On the backward Euler method for a generalized Ait-Sahalia-type rate model with Poisson jumps

نویسندگان
چکیده

برای دانلود رایگان متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Approximation of a generalized Euler-Lagrange type additive mapping on Lie $C^{ast}$-algebras

Using fixed point method, we prove some new stability results for Lie $(alpha,beta,gamma)$-derivations and Lie $C^{ast}$-algebra homomorphisms on Lie $C^{ast}$-algebras associated with the Euler-Lagrange type additive functional equation begin{align*} sum^{n}_{j=1}f{bigg(-r_{j}x_{j}+sum_{1leq i leq n, ineq j}r_{i}x_{i}bigg)}+2sum^{n}_{i=1}r_{i}f(x_{i})=nf{bigg(sum^{n}_{i=1}r_{i}x_{i}bigg)} end{...

متن کامل

The perturbed compound Poisson risk model with two-sided jumps

In this paper, we consider a perturbed compound Poisson risk model with two-sided jumps. The downward jumps represent the claims following an arbitrary distribution, while the upward jumps are also allowed to represent the random gains. Assuming that the density function of the upward jumps has a rational Laplace transform, the Laplace transforms and defective renewal equations for the discount...

متن کامل

promotion time cure model with generalized poisson-inverse gaussian distribution

background & aim: in the survival data with long-term survivors the event has not occurred for all the patients despite long-term follow-up, so the survival time for a certain percent is censored at the  end  of the  study.  mixture  cure  model  was  introduced  by boag,  1949  for  reaching  a  more efficient analysis of this set of data. because of some disadvantages of this model non-mixtur...

متن کامل

investigating the feasibility of a proposed model for geometric design of deployable arch structures

deployable scissor type structures are composed of the so-called scissor-like elements (sles), which are connected to each other at an intermediate point through a pivotal connection and allow them to be folded into a compact bundle for storage or transport. several sles are connected to each other in order to form units with regular polygonal plan views. the sides and radii of the polygons are...

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Numerical Algorithms

سال: 2020

ISSN: 1017-1398,1572-9265

DOI: 10.1007/s11075-020-01009-1