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• Bayes estimation via filtering for a simple micro-movement model of asset price with discrete noises
• A separation principle for partially observed control of singular stochastic processes
• Control parametrization enhancing transform to optimal control problems
• Comparing the effectiveness of two kinds of continued fractions
• Boundary value problems for a higher-order parabolic equation with growing coefficients
• Hamilton equations for infinite-dimensional systems, and their variational equations
• Representation of pulse modes of generalized solutions of control differential systems
• Solutions of model heat problems in Zygmund spaces
• Model-based identification and diagnosis of a porcine model of induced endotoxic shock with hemofiltration
• A note on plating efficiency in fluctuation experiments
• Structural identifiability of a model for the acetic acid fermentation process
• Modeling residual force enhancement with generic cross-bridge models
• A mass, energy, vorticity, and potential enstrophy conserving lateral fluid-land boundary scheme for the shallow water equations
• Non-negativity and stability analyses of lattice Boltzmann method for advection-diffusion equation
• Deformations and Fourier-Mukai transforms
• A geometric analysis of trajectory design for underwater vehicles
• The role of processing speed in determining step patterns duringdirectional epitaxy
• Optimal control applied to a model for species augmentation
• Local resource competition and the skewness of the sex ratio: a demographic model
• Covariance regularization by thresholding
• Statistical eigen-inference from large Wishart matrices
• Lectures on topology of words
• New bond pricing models with applications to Japanese data
• Equilibrium relations in a capital asset market: A mean absolute deviation approach
• Asset price prediction using seasonal decomposition
• The impact of saturday trading on stock returns: Evidence from the Tokyo stock exchange January 1976 to January 1989
• An extention of Samuelson's warrant valuation model and its application to Japanese data
• A constrained least square approach to the estimation of the term structure of interest rates
• Nonlinear dynamics of the Nikkei stock average futures
• How much equity capital did the Tokyo stock exchange really raise?
• The Japanese stock market and the macroeconomy: An empirical investigation
• Nonparametric prediction for the time-dependent volatility of the security price
• On the test of the correction mechanism for mis-pricing between assets using a statistical yield spread model
• The impact of portfolio diversification on mean reverting components of stock indices
• Feedforward versus recurrent neural networks for forecasting monthly Japanese yen exchange rates
• Non-ideal Brownian motion, generalized Langevin equation and its application to the security market
• Non-Gaussian distribution for stock returns and related stochastic differential equation
• An implementation of the HJM model with application to Japanese interest futures
• Quality options and hedging in Japanese government bond futures markets
• A preference free partial differential equation for the term structure of interest rates
• A note on the no arbitrage condition for international financial markets
• Pricing and hedging power options
• Volatility clustering, asymmetry and hysteresis in stock returns: International evidence
• Volatility persistence and switching ARCH in Japanese stock returns
• Investment horizon and composition of optimal portfolio: International evidence
• Cusum techniques for technical trading in financial markets
• The structure of the Japanese stock market
• The Hong Kong securities markets: Review and prospects
• Development, present status and some prospects of the financial markets in Korea
• Unconditional and conditional distributional models for the Nikkei index
• The pricing formula for commodity-linked bonds with stochastic convenience yields and default risk
• Econometric analysis of a continuous time multi-factor generalized Vasicek term structure model: International evidence
• The impact of the U.S. and the Japanese equity markets on the emerging Asia-Pacific equity markets
• Transmission of stock returns and volatility between the U.S. And Japan: Evidence from the stock index futures markets
• A note on the term structure of implied volatilities for the yen/U.S. Dollar currency option
• Underpricing, subsequent equity offerings, and the long-run performance of Japanese IPOs
• Weekly pattern of exchange rate risks: Evidence from ten Asian-Pacific currencies
• Monthly pattern and portfolio effect on higher moments of stock returns: Empirical evidence from Hong Kong
• Minimal entropy martingale measures of jump type price processes in incomplete assets markets
• An asymptotic expansion approach to pricing financial contingent claims
• Hedging American options in Merton's model: A locally risk minimizing approach
• Exotic passport options
• Evaluation of the Asian option by the dual martingale measure
• On a robustness of quantile hedging: Complete market's case
• An evaluation of contingent claims using the CKLS interest rate model: An analysis of Australia, Japan, and the United Kingdom
• Relations between stock returns and fundamental variables: Evidence from a segmented market
• An empirical analysis on log-utility asset management
• Market segmentation and foreign share discount in China
• Market efficiency anomalies in Korea: Mispricing vs. omitted risk factors
