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Finite-time stability of a stochastic tree–grass–water–nitrogen system with impulsive and time-varying delay.
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- International Journal of Biomathematics, 2024, v. 17, n. 6, p. 1, doi. 10.1142/S1793524523500523
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- Article
Forecasting Trading-Session Return Volatility in Taiwan Futures Market: A Periodic Regime Switching with Jump Approach.
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- Asia-Pacific Financial Markets, 2024, v. 31, n. 2, p. 285, doi. 10.1007/s10690-023-09415-w
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- Article
Recurrence and periodicity for stochastic differential equations with regime-switching jump diffusions.
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- Discrete & Continuous Dynamical Systems - Series B, 2024, v. 29, n. 6, p. 1, doi. 10.3934/dcdsb.2023197
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- Article
Optimal investment–consumption–insurance strategy with inflation risk and stochastic income in an Itô–Lévy setting.
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- International Journal of Financial Engineering, 2024, v. 11, n. 2, p. 1, doi. 10.1142/S2424786323500548
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- Article
SIR model with social gatherings.
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- Journal of Applied Probability, 2024, v. 61, n. 2, p. 667, doi. 10.1017/jpr.2023.65
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- Article
Development of a Model to Predict the Jumping Performance in Elite Male Volleyball Players: A Cross-sectional Study.
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- Journal of Clinical & Diagnostic Research, 2024, v. 18, n. 6, p. 1, doi. 10.7860/JCDR/2024/69179.19477
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- Article
Study on the Bouncing Process Induced by Ice Shedding on Overhead Conductors under Strong Wind Conditions.
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- Applied Sciences (2076-3417), 2024, v. 14, n. 10, p. 4285, doi. 10.3390/app14104285
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- Article
Dynamical behaviors of stochastic eco-epidemic predator-prey model with Allee effect in prey and Lévy jump.
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- Mathematical Methods in the Applied Sciences, 2024, v. 47, n. 7, p. 5576, doi. 10.1002/mma.9880
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- Article
Commodity Asian option pricing and simulation in a 4-factor model with jump clusters.
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- Annals of Operations Research, 2024, v. 336, n. 1/2, p. 275, doi. 10.1007/s10479-022-05152-x
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- Article
Design and Experimentation of Tensegrity Jumping Robots.
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- Applied Sciences (2076-3417), 2024, v. 14, n. 9, p. 3947, doi. 10.3390/app14093947
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- Article
There and back again: when and how the world's richest snake family (Dipsadidae) dispersed and speciated across the Neotropical region.
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- Journal of Biogeography, 2024, v. 51, n. 5, p. 878, doi. 10.1111/jbi.14790
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- Article
Investigations to the optimal derivative-based investment and proportional reinsurance strategies.
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- Journal of Industrial & Management Optimization, 2024, v. 20, n. 5, p. 1, doi. 10.3934/jimo.2023143
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- Article
Shortage Policies for a Jump Process with Positive and Negative Batch Arrivals in a Random Environment.
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- Mathematics (2227-7390), 2024, v. 12, n. 9, p. 1341, doi. 10.3390/math12091341
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- Article
On a projection least squares estimator for jump diffusion processes.
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- Annals of the Institute of Statistical Mathematics, 2024, v. 76, n. 2, p. 209, doi. 10.1007/s10463-023-00881-7
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- Article
Valuations of Variance and Volatility Swaps Under Double Heston Jump-Diffusion Model With Approximative Fractional Stochastic Volatility.
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- Computational Economics, 2024, v. 63, n. 4, p. 1543, doi. 10.1007/s10614-023-10374-7
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- Article
Optimal reinsurance via BSDEs in a partially observable model with jump clusters.
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- Finance & Stochastics, 2024, v. 28, n. 2, p. 453, doi. 10.1007/s00780-023-00523-z
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- Article
Score-Driven Modeling with Jumps: An Application to S&P500 Returns and Options.
