In this paper, we present an application of the stochastic calculusto the problem of modeling electrical networks. The filtering problem have animportant role in the theory of stochastic differential equations(SDEs). In thisarticle, we present an application of the continuous Kalman-Bucy filter for a RLcircuit. The deterministic model of the circuit is replaced by a stochastic model byadding a ...

The study of rotary steering drilling technology is currently one of the hot topics in the drilling engineering field. It requires accurate well trajectory control instructions when rotary steerable tools are applied to achieve the well trajectory control goal. A drilling trajectory prediction model will benefit this progress. According to the continuous beam theory, a mechanical model of push-...

In this paper, installment options on the underlying asset which evolves according to Black-Scholes model and pays constant dividend to its owner will be considered. Applying arbitrage pricing theory, the non-homogeneous parabolic partial differential equation governing the value of installment option is derived. Then, penalty method is used to value the European continuous installment call opt...

Continuous welded turnouts are important for CWR track through the railway station. According to equivalent resistance and non-linear theories and the principle of force diagram, a new method of theoretical calculation for continuous welded turnouts was developed. The continuous welded turnouts designed and installed according to the new theory behaved fairly well. The data collected on sites b...

Continuous welded turnouts are important for CWR track through the railway station. According to equivalent resistance and non-linear theories and the principle of force diagram, a new method of theoretical calculation for continuous welded turnouts was developed. The continuous welded turnouts designed and installed according to the new theory behaved fairly well. The data collected on sites b...