• Change in volatility in the won/U.S. Dollar daily exchange rate: Stochastic volatility model
• The optimal log-utility asset management under incomplete information
• A note on interaction between financial markets
• Pricing mortgage-backed securities (MBS)
• A complete Markovian stochastic volatility model in the HJM framework
• Statistical methodologies for the market risk measurement
• Testing for serial correlation in the presence of stochastic volatility
• Mass transport generated by a flow of Gauss maps
• Radial solutions and phase separation in a system of two coupled Schrödinger equations
• Well-posedness and stability of a multi-dimensional tumor growth model
• The penalized profile sampler
• Third-order power comparisons for a class of tests for multivariate linear hypothesis under general distributions
• Loss of regularity for supercritical nonlinear Schrödinger equations
• Quasisymmetric and unipotent tensor categories
• The family of analytic Poisson brackets for the Camassa-Holm hierarchy
• A proof of a cyclic version of Deligne's conjecture via cacti
• On a classification of gradient shrinking solitons
• Stable diffeomorphism groups of 4-manifolds
• On deep Frobenius descent and flat bundles
• A note on Stein fillings of contact manifolds
• A presentation for Hilden's subgroup of the braid group
• Study of a nonlinear Boussinesq-Stefan system with second member having a growth
• Hamiltonian evolution of curves in classical affine geometries
• Effective computation of the multivariable Alexander polynomial of Lorenz links
• An adaptive freeway traffic state estimator
• An inequality constrained nonlinear Kalman-Bucy smoother by interior point likelihood maximization
• Set membership approximation theory for fast implementation of model predictive control laws
• Mathematical model of non-basal testosterone regulation in the male by pulse modulated feedback
• The advanced-step NMPC controller: Optimality, stability and robustness
• Quasi-sliding mode based repetitive control for nonlinear continuous-time systems with rejection of periodic disturbances
• ZOH discretization effect on single-input sliding mode control systems with matched uncertainties
• Model predictive control for systems with stochastic multiplicative uncertainty and probabilistic constraints
• Fast algorithms for nonparametric population modeling of large data sets
• Predictive control of hybrid systems: input-to-state stability results for sub-optimal solutions
• Optimal preview-based stable-inversion for output tracking of nonminimum-phase linear systems
• On global extremum seeking in the presence of local extrema
• A new expression for the \(H^2\) performance limit based on state-space representation
• Natural convection in horizontal annuli: a lower bound for the energy
• The similarity regime for natural convection in a vertical cylindrical well filled with an anisotropic porous medium
• Thermal-stress analysis of plates with variable fiber spacing
• Nonlocally related PDE systems for one-dimensional nonlinear elastodynamics
• A new method for the solution of convolution-type dual integral-equation systems occurring in engineering electromagnetics
• Impulsive effect on an elastic solid with generalized thermodiffusion
• Multiscale mixed/mimetic methods on corner-point grids
• Nonlinear two-point flux approximation for modeling full-tensor effects in subsurface flow simulations
• Multiscale finite-volume method for density-driven flow in porous media
• Multiscale finite-volume formulation for multiphase flow in porous media: black oil formulation of compressible, three-phase flow with gravity
• On the relationship between the multiscale finite volume method and domain decomposition preconditioners
• A comparison of multiscale methods for elliptic problems in porous media flow
• Accurate local upscaling with variable compact multipoint transmissibility calculations
• Numerical modeling of the flow and transport of radionuclides in heterogeneous porous media
• Estimation or simulation? That is the question
• An anisotropic scale-invariant unstructured mesh generator suitable for volumetric imaging data
• Development of a dispersively accurate conservative level set scheme for capturing interface in two-phase flows
• Reconstruction of shapes and impedance functions using few far-field measurements
• A second-order accurate material-order-independent interface reconstruction technique for multi-material flow simulations
• Simulation of laser beam propagation with a paraxial model in a tilted frame
• Immersed boundary method for the MHD flows of liquid metals
• Multilevel fast multipole algorithm for elastic wave scattering by large three-dimensional objects
• Mixed convection with heating effects in a vertical porous annulus with a radially varying magnetic field
• Mixed convection analysis of laminar pulsating flow and heat transfer over a backward-facing step
• Experiments and models for the thermal response of railroad tapered-roller bearings
• Heat and fluid flow in a rectangular microchannel filled with a porous medium
• Axial heat conduction effects in the entrance region of parallel plate ducts
• Boundary layer flow over a shrinking sheet with power-law velocity
• A new method for designing the heat exchangers constructed based on infinite regular polyhedrons geometry
• An application of infinite regular polyhedrons geometry to design heat exchangers
• Analysis of power and entropy generation in a chemical engine
• Dynamics of water sorption on a single adsorbent grain caused by a large pressure jump: Modeling of coupled heat and mass transfer
