Japan Journal of Industrial and Applied Mathematics最新文献

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Pricing European options under stochastic looping contagion risk model 随机循环传染风险模型下的欧式期权定价
4区 数学
Japan Journal of Industrial and Applied Mathematics Pub Date : 2023-10-19 DOI: 10.1007/s13160-023-00622-6
Taoshun He, Yong Chen
{"title":"Pricing European options under stochastic looping contagion risk model","authors":"Taoshun He, Yong Chen","doi":"10.1007/s13160-023-00622-6","DOIUrl":"https://doi.org/10.1007/s13160-023-00622-6","url":null,"abstract":"","PeriodicalId":50264,"journal":{"name":"Japan Journal of Industrial and Applied Mathematics","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2023-10-19","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135731475","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Scheduling system for automated storage and retrieval system with multiple machines using a time-expanded network 多机自动存取系统的调度系统,采用时间扩展网络
4区 数学
Japan Journal of Industrial and Applied Mathematics Pub Date : 2023-10-12 DOI: 10.1007/s13160-023-00619-1
Hiroki Ishikura, Nariaki Tateiwa, Shingo Egi, Issa Oe, Nozomi Hata, Toru Mitsutake, Keiichiro Yamamura, Miyu Fujii, Katsuki Fujisawa
{"title":"Scheduling system for automated storage and retrieval system with multiple machines using a time-expanded network","authors":"Hiroki Ishikura, Nariaki Tateiwa, Shingo Egi, Issa Oe, Nozomi Hata, Toru Mitsutake, Keiichiro Yamamura, Miyu Fujii, Katsuki Fujisawa","doi":"10.1007/s13160-023-00619-1","DOIUrl":"https://doi.org/10.1007/s13160-023-00619-1","url":null,"abstract":"","PeriodicalId":50264,"journal":{"name":"Japan Journal of Industrial and Applied Mathematics","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2023-10-12","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"136014659","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
On a certain martingale representation and the related infinite dimensional moment problem 关于一种鞅表示及其相关的无限维矩问题
4区 数学
Japan Journal of Industrial and Applied Mathematics Pub Date : 2023-10-06 DOI: 10.1007/s13160-023-00618-2
Yuma Tamura
{"title":"On a certain martingale representation and the related infinite dimensional moment problem","authors":"Yuma Tamura","doi":"10.1007/s13160-023-00618-2","DOIUrl":"https://doi.org/10.1007/s13160-023-00618-2","url":null,"abstract":"","PeriodicalId":50264,"journal":{"name":"Japan Journal of Industrial and Applied Mathematics","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2023-10-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135351194","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
On the spectral bias of coupled frequency predictor–corrector triangular DNN: The convergence analysis 耦合频率预测-校正三角深度神经网络的频谱偏置:收敛性分析
4区 数学
Japan Journal of Industrial and Applied Mathematics Pub Date : 2023-09-22 DOI: 10.1007/s13160-023-00617-3
Rui Zhang
{"title":"On the spectral bias of coupled frequency predictor–corrector triangular DNN: The convergence analysis","authors":"Rui Zhang","doi":"10.1007/s13160-023-00617-3","DOIUrl":"https://doi.org/10.1007/s13160-023-00617-3","url":null,"abstract":"","PeriodicalId":50264,"journal":{"name":"Japan Journal of Industrial and Applied Mathematics","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2023-09-22","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"136061213","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Lower and upper solutions for damped elastic systems with delay in ordered Banach space 有序Banach空间中时滞阻尼弹性系统的上下解
4区 数学
Japan Journal of Industrial and Applied Mathematics Pub Date : 2023-09-20 DOI: 10.1007/s13160-023-00615-5
Haide Gou, Mei Wei
{"title":"Lower and upper solutions for damped elastic systems with delay in ordered Banach space","authors":"Haide Gou, Mei Wei","doi":"10.1007/s13160-023-00615-5","DOIUrl":"https://doi.org/10.1007/s13160-023-00615-5","url":null,"abstract":"","PeriodicalId":50264,"journal":{"name":"Japan Journal of Industrial and Applied Mathematics","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2023-09-20","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"136313977","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Fast algorithms for perturbed Toeplitz-plus-Hankel system based on discrete cosine transform and their applications 基于离散余弦变换的摄动toeplitz - + hankel系统快速算法及其应用
4区 数学
Japan Journal of Industrial and Applied Mathematics Pub Date : 2023-09-19 DOI: 10.1007/s13160-023-00616-4