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- Journal of Financial Econometrics, 2024, v. 22, n. 2, p. 375, doi. 10.1093/jjfinec/nbad001
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- Article
Volatility-dependent probability weighting and the dynamics of the pricing kernel puzzle.
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- Review of Derivatives Research, 2024, v. 27, n. 1, p. 1, doi. 10.1007/s11147-023-09197-3
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- Article
Simulation Analysis of Frog-Inspired Take-Off Performance Based on Different Structural Models.
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- Biomimetics (2313-7673), 2024, v. 9, n. 3, p. 168, doi. 10.3390/biomimetics9030168
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- Article
An obstacle problem arising from American options pricing: regularity of solutions.
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- Calculus of Variations & Partial Differential Equations, 2024, v. 63, n. 2, p. 1, doi. 10.1007/s00526-023-02639-8
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- Article
Finite element solution of a class of parabolic integro-differential equations with inhomogeneous jump conditions using FreeFEM++.
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- Computational Methods for Differential Equations, 2024, v. 12, n. 2, p. 314, doi. 10.22034/CMDE.2023.50871.2114
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- Article
Moment stability of stochastic processes with applications to control systems.
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- Mathematical Control & Related Fields, 2024, v. 14, n. 1, p. 1, doi. 10.3934/mcrf.2023008
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- Article
Optimized and robust orbit jump for nonlinear vibration energy harvesters.
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- Nonlinear Dynamics, 2024, v. 112, n. 5, p. 3081, doi. 10.1007/s11071-023-09188-x
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- Article
A Quantitative Comparison of Mortality Models with Jumps: Pre- and Post-COVID Insights on Insurance Pricing.
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- Risks, 2024, v. 12, n. 3, p. 53, doi. 10.3390/risks12030053
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- Article
A pedestrian trajectory prediction method based on improved LSTM network.
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- IET Image Processing (Wiley-Blackwell), 2024, v. 18, n. 2, p. 379, doi. 10.1049/ipr2.12954
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- Article
A mutually exciting rough jump-diffusion for financial modelling.
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- Fractional Calculus & Applied Analysis, 2024, v. 27, n. 1, p. 319, doi. 10.1007/s13540-023-00234-4
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- Article
Regime Tracking in Markets with Markov Switching.
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- Mathematics (2227-7390), 2024, v. 12, n. 3, p. 423, doi. 10.3390/math12030423
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- Article
A variable step‐size extrapolated Crank–Nicolson method for option pricing under stochastic volatility model with jump.
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- Mathematical Methods in the Applied Sciences, 2024, v. 47, n. 2, p. 762, doi. 10.1002/mma.9682
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- Article
Corrigendum to "Mathematical modelling of the semi‐Markovian random walk processes with jumps and delaying screen by means of a fractional order differential equation" [Math. Meth. Appl. Sci. 41(18) (2018). https://doi.org/10.1002/mma.5328 ].
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- 2024
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- Correction Notice
From the DeGroot Model to the DeGroot-Non-Consensus Model: The Jump States and the Frozen Fragment States.
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- Mathematics (2227-7390), 2024, v. 12, n. 2, p. 228, doi. 10.3390/math12020228
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- Article
Introducing a new approach for modeling a given time series based on attributing any random variation to a jump event: jump-jump modeling.
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- Scientific Reports, 2024, v. 14, n. 1, p. 1, doi. 10.1038/s41598-024-51863-5
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- Article
Heat flux and flame spread rate of discrete PMMA in concave building facade with window intervals.
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- Journal of Thermal Analysis & Calorimetry, 2024, v. 149, n. 1, p. 299, doi. 10.1007/s10973-023-12679-z
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- Article
Option Pricing under a Generalized Black–Scholes Model with Stochastic Interest Rates, Stochastic Strings, and Lévy Jumps.
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- Mathematics (2227-7390), 2024, v. 12, n. 1, p. 82, doi. 10.3390/math12010082
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- Article
Modeling of Rapidly Changing Macroeconomic Processes Based on the Analysis of Jump and Generalized Functions.
