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23 results for “stochastic equation”
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Research ArticleOpen accessEvery word in the titleRK4 Differential Equation to improve QoS in an eUTRAN LTE Network: A Deterministic vs. Stochastic ApproachBrou Pacôme, Pandry Ghislain, Bodjré Aka Hugues Félix, Oumtanaga SouleymaneImproving Quality of Service (QoS) in an eUTRAN LTE network is essential to guarantee optimal performance in the face of dynamic variations in user traffic and radio channel interference. In this context, this paper explores the use of 4th-order Runge-Kutta differential equations (RK4) to model and optimize radio resource management, by comparing a deterministic approach, which assumes stable and predictable … …Journal of Mathematics and Statistics, Vol. 21, Issue 1 · 3 Jul 2025 · 5,877 accessesView PDFCite
Research ArticleOpen accessEvery word in the titleSOME STATISTICAL PROPERTIES OF THE SOLUTIONS OF A SYSTEM OF TWO DIMENSIONAL STOCHASTIC FREDHOLM INTEGRAL EQUATIONS CONTAINS GAMMA PROCESSESMohammad Wahdan MuflihIn this study, we find the two solutions of a system of two dimensional stochastic Fredholm integral equations contains two gamma processes with different values of the two parameters (the first controls the rate of jump arrivals and the second inversely controls the jump size of this arrivals) in two cases and equal in the third that is to introduce … …Journal of Mathematics and Statistics, Vol. 9, Issue 2 · 4 May 2013 · 6,897 accessesView PDFCite
Research ArticleOpen accessEvery word in the titleMarkov Property of the Solution of the Stochastic Generalized EquationsKhaldi KhaledSome models of probabilities are described by generalized stochastic equations. These models (like that prediction) lead to the resolution of boundary problems for random distributions (generalized equations). We are interested in the equation in Lx = f in S ⊂ IRd where L is a linear operator, f is a random distribution and to the class of boundary conditions on … …Journal of Mathematics and Statistics, Vol. 3, Issue 3 · 30 Sep 2007 · 6,885 accessesView PDFCite
Research ArticleOpen accessEvery word in the titleEstimation 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 PDFCite
Research ArticleOpen accessIn the keywordsApplication of Bi-Directional Grid Constrained Stochastic Processes to Algorithmic TradingAldo Taranto, Shahjahan KhanBi-directional Grid Constrained (BGC) Stochastic Processes (BGCSP) become more constrained the further they drift away from the origin or time axis are examined here. As they drift further away from the time axis, then the greater the likelihood of stopping, as if by two hidden reflective barriers. The theory of BGCSP is applied to a trading environment in which long … …Journal of Mathematics and Statistics, Vol. 17, Issue 1 · 6 Mar 2021 · 8,524 accessesView PDFCite
Research ArticleOpen accessIn the keywordsDrawdown and Drawup of Bi-Directional Grid Constrained Stochastic ProcessesAldo Taranto, Shahjahan KhanThe Grid Trading Problem (GTP) of mathematical finance, used in portfolio loss minimization, generalized dynamic hedging and algorithmic trading, is researched by examining the impact of the drawdown and drawup of discrete random walks and of Itô diffusions on the Bi-Directional Grid Constrained (BGC) stochastic process for profit Pt and equity Et over time. A comprehensive Discrete Difference Equation (DDE) … …Journal of Mathematics and Statistics, Vol. 16, Issue 1 · 14 Sep 2020 · 9,153 accessesView PDFCite
Research ArticleOpen accessIn the keywordsStatistical Inference on a Black-Scholes Model with Jumps. Application in HydrologyJ. Cesars, S.P. Nuiro, J. VaillantWe consider a Stochastic Differential Equation (SDE) driven by a Wiener process and a Poisson measure. This latter measure is associated with a sequence of identically distributed jump amplitudes. Properties of the SDE solution are presented with respect to the associated Wiener and Poisson processes. An algorithm is provided allowing exact numerical simulations of such SDE and implementable within R … …Journal of Mathematics and Statistics, Vol. 15, Issue 1 · 24 Jul 2019 · 7,502 accessesView PDFCite
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 keywordsStochastic Estimator-Based Wireless Traffic Control SchemesFrancis Joseph Ogwu, Mohammad Talib, Ganiyu Adesola AderounmuRecent works on Available Bit Rate (ABR) traffic control have generated efficient control schemes for ABR traffic on Asynchronous Transfer Mode (ATM) network. This study examines the improved performance envisaged if these control schemes adjust dynamically to the varying ABR bandwidth capacity in a stochastic manner instead of conventional deterministic approach .The performance difference between setting explicit rate deterministically for … …Journal of Computer Science, Vol. 3, Issue 12 · 31 Dec 2007 · 7,099 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