Zobrazeno 1 - 7
of 7
pro vyhledávání: '"Abdenbi El Azri"'
Autor:
Abdenbi El Azri, Ahmed Nafidi
Publikováno v:
Moroccan Journal of Pure and Applied Analysis, Vol 8, Iss 3, Pp 364-374 (2022)
In this paper, we introduce a new family of stochastic Lundqvist-Korf diffusion process, defined from a g-power of the Lundqvist-Korf diffusion process. First, we determine the probabilistic characteristics of the process, such as its analytic expres
Externí odkaz:
https://doaj.org/article/5348ea92612248e8b1ba57b327ffa1a7
Autor:
Ahmed, Nafidi, Abdenbi, El Azri
In this paper, we consider a stochastic model based on the Cox- Ingersoll- Ross model (CIR). The stochastic model is parameterized analytically by applying It\^o's calculus and the trend functions of the proposed process is calculated. The parameter
Externí odkaz:
http://arxiv.org/abs/2103.15678
Publikováno v:
Stochastic Environmental Research and Risk Assessment. 36:1163-1176
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::f807de7fb3df67e9fcd68b23fc2e22d2
https://doi.org/10.1007/s00477-021-02089-8
https://doi.org/10.1007/s00477-021-02089-8
Autor:
Abdenbi El Azri, Ahmed Nafidi
Publikováno v:
Mathematics and Computers in Simulation. 182:25-38
Stochastic diffusion models have extensive areas of applications. They have been the object of particular attention in diverse fields of science such as biology, physics, chemistry, medical science and mathematical finance. In this paper, we present
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::6ee689cc539cbe82fc07665aff1302b6
https://doi.org/10.1016/j.matcom.2020.10.022
https://doi.org/10.1016/j.matcom.2020.10.022
The principal goal of this article is to establish a methodological approach to computational statistical analysis for a new inhomogeneous stochastic diffusion process with mean function corresponds to the Schumacher curve. Firstly, we analyse the pr
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::25946b975b928067d28e62aca9daeb60
https://doi.org/10.21203/rs.3.rs-1805443/v1
https://doi.org/10.21203/rs.3.rs-1805443/v1
The main objective of this paper is to study the possibility of using a stochastic non-homogeneous (without exogenous factors) diffusion process to model the evolution of $$\hbox {CO}_2$$ in Morocco. Concretely, we use a new process, in which the tre
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::9cfb415ddef4928974c455ff96745ae8
https://doi.org/10.21203/rs.3.rs-565938/v1
https://doi.org/10.21203/rs.3.rs-565938/v1
Autor:
Ahmed Nafidi, Abdenbi El Azri
Publikováno v:
HAL
In this paper, we consider a stochastic model based on the Cox-Ingersoll-Ross model (CIR). The stochastic model is parameterized analytically by applying Itô's calculus and the trend functions of the proposed process is calculated. The parameter est
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::0a11802e62f77ff40443adce80b2516f
https://hal.archives-ouvertes.fr/hal-03013785
https://hal.archives-ouvertes.fr/hal-03013785