Browsing Department of Mathematics and Statistics by Title
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The Discrete BevertonHolt Model with Periodic Harvesting in a Periodically Fluctuating Environment
(Springer, 2010)We investigate the effect of constant and periodic harvesting on the BevertonHolt model in a periodically fluctuating environment. We show that in a periodically fluctuating environment, periodic harvesting gives a better ... 
The dynamics of some discrete models with delay under the eﬀect of constant yield harvesting
(Elsevier, 2013)In this paper, we study the dynamics of population models of the form xn+1 = xnf(xn−1) under the eﬀect of constant yield harvesting. Results concerning stability, boundedness, persistence and oscillations of solutions are ... 
A European option general firstorder error formula
(Cambridge, 2013)We study the value of European security derivatives in the BlackScholes model, when the underlying asset 𝛏 is approximated by random walks 𝛏(𝑛). We obtain an explicit error formula, up to a term of order 𝒪(𝑛⁻³/² ), ... 
Exercisability Randomization of the American Option
(Taylor & Frances Online, 2008)The valuation of American options is an optimal stopping time problem which typically leads to a free boundary problem. We introduce here the randomization of the exercisability of the option. This method considerably ... 
Existence and stability of periodic orbits of periodic difference equations with delays
(World Scientific Publishing, 2008)In this paper, we investigate the existence and stability of periodic orbits of the pperiodic difference equation with delays xₙ = f(n  1, xₙ₋ₖ). We show that the periodic orbits of this equation depend on the periodic ... 
An Extension of Sharkovsy’s Theorem to Periodic Difference Equations
(Elsevier, 2006)We present an extension of Sharkovsky’s Theorem and its converse to periodic difference equations. In addition, we provide a simple method for constructing a pperiodic difference equation having an rperiodic geometric ... 
The eﬀect of maps permutation on the global attractor of a periodic BevertonHolt model
(Elsevier, 20200401)Consider a pperiodic diﬀerence equation xn+1 = fn(xn) with a global attractor. How does a permutation [fσ(p−1), . . . , fσ(1), fσ(0)] of the maps aﬀect the global attractor? In this paper, we limit this general question ... 
Folding and unfolding in periodic difference equations
(Elseiver, 2014)Given a pperiodic difference equation xn+1 = fn mod p(xn), where each fj is a continuous interval map, j = 0, 1, . . . , p − 1, we discuss the notion of folding and unfolding related to this type of nonautonomous equations. ... 
A Global Attractor in Some Discrete Contest Competition Models with Delay under the Effect of Periodic Stocking
(Hindawi, 2013)We consider discrete models of the form 𝒳ₙ₊₁= 𝒳ₙ𝒇(𝒳ₙ₋₁) + 𝒉ₙ , where 𝒉ₙ is a nonnegative 𝒑periodic sequence representing stocking in the population, and investigate their dynamics. Under certain conditions on the ... 
Harvesting and stocking in discretetime contest competition models with open problems and conjectures
(Palestine Polytechnic University, 2016)In this survey, we present a class of first and secondorder difference equations representing general form of discrete models arising from singlespecies with contest competition. Then, we consider various harvesting/stocking ... 
The impact of constant effort harvesting on the dynamics of a discretetime contest competition model
(Wiley, 2017)In this paper, we study a general discrete–time model representing the dynamics of a contest competition species with constant effort exploitation. In particular, we consider the difference equation xn+1 = xnf(xn−k) − hxn ... 
Joshi’s Split Tree for Option Pricing
(MDPI, 2020)In a thorough study of binomial trees, Joshi introduced the split tree as a twophase binomial tree designed to minimize oscillations, and demonstrated empirically its outstanding performance when applied to pricing American ... 
A Market Efficiency Comparison of Islamic and NonIslamic Stock Indices
(Taylor & Francis Online, 2015)This article examines the martingale difference hypothesis (MDH) and the random walk hypothesis (RWH) for nine conventional and nine Islamic stock indices: AsiaPacific, Canadian, Developed Country, Emerging, European, ... 
Market Efficiency of Floating Exchange Rate Systems: Some Evidence from PacificAsian Countries
(Elsevier, 2011)This paper examines the random walk hypothesis (RWH) and the martingale difference hypothesis (MDH) for the Australian dollar and five Asian emerging currencies relative to three benchmark currencies. We use Wright’s (2000) ... 
Martingale problem for superprocesses with nonclassical branching functional
(Elsevier, 2006)The martingale problem for superprocesses with parameters (𝛏, Ф, 𝑘) is studied where 𝑘(𝒹𝑠) may not be absolutely continuous with respect to the Lebesgue measure. This requires a generalization of the concept of ... 
Mechanical perturbation control of cardiac alternans
(American Physical Society, 2018)Cardiac alternans is a disturbance in heart rhythm that is linked to the onset of lethal cardiac arrhythmias. Mechanical perturbation control has been recently used to suppress alternans in cardiac tissue of relevant size. ... 
Modeling and simulation of hypothermia effects on cardiac electrical dynamics
(Public Library of Science, 2019)Previous experimental evidence has shown the effect of temperature on the action potential duration (APD). It has also been demonstrated that regional cooling of the heart can prolong the APD and promote the termination ... 
A new characterization of periodic oscillations in periodic difference equations
(Elsevier, 201111)In this paper, we characterize periodic solutions of pperiodic diﬀerence equations. We classify the periods into multiples of p and nonmultiples of p. We show that the elements of the set of multiples of p follow the ... 
On phiDedekind rings and phiKrull rings
(University of Houston, 2005)The purpose of this paper is to introduce two new classes of rings that are closely related to the classes of Dedekind domains and Krull domains. Let H = {R  R is a commutative ring with 1 and Nil(R) is a divided prime ... 
On phiMori rings
(University of Houston, 2006)A commutative ring R is said to be a phiring if its nilradical Nil(R) is both prime and comparable with each principal ideal. The name is derived from the natural map phi from the total quotient ring T(R) to R localized ...