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American Journal of Applied Mathematics

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Volume 9, Issue 5, October 2021

  • Method of Construction of the Stochastic Integral with Respect to Fractional Brownian Motion

    Diop Bou, Ba Demba Bocar, Thioune Moussa

    Issue: Volume 9, Issue 5, October 2021
    Pages: 156-164
    Received: 2 July 2021
    Accepted: 6 August 2021
    Published: 3 September 2021
    DOI: 10.11648/j.ajam.20210905.11
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    Abstract: Since the pioneering work of Hurst, and Mandelbrot, the fractional brownian motions have played and increasingly important role in many fields of application such as hydrology, economics and telecommunications. For every value of the Hurst index H ∈ (0,1) we define a stochastic integral with respect to fractional Brownian motion of index H. This pr... Show More
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  • Proportional Subdistribution Hazards Model for Competing Risks in Case-Cohort Studies

    Adane Fekadu Wogu, Shanshan Zhao, Hazel Bogan Nichols, Jianwen Cai

    Issue: Volume 9, Issue 5, October 2021
    Pages: 165-185
    Received: 15 June 2021
    Accepted: 6 July 2021
    Published: 9 September 2021
    DOI: 10.11648/j.ajam.20210905.12
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    Abstract: Competing risks refer to the situation where there are multiple causes of failure and the occurrence of one type of event prohibits the occurrence of the other types of event or alters the chance to observe them. In large cohort studies with long-term follow-up, there are often competing risks. When the failure events are rare, or the information o... Show More
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  • Prediction of Precipitation Rate Based on Stationary Extreme Value Theory

    Justin Han

    Issue: Volume 9, Issue 5, October 2021
    Pages: 186-191
    Received: 23 September 2021
    Accepted: 25 October 2021
    Published: 30 October 2021
    DOI: 10.11648/j.ajam.20210905.13
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    Abstract: For the determination of the effectiveness of weather forecasts such as temperature or flooding forecast, the single variable linear regression or simple exponential smoothing will not be an effective way. To accurately predict the effectiveness of such a trend, iterative and statistical methods that can determine the status of temperature or flood... Show More
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