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DIFFUSIONS: 作品数：43被引量：29H指数：2; 导出分析报告; 相关作者：唐加山更多>>; 相关机构：南京邮电学院更多>>; 相关期刊：《Chinese Physics B》《Applied Mathematics and Mechanics(English Edition)》《Journal of Hydrodynamics》《Numerical Mathematics(Theory,Methods and Applications)》更多>>; 相关基金：国家自然科学基金国家教育部博士点基金中国博士后科学基金更多>>

Orthogonal polynomial expansions for the valuation ofoptions under the stochastic volatility models with stochastic correlation: 《Journal of Management Science and Engineering》2024年第2期239-253,共15页Kevin Z.Tong; This work provides a new method for pricing options under the generalized stochastic volatility models with Jacobi stochastic correlation.Our method is based on the observation that the generalized models belong to th...; 关键词：Orthogonal polynomial expansions Polynomial diffusions Stochastic correlation Jacobi process Stochastic volatility

Tanaka Formula and Local Time for a Class of Interacting Branching Measure-valued Diffusions: 《Acta Mathematica Sinica,English Series》2024年第4期1059-1098,共40页Donald A.DAWSON Jean VAILLANCOURT Hao WANG; Partial funding in support of this work was provided by the Natural Sciences and Engineering Research Council of Canada(NSERC);the Department of Mathematics at the University of Oregon。; We construct superprocesses with dependent spatial motion(SDSMs)in Euclidean spaces R^(d)with d≥1 and show that,even when they start at some unbounded initial positive Radon measure such as Lebesgue measure on R^(d),...; 关键词：Measure-valued diffusions stochastic partial differential equations SUPERPROCESSES branching processes local time Tanaka formula

A comparative study of adsorption behavior of rifampicin,streptomycin,and ibuprofen contaminants from aqueous solutions onto chitosan:Dynamic interactions,kinetics,diffusions,and mechanisms被引量：1: 《Emerging Contaminants》2023年第1期20-32,共13页Ensan Waatriah E.S.Shahrin Nur Alimatul Hakimah Narudin Nurulizzatul Ningsheh MShahri Muhammad Nur Jun-Wei Lim Muhammad Roil Bilad Abdul Hanif Mahadi Jonathan Hobley Anwar Usman; Dr.Jonathan Hobley is grateful to National Cheng Kung University's NCKU90 distinguished visiting scholar program for hosting his research;MOST for providing research funding under project number 111-2222-E-006-007.; Adsorptive removal and dynamic interaction of three different pharmaceutical pollutants,namely rifampicin(RIF),streptomycin(STM),and ibuprofen(IBU)onto chitosan were systematically investigated using a batch adsorptio...; 关键词：Adsorption RIFAMPICIN STREPTOMYCIN IBUPROFEN CHITOSAN Mud-carb shells

Entropy generation analysis from the time-dependent quadratic combined convective flow with multiple diffusions and nonlinear thermal radiation被引量：1: 《Chinese Journal of Chemical Engineering》2023年第1期46-55,共10页P.M.Patil Bharath Goudar; Diffusions of multiple components have numerous applications such as underground water flow, pollutant movement, stratospheric warming, and food processing. Particularly, liquid hydrogen is used in the cooling process...; 关键词：Unsteady flow ENTROPY Radiation Quasilinearization technique Numerical analysis Quadratic combined convection

The Voice of Physics in Finance:A Glance on the Theoretical Application of Heat Equation to Stock Price Diffusions: 《Journal of Economic Science Research》2021年第1期1-4,共4页Leonard Mushunje; Stock price volatility is considered the main matter of concern within the investment grounds.However,the diffusivity of these prices should as well be considered.As such,proper modelling should be done for investors ...; 关键词：Stock prices VOLATILITY Diffusion Heat equation Brownian motion model PHYSICS

Dramatic change of the self-diffusions of colloidal ellipsoids by hydrodynamic interactions in narrow channels: 《Chinese Physics B》2019年第7期293-298,共6页Han-Hai Li Zhong-Yu Zheng Tian Xie Yu-Ren Wang; Project supported by the National Natural Science Foundation of China(Grants Nos.U1738118 and 11372314);the Strategic Priority Research Program on Space Science,the Chinese Academy of Sciences(A)(Grant Nos.XDA04020202 and XDA04020406);the Strategic Priority Research Program of the Chinese Academy of Sciences(Grant No.XDB22040301); The self-diffusion problem of Brownian particles under the constraint of quasi-one-dimensional(q1 D) channel has raised wide concern.The hydrodynamic interaction(HI) plays an important role in many practical problems ...; 关键词：HYDRODYNAMIC interaction SELF-DIFFUSION ELLIPSOIDS channel

Effectiveness of radiative heat flux in MHD flow of Jeffrey-nanofluid subject to Brownian and thermophoresis diffusions被引量：1: 《Journal of Hydrodynamics》2019年第2期421-427,共7页Muhammad Ijaz Khan Tasawar Hayat Muhammad Waqas Ahmed Alsaedi Muhammad Imran Khan; Our interest here in this investigation is to explore the thermophoresis and Brownian motion characteristics in flow induced by stretched surface.Electrically conducted Jeffrey material formulates the flow equation.Li...; 关键词：Jeffrey NANOMATERIAL non-linear RADIATIVE heat flux convective boundary conditions.Brownian and THERMOPHORESIS DIFFUSIONS

Ergodicity and First Passage Probability of Regime-Switching Geometric Brownian Motions: 《Chinese Annals of Mathematics,Series B》2018年第4期739-754,共16页Jinghai SHAO; supported by the National Natural Science Foundation of China(Nos.11301030,11431014); A regime-switching geometric Brownian motion is used to model a geometric Brownian motion with its coefficients changing randomly according to a Markov chain.In this work, the author gives a complete characterization ...; 关键词：ERGODICITY Regime-switching diffusions Lyapunov functions First passageprobability

Variational formula for the stability of regime-switching diffusion processes被引量：1: 《Science China Mathematics》2018年第4期659-676,共18页Jinghai Shao Lingdi Wang; supported by National Natural Science Foundation of China (Grant Nos. 11301030, 11401169 and 11431014);Key Scientific Research Projects of Henan Province (Grant No. 16A110010); The asymptotical stability in probability is studied for diffusion processes and regime-switching diffusion processes in this work. For diffusion processes, some criteria based on the integrability of the functionals ...; 关键词：stability in probability regime-switching diffusions state-dependent M-matrix

Necessary Conditions for Optimal Control of Diffusions with Hard Terminal State Restrictions: 《Open Journal of Optimization》2018年第1期1-40,共40页Atle Seierstad; Necessary conditions are proved for certain problems of optimal control of diffusions where hard end constraints occur. The main results apply to several dimensional problems, where some of the state equations involve...; 关键词：OPTIMAL Control DIFFUSIONS HARD TERMINAL STATE Restrictions

DIFFUSIONS