional brownian motion, fractional calculus, Poisson jump, Carathéodory approximation, Thermodynamics, QC310.15-319, Mathematics, QA1-939, Analysis, QA299.6-433

Relation: https://www.mdpi.com/2504-3110/5/4/239; https://doaj.org/toc/2504-3110; https://doaj.org/article/e9e74f824a9a4c68a2533d89c4e84313

الاتاحة: https://doi.org/10.3390/fractalfract5040239
https://doaj.org/article/e9e74f824a9a4c68a2533d89c4e84313

المؤلفون: Corea, Francesco

المساهمون: Matos, João Amaro de, RUN

مصطلحات موضوعية: Calibration, Volatility smile, Monte Carlo simulation, Poisson jump

وصف الملف: application/pdf

الاتاحة: http://hdl.handle.net/10362/11594

المؤلفون: Pólvora, Pedro Ribeiro Coelho Fouto

المساهمون: Guerra, Manuel Castro, Philippart, Cláudia, Repositório da Universidade de Lisboa

مصطلحات موضوعية: Opções reais de investimento, processos de salto de Poisson, Equações Hamilton-Jacobi-Bellman, Tempos de paragem, Real investment options, Poisson jump processes, Hamilton-Jacobi-Bellman equations, Stopping times

وصف الملف: application/pdf

Relation: Pólvora, Pedro Ribeiro Coelho Fouto (2012). "Optimal value of a firm investing in exogeneous technology". Dissertação de Mestrado, Universidade Técnica de Lisboa. Instituto Superior de Economia e Gestão.

الاتاحة: http://hdl.handle.net/10400.5/10368

المؤلفون: Calabrese, Salvatore, Porporato, Amilcare, Laio, Francesco, Odorico, Paolo D, Ridolfi, Luca

المساهمون: Calabrese, Salvatore, Porporato, Amilcare, Laio, Francesco, Odorico, Paolo D, Ridolfi, Luca

مصطلحات موضوعية: Age distribution dynamic, M’Kendrick–von Foerster equation, Poisson jump, Stochastic mortality, Stochastic soil salinity, Mathematics (all), Engineering (all), Physics and Astronomy (all)

Relation: info:eu-repo/semantics/altIdentifier/wos/WOS:000416736700010; volume:473; issue:2207; firstpage:20170451; numberofpages:15; journal:PROCEEDINGS OF THE ROYAL SOCIETY OF LONDON. SERIES A; info:eu-repo/grantAgreement/EC/H2020/corda__h2020::602619d3a1bbaa19242235124bba904b; http://hdl.handle.net/11583/2701818; info:eu-repo/semantics/altIdentifier/scopus/2-s2.0-85037737381; http://rspa.royalsocietypublishing.org/content/royprsa/473/2207/20170451.full.pdf

الاتاحة: http://hdl.handle.net/11583/2701818
https://doi.org/10.1098/rspa.2017.0451
http://rspa.royalsocietypublishing.org/content/royprsa/473/2207/20170451.full.pdf

المؤلفون: YU, Jun

المصدر: Research Collection School Of Economics

مصطلحات موضوعية: Diffusion process, Poisson jump, Self-exciting, GMM, Jumpclustering, Econometrics

وصف الملف: application/pdf

Relation: https://ink.library.smu.edu.sg/soe_research/358; https://ink.library.smu.edu.sg/context/soe_research/article/1357/viewcontent/SSRN_id553701.pdf

الاتاحة: https://ink.library.smu.edu.sg/soe_research/358
https://ink.library.smu.edu.sg/context/soe_research/article/1357/viewcontent/SSRN_id553701.pdf

المؤلفون: Wang, Guoqiang, Wang, Sumei, Wang, Miao

مصطلحات موضوعية: stochastic functional differential delay equations, Poisson jump, Taylor approximations, numerical solution

Relation: http://www.advancesindifferenceequations.com/content/2013/1/230

الاتاحة: http://www.advancesindifferenceequations.com/content/2013/1/230

المؤلفون: Jiang, Feng, Yang, Hua, Zhao, Xinquan

مصطلحات موضوعية: impulses, Poisson jump, mild solution, asymptotic stability

Relation: http://www.journalofinequalitiesandapplications.com/content/2013/1/561

الاتاحة: http://www.journalofinequalitiesandapplications.com/content/2013/1/561

المؤلفون: Sang, Jinyan, Li, Zhi-Chun, Lam, William H.K., Wong, S. C.

المصدر: World Transit Research

مصطلحات موضوعية: BOT contract, Integrated rail and property development, Real options, Population uncertainty, Poisson jump, Nash bargaining game, land use - planning, planning - integration, place - urban, archi, demo

Relation: https://www.worldtransitresearch.info/research/7733

الاتاحة: https://www.worldtransitresearch.info/research/7733

المؤلفون: Wu, Chien-Feng, Chen, Bor-Sen, Zhang, Weihai

مصطلحات موضوعية: Multiobjective control design, Pareto optimality, Nonlinear stochastic Poisson jump-diffusion system, Takagi-Sugeno (T-S) fuzzy model, Stochastic exponential stability, LMI-constrained MOEA

وصف الملف: 107 bytes; text/html

Relation: Fuzzy Sets and Systems,385,p.148-168; http://tkuir.lib.tku.edu.tw:8080/dspace/handle/987654321/120979; http://tkuir.lib.tku.edu.tw:8080/dspace/bitstream/987654321/120979/1/index.html

الاتاحة: http://tkuir.lib.tku.edu.tw:8080/dspace/handle/987654321/120979
http://tkuir.lib.tku.edu.tw:8080/dspace/bitstream/987654321/120979/1/index.html

المؤلفون: Bolzern, Paolo, Colaneri, Patrizio

المساهمون: Bolzern, Paolo, Colaneri, Patrizio

مصطلحات موضوعية: Markov Jump Linear System, Mean stability, Poisson jump, Positive system, Switched system, Control and Systems Engineering

Relation: info:eu-repo/semantics/altIdentifier/wos/WOS:000423845200335; ispartofbook:Proceedings 20th IFAC World Congress, Toulouse, 2017; 20th IFAC World Congress; volume:50; issue:1; firstpage:2082; lastpage:2087; numberofpages:6; serie:IFAC-PAPERSONLINE; http://hdl.handle.net/11311/1046674; info:eu-repo/semantics/altIdentifier/scopus/2-s2.0-85031767021; http://www.journals.elsevier.com/ifac-papersonline/

الاتاحة: http://hdl.handle.net/11311/1046674
https://doi.org/10.1016/j.ifacol.2017.08.524
http://www.journals.elsevier.com/ifac-papersonline/