We consider sums over the square lattice which depend only on radial distance, and provide formulas which enable sums of functions with Neumann series to be reexpressed as combinations of hypergeometric series. We illustrate ...
This paper presents a nonlinear in-plane elastic buckling analysis of circular shallow arches that are subjected both to a uniform temperature field and to a uniform radial load field. A virtual work method is used to ...
This paper presents a thorough and comprehensive investigation of non-linear buckling and postbuckling analyses of pin-ended shallow circular arches subjected to a uniform radial load and which have equal elastic rotational ...
We provide several illustrations of Bayesian semiparametric regression analyses in the BRugs package. BRugs facilitates use of the BUGS inference engine from the R computing environment and allows analyses to be managed ...
The Metropolis-Hastings algorithm has been important in the recent development of Bayes methods. This algorithm generates random draws from a target distribution utilizing a sampling (or proposal) distribution. This article ...
This research monograph concerns the design and analysis of discrete-time approximations for stochastic differential equations (SDEs) driven by ·Wiener processes and Poisson processes or Poisson jump measures, In financial ...
Many organizational decision problems can be formulated by multi-objective linear programming (MOLP) models. Referring to the imprecision inherent in human judgments, uncertainty may be incorporated in the parameters of ...
We find a solution of the optimal stopping problem for the case when a reward function is an integer function of a random walk on an infinite time interval. It is shown that an optimal stopping time is a first crossing ...
We study a piece-wise deterministic Markov process having jumps of i.i.d. sizes with a constant intensity and decaying at a constant rate (a special case of a storage process with a general release rule). Necessary and ...
The paper deals with the problem of finding an optimal one-time rebalancing strategy assuming that in the BlackâScholes model the drift term of the stock may change its value spontaneously at some random non-observable ...