New Proof for the Theorem of Existence And Uniqueness of a Class of Fractional Stochastic Differential Equations by Alhagyan, Mohammed, Misiran, Masnita, Omar, Zurni

Get full text

Extended optimal stochastic production control model with application to economics by Baten, Md Azizul, Khalid, Ruzelan

“…The goal is to use the stochastic optimal control principle to completely solve a production planning model for the demand rate.A stochastic optimal control problem is formulated in which the stochastic differential equations of a type known as Ito’s equations are considered which are perturbed by a Markov diffusion process and analyzed by the optimal control of a single dimension stochastic production planning model. …”

Hybrid equity warrants pricing formulation under stochastic dynamics by Roslan, Teh Raihana Nazirah, Ibrahim, Siti Zulaiha, Karim, Sharmila

“…The development of the model involves the derivations of stochastic differential equations that govern the model dynamics. …”
Get full text