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- Mathematics (2227-7390), 2024, v. 12, n. 1, p. 138, doi. 10.3390/math12010138
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- Article
An Advanced Segmentation Approach to Piecewise Regression Models.
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- Mathematics (2227-7390), 2023, v. 11, n. 24, p. 4959, doi. 10.3390/math11244959
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- Article
Model for Determining Insurance Premiums Taking into Account the Rate of Economic Growth and Cross-Subsidies in Providing Natural Disaster Management Funds in Indonesia.
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- Sustainability (2071-1050), 2023, v. 15, n. 24, p. 16655, doi. 10.3390/su152416655
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- Article
Propagation of chaos and large deviations in mean-field models with jumps on block-structured networks.
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- Advances in Applied Probability, 2023, v. 55, n. 4, p. 1301, doi. 10.1017/apr.2023.7
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- Article
Pricing European Options under a Fuzzy Mixed Weighted Fractional Brownian Motion Model with Jumps.
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- Fractal & Fractional, 2023, v. 7, n. 12, p. 859, doi. 10.3390/fractalfract7120859
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- Article
Convergence Rate of the Diffused Split-Step Truncated Euler–Maruyama Method for Stochastic Pantograph Models with Lévy Leaps.
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- Fractal & Fractional, 2023, v. 7, n. 12, p. 861, doi. 10.3390/fractalfract7120861
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- Article
Pricing American Options under Levy Jump Models: A Multidimensional Transform Method.
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- Journal of Derivatives, 2023, v. 31, n. 2, p. 9, doi. 10.3905/jod.2023.1.190
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- Article
The Performance of Jump Models to Price Commodity Options.
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- Journal of Derivatives, 2023, v. 31, n. 2, p. 101, doi. 10.3905/jod.2023.1.189
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- Article
General Law of iterated logarithm for Markov processes: Liminf laws.
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- Transactions of the American Mathematical Society, Series B, 2023, v. 10, p. 1411, doi. 10.1090/btran/162
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- Article
Action Quality Assessment Model Using Specialists' Gaze Location and Kinematics Data—Focusing on Evaluating Figure Skating Jumps.
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- Sensors (14248220), 2023, v. 23, n. 22, p. 9282, doi. 10.3390/s23229282
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- Article
Optimal Control for Neutral Stochastic Integrodifferential Equations with Infinite Delay Driven by Poisson Jumps and Rosenblatt Process.
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- Fractal & Fractional, 2023, v. 7, n. 11, p. 783, doi. 10.3390/fractalfract7110783
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- Article
Short-Time Behavior in Arithmetic Asian Option Price Under a Stochastic Volatility Model with Jumps.
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- New Mathematics & Natural Computation, 2023, v. 19, n. 3, p. 891, doi. 10.1142/S1793005723500412
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- Article
CFD-Based Simulation Analysis for Motions through Multiphase Environments.
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- Biomimetics (2313-7673), 2023, v. 8, n. 6, p. 505, doi. 10.3390/biomimetics8060505
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- Article
Thermally Induced Pulsed Processes in Strontium Barium Niobate Single Crystals.
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- Crystallography Reports, 2023, v. 68, n. 5, p. 750, doi. 10.1134/S1063774523600643
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- Article
Ruin probabilities for a Sparre Andersen model with investments: the case of annuity payments.
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- Finance & Stochastics, 2023, v. 27, n. 4, p. 887, doi. 10.1007/s00780-023-00513-1
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- Article
Null controllability of Hilfer fractional stochastic integrodifferential equations with noninstantaneous impulsive and Poisson jump.
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- International Journal of Nonlinear Sciences & Numerical Simulation, 2023, v. 24, n. 6, p. 2347, doi. 10.1515/ijnsns-2020-0292
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- Article
Persistence in mean and extinction of a hybrid stochastic delay Gompertz model with Levy jumps.
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- Journal of Mathematical Modeling (JMM), 2023, v. 11, n. 3, p. 451, doi. 10.22124/jmm.2023.24164.2156
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- Article