Browsing Research Articles (Mathematics) by Title
Now showing items 47-66 of 69
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On maximal inequalities via comparison principle
(SpringerOpen, 2015)Under certain conditions, we prove a new class of one-sided, weighted, maximal inequalities for a standard Brownian motion. Our method of proof is mainly based on a comparison principle for solutions of a system of ... -
On the exact constants in one-sided maximal inequalitiesfor Bessel processes
(Taylor and Francis Group, 2023)In this paper, we establish a one-sided maximal moment inequalitywith exact constants for Bessel processes. As a consequence, weobtain an exact constant in the Burkholder-Gundy inequality. Theproof of our main result is ... -
One-sided maximal inequalities for a randomly stopped bessel process
(Taylor & Francis Group, LLC, 2023)We prove a one-sided maximal inequality for a randomly stopped Bessel process of dimension (Formula presented.) For the special case when α = 1, we obtain a sharp Burkholder-Gundy inequality for Brownian motion as a ... -
An optimal portfolio and capital management strategy for basel III compliant commercial banks
(Hindawi Publishing Corporation, 2014)We model a Basel III compliant commercial bank that operates in a financial market consisting of a treasury security, a marketable security, and a loan and we regard the interest rate in the market as being stochastic. We ... -
Optimal strategy for controlling the spread of HIV/AIDS disease: A case study of South Africa
(Taylor and Francis Group, 2012)HIV/AIDS disease continues to spread alarmingly despite the huge amounts of resources invested infighting it. There is a need to integrate the series of control measures available to ensure a consistentreduction ... -
Performance of Richardson extrapolation on some numerical methods for a singularly perturbed turning point problem whose solution has boundary layers
(KOREAN MATHEMATICAL SOC, 2014)Investigation of the numerical solution of singularly perturbed turning point problems dates back to late 1970s. However, due to the presence of layers, not many high order schemes could be developed to solve such problems. ... -
Protein interaction networks as metric spaces: A novel perspective on distribution of hubs
(BMC, 2014)In the post-genomic era, a central and overarching question in the analysis of protein-protein interaction networks continues to be whether biological characteristics and functions of proteins such as lethality, physiological ... -
Quasi-uniform structures determined by closure operators
(Elsevier, 2021)We demonstrate a one-to-one correspondence between idempotent closure operators and the so-called saturated quasi-uniform structures on a category C. Not only this result allows to obtain a categorical counterpart P of the ... -
Relative homotopy in relational structures
(Cambridge University Press, 2018)The homotopy groups of a finite partially ordered set (poset) can be described entirely in the context of posets, as shown in a paper by B. Larose and C. Tardif. In this paper we describe the relative version of such a ... -
A robust numerical solution to a time-fractional Black–Scholes equation
(Springer Nature, 2021)Dividend paying European stock options are modeled using a time-fractional Black–Scholes (tfBS) partial differential equation (PDE). The underlying fractional stochastic dynamics explored in this work are appropriate for ... -
A robust spectral method for pricing of American put options on zero-coupon bonds
(Global-Science Press, 2018)American put options on a zero-coupon bond problem is reformulated as a linear complementarity problem of the option value and approximated by a nonlinear partial differential equation. The equation is solved by an ... -
A robust spectral method for solving Heston’s model
(Springer Verlag, 2014)In this paper, we consider the Heston’s volatility model (Heston in Rev. Financ. Stud. 6: 327–343, 1993]. We simulate this model using a combination of the spectral collocation method and the Laplace transforms method. ... -
An SEIR model with infected immigrants and recovered emigrants
(Springer Science and Business Media Deutschland GmbH, 2021)We present a deterministic SEIR model of the said form. The population in point can be considered as consisting of a local population together with a migrant subpopulation. The migrants come into the local population for ... -
An SEIRS epidemic model with stochastic transmission
(Springer, 2017)For an SEIRS epidemic model with stochastic perturbations on transmission from the susceptible class to the latent and infectious classes, we prove the existence of global positive solutions. For sufficiently small values ... -
Separated and prime compactifications
(Elsevier BV, 2022)We discuss conditions under which certain compactifications of topological spaces can be obtained by composing the ultrafilter space monad with suitable reflectors. In particular, we show that these compactifications inherit ... -
Some meta-cayley graphs on dihedral groups
(Springer, 2019)In this paper, we define meta-Cayley graphs on dihedral groups. We fully determine the automorphism groups of the constructed graphs in question. Further, we prove that some of the graphs that we have constructed do not ... -
Stability of an SEIR epidemic model with indepenent stochastic perturbations
(Elsevier, 2013)For an epidemic model of the type mentioned, we prove a theorem on almost sure exponential stability of the disease-free equilibrium. For small values of the diffusion parameter, σ, we describe the stability of the disease ... -
Stochastic modeling of a mosquito-borne disease
(Springer Nature, 2020)We present and analyze a stochastic differential equation (SDE) model for the population dynamics of a mosquito-borne infectious disease. We prove the solutions to be almost surely positive and global. We introduce a ... -
A stochastic population model of cholera disease
(American Institute of Mathematical Sciences, 2022-02)A cholera population model with stochastic transmission and stochasticity on the environmental reservoir of the cholera bacteria is presented. It is shown that solutions are well-behaved. In comparison with the underlying ... -
A stochastic TB model for a crowded environment
(Hindawi, 2018)We propose a stochastic compartmental model for the population dynamics of tuberculosis. The model is applicable to crowded environments such as for people in high density camps or in prisons. We start off with a known ...
