Recently, the financial mathematics has been emerged to interpret and predict the underlying mechanism that generates an incident of concern. A system of differential equations can reveal a dynamical development of financial mechanism across time. Multivariate wiener process represents the stochastic term in a system of stochastic differential equations (SDE). The standard wiener process follows a Markov chain, and hence it is a martingale (kind of Markov chain), which is a good integrator. Though, the fractional Wiener process does not follow a Markov chain, hence it is not a good integrator. This problem will produce an Arbitrage (non-equilibrium in the market) in the predicted series. It is undesired property that leads to erroneous conclusion, as it is not possible to build a mathematical model, which represents the financial phenomenon. If there is Arbitrage (unbalance) in the market, this can be solved by Wick-Ito-Skorohod stochastic integral (renormalized integral). This paper considers the estimation of a system of fractional stochastic differential equations (FSDE) using maximum likelihood method, although it is time consuming. However, it provides estimates with desirable characteristic with the most important consistency. Langevin method can be used to find the mathematical form of the functions of stochastic differential equations. This includes drift and diffusion by estimating conditional mean and variance from the data and finding the suitable function achieves the least error, and then estimating the parameters of the model by numerical optimal solution search method. Data used in this paper consist of three banking sector stock prices including Baghdad Bank (BBOB), the Commercial Bank (BCOI), and the National Bank (BNOI). © 2020 International University of Sarajevo.
Out of Hundred clinical samples, taken from different sources include burn, blood , wound and nasal swabs infections ; 90 isolates developed growth on mannitol salt agar. Among these, 40 (44.4%) were Coagulase positive (Staphylococcus aureus) isolates and 50 (55.5%)belong to coagulase negative staphylococci, in which the last Staphylococcus epidermidis isolates were 30(60%).Antibiotic susceptibility of Staphylococcus epidermidis isolates to 12 antibiotics were determined using disc diffusion method . The results revealed that high resistance to Penecillin G10 and Amoxiclav (Amoxicillin- clavulanic acid) ( 100%) and the high sensitivity to Imipenim (95%). The pattern of minimum inhibitory concentration of S.epidermidis isolates to vancomy
... Show MoreIn this paper, a study was made to determine the properties of Jovian radio bursts emitted at frequency 20.1MHZ. The data were provided from the Radio Jove archive for twelve years (2000-2012) for multi stations. The duration time for Long bursts (L) was (10-30) seconds and for Short bursts (S) was (10-20) seconds. The effect of radio bursts from the Sun and the galactic background were calculated at the same frequency and were found that radio bursts from the Sun will reduce the occurrence probability of Jovian radio bursts much more than radio bursts from the galactic background. The distribution of Jovian radio bursts was different; the occurrence probability with respect to the northern latitudes was more than the southern latitudes.
Iraqi kaolin was used for the preparation and characterization of NaY zeolite for biodiesel production via esterification reaction. Oleic acid was used usually as a typical simulated feedstock of high acid number for the esterification reaction.
The chemical composition for the prepared Nay zeolite is as following: (Ca2.6Na1.K0.1)(Al6.3Si17.7)O48.16H2O, the silica to alumina ratio in the prepared catalyst was found equal to 2.6 and Na2O content was 12.26 wt. %, with relative crystallinity equal to 147.4 % obtained by the X-ray diffraction. The surface area result shows that the prepared catalyst has 330 m2
... Show MoreStatic reservoir modeling is the interacting and analysis of the geological data to visualize the reservoir framework by three-dimensional model and distribute the static reservoir properties. The Petrel E&P software used to incorporate the data. The interpreted log data and core report used in distribution of petrophysical properties of porosity, water saturation and permeability for Zubair reservoir in Luhais oil field.
The reservoir discretized to 274968 cells in increments of 300, 200 and 1 meter in the direction of X, Y, and Z respectively. The geostatistical approach used in the distribution of the properties of porosity and water saturation overall the reservoir units. The permeability has been calculated
... Show MoreIn this paper, there are two main objectives. The first objective is to study the relationship between the density property and some modules in detail, for instance; semisimple and divisible modules. The Addition complement has a good relationship with the density property of the modules as this importance is highlighted by any submodule N of M has an addition complement with Rad(M)=0. The second objective is to clarify the relationship between the density property and the essential submodules with some examples. As an example of this relationship, we studied the torsion-free module and its relationship with the essential submodules in module M.
Background: Denture cleansing is an important step that can prevent the spread of infection and improve a patient's health, the durability of the dentures, and the overall quality of life; therefore, it is necessary to choose a suitable cleanser that, in addition to being effective, does not have an unfavorable effect on the qualities of the denture base resin itself when used for an extended period. Aim: This research aims to assess the effects of ozonated water on the surface roughness and hardness of heat-cured acrylic resin by immersion technique. Materials: Sixty bars shapemade of heat-cured acrylicweremanufactured.Thirty samples for every test, including: (surface hardness and surface roughness). Then, these samples were divided into
... Show MorePolymers have the ability to extract water after they have been added to the mortar or concrete mixture. They provide the absorbed water during hydration functioning as internal water source. Absorption polymers can absorb up to hundred times of their own weight of pure water.This research deals with the use of water absorption polymer balls in concrete and study the volumetric change of these mixes and compared the results with reference mix (without polymers). Samples were cured both in air and in water for the mixes to compare results which show that samples in air behave for expansion while sample in water acted for shrinkage.