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Pricing arithmetic Asian and Amerasian options: A diffusion operator integral expansion approach 期刊论文
JOURNAL OF FUTURES MARKETS, 2022, 页码: 25
作者:  Ding, Kailin;  Cui, Zhenyu;  Yang, Xiaoguang
收藏  |  浏览/下载：57/0  |  提交时间：2023/02/07
American Asian options  Asian option  diffusion operator integral  series expansion  
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：55/0  |  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：54/0  |  提交时间：2023/02/07
Three-dimensional drift -diffusion model  Averaging technique  Finite element method  Semiconductor device  
Analysis of a reaction-diffusion system about West Nile virus with free boundaries in the almost periodic heterogeneous environment 期刊论文
ZEITSCHRIFT FUR ANGEWANDTE MATHEMATIK UND PHYSIK, 2022, 卷号: 73, 期号: 2, 页码: 27
作者:  Cheng, Chengcheng;  Zheng, Zuohuan
收藏  |  浏览/下载：128/0  |  提交时间：2022/04/29
Almost periodic  Free boundary  Principal Lyapunov exponent  Spreading-vanishing  Asymptotic spreading speed  
The emergence of triads on signed social network 期刊论文
EUROPEAN PHYSICAL JOURNAL PLUS, 2022, 卷号: 137, 期号: 3, 页码: 8
作者:  Li, Zhenpeng;  Tang, Xijin
收藏  |  浏览/下载：103/0  |  提交时间：2022/04/29
Eddy heat exchange at the boundary under white noise turbulence 期刊论文
PHILOSOPHICAL TRANSACTIONS OF THE ROYAL SOCIETY A-MATHEMATICAL PHYSICAL AND ENGINEERING SCIENCES, 2022, 卷号: 380, 期号: 2219, 页码: 13
作者:  Flandoli;  Galeati, L;  Luo, DJ
收藏  |  浏览/下载：181/0  |  提交时间：2023/03/14
turbulence  eddy diffusion  vortex patch  covariance matrix  Dirichlet boundary condition  first eigenvalue  
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：140/0  |  提交时间：2021/10/26
Stochastic inventory model  General ordering costs  Diffusion process  (s, S) policy  Impulse control  
A stabilized finite element method for the Poisson-Nernst-Planck equations in three-dimensional ion channel simulations 期刊论文
APPLIED MATHEMATICS LETTERS, 2021, 卷号: 111, 页码: 9
作者:  Wang, Qin;  Li, Hongliang;  Zhang, Linbo;  Lu, Benzhuo
收藏  |  浏览/下载：181/0  |  提交时间：2021/01/14
Poisson-Nernst-Planck  Stabilized finite element method  SUPG  interior penalty  
Generalized exceptional quantum walk search 期刊论文
New Journal of Physics, 2020, 卷号: 22, 期号: 12
作者:  Li,Meng;  Shang,Yun
收藏  |  浏览/下载：102/0  |  提交时间：2021/04/26
generalized exceptional configuration  exceptional configuration  coined quantum walk  quantum walk search  
Spatial propagation in an epidemic model with nonlocal diffusion: The influences of initial data and dispersals 期刊论文
SCIENCE CHINA-MATHEMATICS, 2020, 页码: 30
作者:  Xu, Wen-Bing;  Li, Wan-Tong;  Ruan, Shigui
收藏  |  浏览/下载：123/0  |  提交时间：2021/01/14
nonlocal dispersal  epidemic model  spreading speed  initial data  dispersal kernel