4 articles for “time of first passage”

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Research ArticleOpen accessIn the keywordsEstimation 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 accessIn the keywordsREPRESENTING MARKOV CHAINS WITH TRANSITION DIAGRAMSFarida KachapovaStochastic processes have many useful applications and are taught in several university programmes. Students often encounter difficulties in learning stochastic processes and Markov chains, in particular. In this article we describe a teaching strategy that uses transition diagrams to represent a Markov chain and to re-define properties of its states in simple terms of directed graphs. This strategy utilises the … …Journal of Mathematics and Statistics, Vol. 9, Issue 3 · 17 May 2013 · 7,534 accessesView PDF Cite

Research ArticleOpen accessIn the abstractThe Effect of Electrical Properties by Texturing Surface on GaAs Solar Cell EfficiencyH. Abdullah, A. Lennie, M. J. Saifuddin, I. AhmadProblem statement: This project discusses on the method to resolve the optical losses problem that have been hindering the totality efficiency of the photovoltaic. Solar cell simulation could be useful for time saving and cost consumption. The Silvaco software is not widely used in designing the 2D solar cell devices because there is lots of 1D, 2D and 3D-simulation beside … …American Journal of Engineering and Applied Sciences, Vol. 2, Issue 1 · 31 Mar 2009 · 8,785 accessesView PDF Cite

Research ArticleOpen accessIn the abstractProduction of a New Model for Evaluation of Iran Ecological Capabilities in Order to Establish Services and Civil Development ApplicationJ. Nouri, S. A. JoziThis study is aimed to design a new model for service and civil development application in order to be used in evaluation of Iran ecological capability studies. For this purpose in the first step, the frequency of sustainable and unsustainable ecological factors in Iran was known. In the next step, the Delphi method was used which is itself a branch … …American Journal of Applied Sciences, Vol. 1, Issue 3 · 30 Sep 2004 · 6,513 accessesView PDF Cite