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Pricing Discrete Barrier Options Under the Jump-Diffusion Model with Stochastic Volatility and Stochastic Intensity 期刊论文
COMMUNICATIONS IN MATHEMATICS AND STATISTICS, 2022, 页码: 25
作者:  Duan, Pingtao;  Liu, Yuting;  Ma, Zhiming
收藏  |  浏览/下载：92/0  |  提交时间：2023/02/07
Option pricing  Discrete barrier options  Jump-diffusion model  Stochastic volatility  Stochastic intensity  
A class of finite element methods with averaging techniques for solving the three-dimensional drift-diffusion model in semiconductor device simulations 期刊论文
JOURNAL OF COMPUTATIONAL PHYSICS, 2022, 卷号: 458, 页码: 24
作者:  Zhang, Qianru;  Wang, Qin;  Zhang, Linbo;  Lu, Benzhuo
收藏  |  浏览/下载：94/0  |  提交时间：2023/02/07
Three-dimensional drift -diffusion model  Averaging technique  Finite element method  Semiconductor device  
Ergodic inventory control with diffusion demand and general ordering costs 期刊论文
OPERATIONS RESEARCH LETTERS, 2021, 卷号: 49, 期号: 4, 页码: 578-585
作者:  Wei, Bo;  Yao, Dacheng
收藏  |  浏览/下载：182/0  |  提交时间：2021/10/26
Stochastic inventory model  General ordering costs  Diffusion process  (s, S) policy  Impulse control  
IDLDA: An Improved Diffusion Model for Predicting LncRNA-Disease Associations (vol 10, 1259, 2019) 期刊论文
FRONTIERS IN GENETICS, 2020, 卷号: 11, 页码: 2
作者:  Wang, Qi;  Yan, Guiying
收藏  |  浏览/下载：205/0  |  提交时间：2020/05/24
long non-coding RNA  disease  association prediction  computational prediction model  diffusion model  
IDLDA: An Improved Diffusion Model for Predicting LncRNA-Disease Associations 期刊论文
FRONTIERS IN GENETICS, 2019, 卷号: 10, 页码: 10
作者:  Wang, Qi;  Yan, Guiying
收藏  |  浏览/下载：203/0  |  提交时间：2020/05/24
long non-coding RNA  disease  association prediction  computational prediction model  diffusion model  
Estimation of market prices of risks in the GARCH diffusion model 期刊论文
ECONOMIC RESEARCH-EKONOMSKA ISTRAZIVANJA, 2018, 卷号: 31, 期号: 1, 页码: 15-36
作者:  Wu, Xinyu;  Zhou, Hailin;  Wang, Shouyang
收藏  |  浏览/下载：192/0  |  提交时间：2018/07/30
Market prices of risks  GARCH diffusion model  option pricing  efficient importance sampling  maximum likelihood  particle filter  
On the well-posedness for Keller-Segel system with fractional diffusion 期刊论文
MATHEMATICAL METHODS IN THE APPLIED SCIENCES, 2011, 卷号: 34, 期号: 14, 页码: 1739-1750
作者:  Wu, Gang;  Zheng, Xiaoxin
收藏  |  浏览/下载：133/0  |  提交时间：2018/07/30
nonlinear parabolic equations  nonlinear evolution equations  fractional diffusion  Keller-Segel model  Well-posedness  Ill-posedness  
DYNAMICAL ANALYSIS OF A THREE-DIMENSIONAL PREDATOR-PREY MODEL WITH IMPULSIVE HARVESTING AND DIFFUSION 期刊论文
INTERNATIONAL JOURNAL OF BIFURCATION AND CHAOS, 2011, 卷号: 21, 期号: 2, 页码: 453-465
作者:  Jiao, Jianjun;  Cai, Shaohong;  Chen, Lansun
收藏  |  浏览/下载：134/0  |  提交时间：2018/07/30
Impulsive diffusion  impulsive harvesting  predator-prey model  extinction  permanence  
LARGE TIME BEHAVIOR OF SOLUTIONS TO N-DIMENSIONAL BIPOLAR HYDRODYNAMIC MODELS FOR SEMICONDUCTORS 期刊论文
SIAM JOURNAL ON MATHEMATICAL ANALYSIS, 2011, 卷号: 43, 期号: 4, 页码: 1595-1630
作者:  Huang, Feimin;  Mei, Ming;  Wang, Yong
收藏  |  浏览/下载：195/0  |  提交时间：2018/07/30
bipolar hydrodynamic model  semiconductor  nonlinear damping  (planar) nonlinear diffusion waves  asymptotic behavior  convergence rates  
ANALYSIS OF A PREDATOR-PREY MODEL WITH PREDATORS IMPULSIVELY DIFFUSING BETWEEN TWO PATCHES 期刊论文
DISCRETE AND CONTINUOUS DYNAMICAL SYSTEMS-SERIES B, 2010, 卷号: 14, 期号: 3, 页码: 1081-1094
作者:  Jiao, Jianjun;  Chen, Lansun
收藏  |  浏览/下载：113/0  |  提交时间：2018/07/30
Predator-prey model  Impulsive diffusion  Extinction  Permanence