Research ArticleOpen accessIn the keywordsProcess Physics: Emergent Unified Dynamical 3-Space, Quantum and Gravity: A ReviewReginald Thomas CahillExperiments have repeatedly revealed the existence of a dynamical structured fractal 3-space, with a speed relative to the Earth of some 500 km sec-1 from a southerly direction. Experiments have ranged from optical light speed anisotropy interferometers to zener diode quantum detectors. This dynamical space has been missing from theories from the beginning of physics. This dynamical space generates a … …Physics International, Vol. 6, Issue 2 · 4 Aug 2015 · 8,515 accessesView PDFCite
Research ArticleOpen accessIn the keywordsA JUMP-DIFFUSION WITH STOCHASTIC VOLATILITY AND INTEREST RATEPairote Sattayatham, Paiboon PeeraparpIn this study, we present the application of Time Changed Levy method to model a jump-diffusion process with stochastic volatility and stochastic interest rate. We apply the Lewis Fourier transform method as well as the risk neutral expectation pricing method to derive a formula for a European option pricing. These combining methods give quite a short route to derive the … …Journal of Mathematics and Statistics, Vol. 9, Issue 1 · 27 Mar 2013 · 6,888 accessesView PDFCite
Research ArticleOpen accessIn the keywordsDissecting Two Approaches to Energy PricesJulius N. Esunge, Andrew Snyder-BeattieProblem statement: This research tested the viability of Geometric Brownian Motion as a stochastic model of oil prices. Approach: Using autoregressions and unit root tests, we determined that oil prices tend not to exhibit the Markov Property and thus GBM may be a problematic model. Results: Instead, oil prices seem to be mean reverting over the long run, possibly following … …Journal of Mathematics and Statistics, Vol. 7, Issue 2 · 18 May 2011 · 7,100 accessesView PDFCite
Research ArticleOpen accessIn the keywordsA Theory of the Risks of Venture Capital FinancingEdmund H. MantellProblem statement: There is no general theory analyzing how the time-varying cash flows of venture capitalist financing affect the likelihood of success of a new venture. This research addressed that lacuna in the literature. Approach: Research in the area of venture capital financing was needed because of the importance of new ventures as germinators of technological innovation. The research in … …American Journal of Economics and Business Administration, Vol. 1, Issue 2 · 30 Jun 2009 · 7,760 accessesView PDFCite
Research ArticleOpen accessIn the keywordsPredicting the Movement of Dentistry Students using Markov ChainEsmail Hassan Abdullatif Al-SabriDeveloping and increasing the effectiveness of any system (university system) depends on continuous evaluation and improvement using quantitative methods based on quantitative measurement and efficient mathematical models that can predict the future of the system, discover its improvement requirements and increase its effectiveness. This study is an application of the Stochastics Markov Process for students of the College of Dentistry … …Journal of Mathematics and Statistics, Vol. 18, Issue 1 · 19 Mar 2022 · 5,998 accessesView PDFCite
Research ArticleOpen accessIn the keywordsMODEL BUILDING FOR AUTOCORRELATED PROCESS CONTROL: AN INDUSTRIAL EXPERIENCEM. A. Djauhari, S. L. Lee, Z. IsmailWe show that many time series data are governed by Geometric Brownian Motion (GBM) law. This motivates us to propose a procedure of time series model building for autocorrelated process control that might consist of two steps. First, we test whether the process data are governed by GBM law. If it is affirmative, the appropriate model is directly given by … …American Journal of Applied Sciences, Vol. 11, Issue 6 · 29 Mar 2014 · 6,624 accessesView PDFCite
Research ArticleOpen accessIn the abstractEnhancing Plant Disease Identification Through Hyperspectral Imaging and AC-FNet FrameworkDhason Lita Pansy, Malaichamy MuraliThe precise identification of plant diseases is essential for optimizing agricultural practices. The impact of these diseases on food production often leads to significant revenue loss. Detecting diseases that primarily manifest symptoms in plant leaves has conventionally depended on visual inspection by plant pathologists. However, modern methodologies use machine learning and computer vision techniques to facilitate disease identification, thus addressing … …Journal of Computer Science, Vol. 21, Issue 5 · 21 May 2025 · 8,568 accessesView PDFCite
Research ArticleOpen accessIn the abstractTAGN-IDC: Implicit Discrete Constraints for Tsunami Aware Graph Neural Networks in Spatial Evacuation RoutingSularno, Wendi Boy, Putri Anggraini et al.Tsunami evacuation route requires rapid identification of safe evacuation paths under dynamically changing hazard conditions. A major challenge is incorporating hard binary road-blockage constraints caused by tsunami inundation while maintaining end-to-end differentiability for deep learning models. Existing approaches commonly rely on continuous relaxations or stochastic sampling techniques, which either compromise physical feasibility or increase computational complexity. This study proposes the … …Journal of Computer Science, Vol. 22, Issue 9 · 24 Sep 2026 · 704 accessesView PDFCite
Research ArticleOpen accessIn the abstractIntegrating Stochastic Properties into Traffic Flow Modeling: A Stimulus-Response ApproachKonate N’Golo, Mark Kimathi, Emile DanhoHighway traffic congestion, characterized by its inherent instability, has been extensively studied using deterministic models, providing valuable insights. However, these models often overlook the stochastic nature of driver behavior, a key factor that significantly impacts traffic flow. Recognizing this, a car-following model with discretionary lane changes to analyze their effect on traffic dynamics was introduced. While the mathematical results were … …Journal of Mathematics and Statistics, Vol. 20, Issue 1 · 19 Dec 2024 · 7,153 accessesView PDFCite
Research ArticleOpen accessIn the abstractOn the Valuation of Currency Options in Stressed MarketsAbdulnasser Hatemi-J, Youssef El-KhatibThe current article handles the valuation of currency options in the market that is suffering from a financial crisis. The standard formulas for this purpose do not perform accurately. European foreign currency exchange options for both the call and the put versions are dealt with. It is assumed that the value of the underlying asset is a stochastic process that … …Journal of Mathematics and Statistics, Vol. 17, Issue 1 · 24 Dec 2021 · 6,499 accessesView PDFCite