• Dendritic vascularization for countering intense heating from the side
• Iterative and direct Chebyshev collocation spectral methods for one-dimensional radiative heat transfer
• Numerical simulations of interrupted and conventional microchannel heat sinks
• Transient coupled heat transfer in an anisotropic scattering composite slab with semitransparent surfaces
• Diffusion of thermal disturbances in two-dimensional Cartesian transient heat conduction
• Fluid flow and heat transfer characteristics of natural convection in square cavities due to discrete source-sink pairs
• Turbulent conjugate heat and mass transfer from the surface of a binary mixture of ethanol/iso-octane in a countercurrent stratified two-phase flow system
• Transient laminar opposing mixed convection in a differentially and asymmetrically heated vertical channel of finite length
• Transient thermal and hydrodynamic model of flat heat pipe for the cooling of electronics components
• From Boltzmann transport equation to single-phase-lagging heat conduction
• On the solution of damped wave conduction and relaxation equation in a semi-infinite medium subject to constant wall flux
• Enhancement of external forced convection by ionic wind
• Conjugate heat transfer by natural convection, conduction and radiation in open cavities
• Reduced order modeling and experimental validation of steady turbulent convection in connected domains
• Numerical investigations on flow behaviour and energy separation in Ranque-Hilsch vortex tube
• Convective condensation of vapor in the presence of a non-condensable gas of high concentration in laminar flow in a vertical pipe
• Modeling of axial bed-to-wall heat transfer in a CFB combustor with abrupt riser exit geometry
• Mixed convection MHD flow in a vertical channel: Effects of Joule heating and viscous dissipation
• Combined effects of curvature, radiation, and stretch on the extinction of premixed tubular flames
• Developing slip-flow and heat transfer in trapezoidal microchannels
• Theoretical analysis on microwave heating of oil-water emulsions supported on ceramic, metallic or composite plates
• 3D conjugate heat transfer with thermal radiation in a hollow cube exposed to external flow
• Effect of turbulent Prandtl number on the computation of film-cooling effectiveness
• DNS of rotating buoyancy- and surface tension-driven flow
• New analytical model for heat transfer efficiency of metallic honeycomb structures
• Bubble departure frequency in forced convective subcooled boiling flow
• Experimental and numerical study of convection heat transfer of CO\(_2\) at supercritical pressures in vertical porous tubes
• Analysis of pulsating convection from two heat sources mounted with porous blocks
• Comments on a paradox of viscous dissipation and its relation to the Oberbeck-Boussinesq approach
• An analytical solution for the total heat transfer in the thin-film region of an evaporating meniscus
• Numerical investigation of fluid flow and heat transfer characteristics by common-flow-up
• Almost automorphic solutions to some classes of partial evolution equations
• On the connectedness of a centralizer
• Study of exact solutions of nonlinear heat equations
• Model reduction in large scale MIMO dynamical systems via the block Lanczos method
• Effect of temperature modulation on magneto double diffusive convection in a fluid layer
• A Caporaso-Harris type formula for Welschinger invariants of real toric Del Pezzo surfaces
• Lipschitz stability in determining density and two Lamé coefficients
• On the minimal periodic solutions of nonconvex superlinear Hamiltonian systems
• Corrigendum to ``Perron's method for quasilinear hyperbolic systems. II [J. Math. Anal. Appl. 316, 483--494 (2006)]
• Perturbation analysis for best approximation and the polar factor by subunitary matrices
• On coercivity and irregularity for some nonlinear degenerate elliptic systems
• On an obstacle problem for degenerate elliptic operators involving the critical Sobolev exponent
• Optimization of gene-environment networks in the presence of errors and uncertainty with Chebychev approximation
• Optimizing logistic regression coefficients for discrimination and calibration using estimation of distribution algorithms
• Local ergodicity for systems with growth properties including multi-dimensional dispersing billiards
• Shellability and higher Cohen-Macaulay connectivity of generalized cluster complexes
• Tannaka-Krein duality for Hopf algebroids
• Classification of Hopf algebras of dimension 18.
• Hopf algebras with rigid dualizing complexes.
• A new multidimensional integral relationship between heat flux and temperature for direct internal assessment of heat flux
• Simple estimation on effective transport properties of a random composite material with cylindrical fibres
• Pathway complexity of model virus capsid assembly systems
• DNA knotting in spooling like conformations in bacteriophages
• Computer simulations of DNA packing inside bacteriophages: Elasticity, electrostatics and entropy
• Single-point blow-up for a semilinear parabolic system
• A note on the convex hull of sets of finite perimeter in the plane
• The Janossy effect and hybrid variational principles
• Higher integrability results for non smooth parabolic systems: the subquadratic case
• Existence of bounded solutions to some nonlinear degenerate elliptic systems
• Asymptotic profiles of solutions to the 2D viscous incompressible micropolar fluid flows
• Topology of some tiling spaces without finite local complexity