Xing Zhang, Yanpeng Zheng, Zhaolin Jiang, Heejung Byun
{"title":"Fast algorithms for perturbed Toeplitz-plus-Hankel system based on discrete cosine transform and their applications","authors":"Xing Zhang, Yanpeng Zheng, Zhaolin Jiang, Heejung Byun","doi":"10.1007/s13160-023-00616-4","DOIUrl":"https://doi.org/10.1007/s13160-023-00616-4","url":null,"abstract":"","PeriodicalId":50264,"journal":{"name":"Japan Journal of Industrial and Applied Mathematics","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2023-09-19","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135060927","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Fuzzy cellular automaton with slow-to-start property 具有慢启动特性的模糊元胞自动机
4区 数学
Japan Journal of Industrial and Applied Mathematics Pub Date : 2023-09-19 DOI: 10.1007/s13160-023-00612-8
Kohei Higashi
{"title":"Fuzzy cellular automaton with slow-to-start property","authors":"Kohei Higashi","doi":"10.1007/s13160-023-00612-8","DOIUrl":"https://doi.org/10.1007/s13160-023-00612-8","url":null,"abstract":"Abstract We propose a nonlinear discrete model which incorporates the effects of slow-to-start property into rule 184 fuzzy CA as a mathematical traffic flow model. The exact solutions corresponding to free-flow and congested states are given for the new model. The exact average fluxes of both states are also given. By studying the stability of the uniform solution corresponding to the congested state, the critical point at which congestion does not occur is obtained analytically. This may be the first analytical result on stability of congested states of the models with slow-to-start property. The stability of some typical free-flow states are also discussed analytically.","PeriodicalId":50264,"journal":{"name":"Japan Journal of Industrial and Applied Mathematics","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2023-09-19","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135060823","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Numerical solution of the modified and non-Newtonian Burgers equations by stochastic coded trees 随机编码树的修正非牛顿Burgers方程的数值解
IF 0.9 4区 数学
Japan Journal of Industrial and Applied Mathematics Pub Date : 2023-09-01 DOI: 10.1007/s13160-023-00611-9
Jiang Yu Nguwi, Nicolas Privault
{"title":"Numerical solution of the modified and non-Newtonian Burgers equations by stochastic coded trees","authors":"Jiang Yu Nguwi, Nicolas Privault","doi":"10.1007/s13160-023-00611-9","DOIUrl":"https://doi.org/10.1007/s13160-023-00611-9","url":null,"abstract":"","PeriodicalId":50264,"journal":{"name":"Japan Journal of Industrial and Applied Mathematics","volume":null,"pages":null},"PeriodicalIF":0.9,"publicationDate":"2023-09-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"48559027","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
An expected exponential utility maximization problem for Bitcoin miners 比特币矿工预期的指数效用最大化问题
IF 0.9 4区 数学
Japan Journal of Industrial and Applied Mathematics Pub Date : 2023-09-01 DOI: 10.1007/s13160-023-00610-w
Kazuhiro Yasuda
{"title":"An expected exponential utility maximization problem for Bitcoin miners","authors":"Kazuhiro Yasuda","doi":"10.1007/s13160-023-00610-w","DOIUrl":"https://doi.org/10.1007/s13160-023-00610-w","url":null,"abstract":"","PeriodicalId":50264,"journal":{"name":"Japan Journal of Industrial and Applied Mathematics","volume":null,"pages":null},"PeriodicalIF":0.9,"publicationDate":"2023-09-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"43813315","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
On the special issue for the 40th anniversary of the Japan Journal of Industrial and Applied Mathematics 论《日本工业与应用数学杂志》创刊40周年特刊
IF 0.9 4区 数学
Japan Journal of Industrial and Applied Mathematics Pub Date : 2023-09-01 DOI: 10.1007/s13160-023-00614-6
H. Okamoto
{"title":"On the special issue for the 40th anniversary of the Japan Journal of Industrial and Applied Mathematics","authors":"H. Okamoto","doi":"10.1007/s13160-023-00614-6","DOIUrl":"https://doi.org/10.1007/s13160-023-00614-6","url":null,"abstract":"","PeriodicalId":50264,"journal":{"name":"Japan Journal of Industrial and Applied Mathematics","volume":null,"pages":null},"PeriodicalIF":0.9,"publicationDate":"2023-09-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"45123415","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
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