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Stochastic processes

The state value

Moustafa Ahmed AbdElaal, Nesrien Mohamed Elmohamady

Reliability assessment model for multiple stress factors accelerated degradation test using a Wiener process with random effects

Qianqian Huang, Jiayin Tang, Xuefeng Feng

Mathematical modeling and nonlinear bilateral multivalued stochastic integral equations

Marek T. Malinowski

Formation of spatial vegetation patterns in heterogeneous environments

Karl Kästner, Daniel Caviedes-Voullième, Christoph Hinz

Analytic solutions of variance swaps for Heston models with stochastic long-run mean of variance and jumps

Jing Fu

Time-consistent robust investment-reinsurance strategy with common shock dependence under CEV model

Lu Li, Zhijian Qiu

Stochastic process-based drought monitoring and assessment system: A temporal switched weights approach for accurate and precise drought determination

Muhammad Asif Khan, Sergey Barykin, [ ... ], Rizwan Munir

Exploring the impact of Brownian motion on novel closed-form solutions of the extended Kairat-II equation

Khaled Aldwoah, Alaa Mustafa, [ ... ], Mohammed Hassan

Optimal tactics in community pension model for defined benefit pension plans

Jun Wang, Chunli Cui, Tian Tian

An insight into the stochastic solitonic features of the Maccari model using the solver technique

Hesham G. Abdelwahed, Reem Alotaibi, Emad K. El-Shewy, Mahmoud A. E. Abdelrahman

Dynamic dissipative control for fuzzy distributed parameter cyber physical system under input quantization and DoS attack

Jingzhao Chen, Liming Ding, Tengfei Li

Optimization based data enrichment using stochastic dynamical system models

Griffin M. Kearney, Makan Fardad

Multifractality approach of a generalized Shannon index in financial time series

Felipe S. Abril-Bermúdez, Juan E. Trinidad-Segovia, Miguel A. Sánchez-Granero, Carlos J. Quimbay-Herrera

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