Zobrazeno 1 - 10
of 14
pro vyhledávání: '"B. O Osu"'
Autor:
B. O. Osu, I. U. Amadi
Publikováno v:
Journal of Applied Mathematics and Computation. 6:85-95
Publikováno v:
Ghana Journal of Science; Vol. 63 No. 2 (2022); 57-70
This study examined the implementation of Hybrid Block Extended Adams Moulton Methods (HBEAMM) for the computational solution of Advanced Stochastic Time-Delay Differential Equations (ASTDDEs) through the use of various electronic payment systems suc
Publikováno v:
International Journal of Mathematics and Computer Applications Research. 11:1-20
Publikováno v:
Global Journal of Pure and Applied Sciences; Vol. 28 No. 1 (2022); 91-98
In this work, stochastic analysis of Markov chain model used to examine stock price formation in finite states. The data was subjected to 5-step transition matrix for independent stocks where transition matrix replicated the use of 3-states transitio
Autor:
C R Chukwunwejim, C J Aneke, T O Ariom, C. U. Egbule, A.A. Emioye, I B Moses, N.B. Agumah, I.O. Ugadu, C O Anyamene, B O Osu, O D Okata-Nwali, E.N. Ugbo
Publikováno v:
African Journal of Biotechnology. 19:829-835
This present study was designed to determine the occurrence frequency of blaCTX-M and blaTEM genes in extended-spectrum beta-lactamase (ESBL)-producing uropathogenic Escherichia coli, and their antibiotic resistance patterns among hospital attendees
Publikováno v:
Far East Journal of Applied Mathematics. 105:1-20
Publikováno v:
Earthline Journal of Mathematical Sciences. :143-157
The classical Black-Scholes equation driven by Brownian motion has no memory, therefore it is proper to replace the Brownian motion with fractional Brownian motion (FBM) which has long-memory due to the presence of the Hurst exponent. In this paper,
Publikováno v:
Ozone: Science & Engineering. 41:473-488
The generalized extreme value distribution, generalized Pareto distribution, Pareto type-I distribution, Pareto type-II distribution, Burr distribution, log-logistic distribution, Frechet d...
Autor:
K. N. C. Njoku, B. O. Osu
Publikováno v:
Earthline Journal of Mathematical Sciences. :63-90
In this work, the optimal pension wealth investment strategy during the decumulation phase, in a defined contribution (DC) pension scheme is constructed. The pension plan member is allowed to invest in a risk free and a risky asset, under the constan
Publikováno v:
Journal of Physics: Conference Series. 2199:012017
In this paper, Hybrid Block Adams Moulton Methods for step number k = 2 merged with two and three off-grid points were obtained and implemented in solving first order delay differential equations without the use of interpolation condition in evaluati