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Lie Symmetry Analysis of Modified Diffusive Predator-prey Competition System of Equations
(International Journal of Multidisciplinary Sciences and Engineering, 2020)
In this paper, a nonlinear fourth order evolution equation is investigated by the Lie symmetry analysis approach. All the geometric vector fields and the Lie groups of the evolution equation are obtained. Finally, the ...
Volatility Estimation Using European-Logistic Brownian Motion with Jump Diffusion Process
(International Journal of Mathematics And its Applications, 2020)
Volatility is the measure of how we are uncertain about the future of stock or asset prices. Black-Scholes model formed the foundation of stock or asset pricing. However, some of its assumptions like constant volatility ...
Lie Symmetry Analysis of Modified Diffusive Predator-prey Competition System of Equations
(International Journal Of Multidisciplinary Sciences And Engineering, 2020-03)
The predator-prey equations were developed and used by Lotka and Volterra to analyze the dynamics of biological systems in which two species interact, one as a predator and the other as prey [3]. Several attempts have been ...
Relative Efficiency of Sum Constructed Automorphic Symmetric Balanced Incomplete Block Designs
(ResearchGate, 2020)
Several construction methods have been introduced to build the elements of BIBDs’ for specific parameters, with different techniques suggested for testing their existence, still no general technique to determine the ...
Sum Construction of Automorphic Symmetric Balanced Incomplete Block Designs
(International Journal of Scientific Research in Mathematical and Statistical Sciences, 2020-08)
In this study Sum construction method of automorphic symmetric balanced incomplete block designs has been presented in details. Efficiency of a test design used in the Sum construction of automorphic symmetric balanced ...
Analysis of an Arterial Pulse Using 1D KdV Model
(IRE Journals, 2022-01)
In this study we developed a soliton model of an arterial pulse. The Korteweg-de Vries wave equation is our model of interest. It incorporates the aspect of modeling an arterial pulse which can potentially lead to development ...
Completely Positive Map from M4(C) to M5(C) on Positive Semidefinite Matrices
(Journal of Mathematical Analysis and Modeling, 3/29/2022)
Positive Maps Are Essential In the Description of Quantum Systems. However, Characterization Of The Structure Of The Set Of All Positive Maps Is A Challenge In Mathematics And Mathematical Physics. We Construct A Linear ...
On Equality of Complete Positivity and Complete Copositivity of Positive Map
(Journal of Linear and Topological Algebra, 5/30/2022)
In this paper we construct a 2-positive map from M4(C) to M5(C) and state the
conditions under which the map is positive and completely positive (copositivity of positive).
The construction allows us to create a decomposable ...
A Combination of Dividend and Jump Diffusion Process on Heston Model in Deriving Black Scholes Equation
(International Journal of Statistics and Applied Mathematics, 12/10/2021)
The reality that exists in a stock market situation is that assets do pay dividend to owners of assets or derivative securities. Dupire, Derman and Kani built an option pricing process with a dividend yielding diffusion ...
Formulating Black Scholes Equation Using a Jump Diffusion Heston’s Model
(International Journal of Statistics and Applied Mathematics, 12/7/2021)
In modern financial mathematics, accurate values are obtained by taking into account a considerable number of more realistic assumptions in logistic Black Scholes equation. The aspects considered here are cost of transactions ...