55 results for “Stochastic Process”

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Research ArticleOpen accessAll words, across the recordEstimation of the Parameters of the Stochastic Differential Equations Black-Scholes Model Share Price of GoldKhaldi Khaled, Meddahi SamiaProblem statement: The estimation of the parameters is one of main problems of the dynamic models in many scientific fields and particularly in economics and finance. In this study, we examine the techniques of estimation of the parameters of the Black-Scholes model. These techniques are based on the function of probability. Approach: The two estimations are based on the likelihood … …Journal of Mathematics and Statistics, Vol. 6, Issue 4 · 24 Dec 2010 · 7,711 accessesView PDF Cite

Research ArticleOpen accessAll words, across the recordThe Existence and Unbounded Extension of the Solutions of the Systems with Stochastic Impulse ActionAli M. Ateiwi, Iryna V. KomashynskaIn terms of Liapunov’s functions we received the conditions of the existence and unbounded extension of the solutions of the systems with stochastic impulse action. …Journal of Mathematics and Statistics, Vol. 2, Issue 4 · 31 Dec 2007 · 6,069 accessesView PDF Cite

Research ArticleOpen accessAll words, across the recordStochastic Behavior of Redundant Complex System with Two Types of FailureG. S. Mokaddis, M. Salah EL-Sherbeny, Entesar Al-EsayehProblem statement: This study presented the reliability and Mean Time To System Failure (MTTF) analysis of a two-state complex with repairable system, consisting of two sub-systems A and B arranged in series, incorporating the concept of hardware and human failures. The failure times of operating units and repair time of failed units were exponential distributed. Approach: Markov-renewal processes and properties … …Journal of Mathematics and Statistics, Vol. 5, Issue 2 · 30 Jun 2009 · 7,100 accessesView PDF Cite

Research ArticleOpen accessAll words, across the recordStochastically Simulating Low Morale - A Risk Factor Effect on Risk ManagementP. K.A. Suri, Rachna SoniOne of the proposed purposes for software process simulation is the management of software development risks, usually discussed within the category of project planning and management. However, modeling and simulation primarily for the purpose of software development risk management has not been explored and is quite limited. This study describes an approach to simulate Low Morale - a risk factor, … …Journal of Computer Science, Vol. 2, Issue 4 · 30 Apr 2006 · 6,950 accessesView PDF Cite

Research ArticleOpen accessAll words, across the recordStochastic Behavior of a Two-Unit Warm Standby System with Two Types of Repairmen and Patience TimeG. S. Mokaddis, M. Salah EL-Sherbeny, Y. Mahmoud AyidProblem statement: In this study we investigated the probabilistic analysis of a two-unit warm standby system with constant failure rate and two types of repairmen and patience time. The first repairman, usually called regular repairman, always remained with the repair facility, with the known fact that he might not be able to do some complex repairs within some tolerable (patience) … …Journal of Mathematics and Statistics, Vol. 5, Issue 1 · 31 Mar 2009 · 7,751 accessesView PDF Cite