Results 51 to 60 of about 11,571 (197)
The Laplace-Stieltjes transform of vector-valued functions
Duke Mathematical Journal, 1959 Die Theorie der Laplace-Stieltjes-Transformation von vektorwertigen Funktionen, die von stark beschränkter Variation sind, findet sich in [\textit{E. Hille}, Functional analysis and semi-groups New York: American Mathematical Society (AMS) (1948; Zbl 0033.06501)]. Verf.
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Option pricing in a stochastic delay volatility model
Mathematical Methods in the Applied Sciences, Volume 48, Issue 2, Page 1927-1951, 30 January 2025.This work introduces a new stochastic volatility model with delay parameters in the volatility process, extending the Barndorff–Nielsen and Shephard model. It establishes an analytical expression for the log price characteristic function, which can be applied to price European options.
Álvaro Guinea Juliá +1 more
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INVESTIGATION OF THE WAITING TIME DISTRIBUTION IN QUEUEING SYSTEM WITH DUAL DEMANDS
Міжнародний науково-технічний журнал "Проблеми керування та інформатики"Single-channel queueing system with input flow of dual demands is investigated. The proof of ergodicity condition is given. On conditions that duration of operations and interval between them are constant, a problem of mean waiting time determination ...
O.N. Dyshliuk, E.V. Koba, S.V. Pustova
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Electronics Letters, Volume 61, Issue 1, January/December 2025.ABSTRACT We investigate the age of information (AoI) violation probability in an information update system with multiple sources sharing a channel with an infinite‐capacity buffer under non‐preemptive policies. A simple and accurate approximation formula for the AoI violation probability is derived, and numerical examples confirm its high accuracy.
Hyungkuk Yoon, Bara Kim, Jeongsim Kim
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, 2014 One of the important problems of stochastic processes theory is to define the Laplace-Stieltjes transform for the ergodic distribution of semi-markov random process.
Kerimova, Ulviyya, Nasirova, Tamilla
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Analysis of an MAP/PH/1 Queue with Flexible Group Service
International Journal of Applied Mathematics and Computer Science, 2017 A novel customer batch service discipline for a single server queue is introduced and analyzed. Service to customers is offered in batches of a certain size. If the number of customers in the system at the service completion moment is less than this size,
Brugno Arianna +3 more
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International Journal of Differential Equations, Volume 2025, Issue 1, 2025.The present study investigates the controllability problems for higher‐order semilinear fractional differential systems (HOSLFDSs) with state and control delays in the context of the Caputo fractional derivative. Exploiting the invertibility of the Gramian matrix of fractional order, the necessary and sufficient conditions for the controllability ...
Anjapuli Panneer Selvam +4 more
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International Journal of Mathematics and Mathematical Sciences, Volume 2025, Issue 1, 2025.For the Weinstein Laplacian considered on the Hilbert space which makes it a self‐adjoint operator, the Von Neumann spectral decomposition is given. As applications, a new integral representation for the Weinstein heat kernel is given. Also, it is proved that the spectrum of the semigroup associated with the Weinstein Laplacian is reduced to its ...
Abdelilah El Mourni +3 more
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, 2022 : Based on Jumarie type of Riemann-Liouville (R-L) fractional calculus, this paper provides several examples to illustrate how to use fractional Laplace transform to find the solution of linear system of fractional differential equations.
Chii-Huei Yu
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AxiomsIn this paper, a cold standby repairable system comprising two heterogeneous components, each characterized by multiple types of mutually independent failure modes, is investigated.
Ping Zhang, Jinsong Hu, Wenqing Wu
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