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of 50
pro vyhledávání: '"Albosaily Sahar"'
Publikováno v:
Open Mathematics, Vol 20, Iss 1, Pp 108-116 (2022)
In this article, we take into account the stochastic Kuramoto-Sivashinsky equation forced by multiplicative noise in the Itô sense. To obtain the exact stochastic solutions of the stochastic Kuramoto-Sivashinsky equation, we apply the G′G\frac{{G}
Externí odkaz:
https://doaj.org/article/1709704bd8e34b6aa23da49973fe2078
Publikováno v:
Open Physics, Vol 20, Iss 1, Pp 23-29 (2022)
The fundamental objective of this article is to find exact solutions to the stochastic fractional-space Allen–Cahn equation, which is derived in the Itô sense by multiplicative noise. The exact solutions to this equation are required since it appe
Externí odkaz:
https://doaj.org/article/aeb60c4d262549b49b9a7a349aeb1ba5
Autor:
Almatroud, A. Othman, Grassi, Giuseppe, Khennaoui, Amina Aicha, Abbes, Abderrahmane, Ouannas, Adel, Alshammari, Saleh, Albosaily, Sahar
Publikováno v:
In Alexandria Engineering Journal April 2024 93:1-6
Publikováno v:
In Journal of Mathematical Analysis and Applications 15 February 2024 530(2)
We consider a spread financial market defined by the multidimensional Ornstein--Uhlenbeck (OU) process. We study the optimal consumption/investment problem for logarithmic utility functions in the base of stochastic dynamical programming method. We s
Externí odkaz:
http://arxiv.org/abs/1809.08139
Autor:
Albosaily, Sahar1 (AUTHOR), Elsayed, Elsayed M.2 (AUTHOR), Albalwi, M. Daher3 (AUTHOR), Alesemi, Meshari4 (AUTHOR) malesemi@ub.edu.sa, Mohammed, Wael W.1,5 (AUTHOR) wael.mohammed@mans.edu.eg
Publikováno v:
Fractal & Fractional. Nov2023, Vol. 7 Issue 11, p787. 13p.
In this paper we consider a pairs trading financial market with the spread of risky assets defined by the Ornstein-Uhlenbeck (OU) process. We implement an optimal strategy for power utility functions for investment/consumption problem. Through the Fe
Externí odkaz:
http://arxiv.org/abs/1712.04333
Akademický článek
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Publikováno v:
Electronic Research Archive. 2023, Vol. 31 Issue 6, p1-16. 16p.
Autor:
Albosaily, Sahar1 (AUTHOR) s.albosaily@uoh.edu.sa, Khan, Waseem Ahmad2 (AUTHOR) wkhan1@pmu.edu.sa, Araci, Serkan3 (AUTHOR) serkan.araci@hku.edu.tr, Iqbal, Azhar2 (AUTHOR) aiqbal@pmu.edu.sa
Publikováno v:
Mathematics (2227-7390). Jul2022, Vol. 10 Issue 14, pN.PAG-N.PAG. 13p.