We consider the numerical solution of one type integro-differential equation by a probability method based on fundamental martingale mixed Gaussian processes. As an application, we try to simulate estimation ruin with an unknown parameter driven not classical Levy process, but fractional Brownian motion.

The objective of this paper is to present comprehensive lists accurate natural frequencies isotropic thin rectangular plates. For purpose, a simple yet very analytical approach described study the free vibration In numerical computations, convergence and comparison studies are conducted check accuracy solution demonstrate improvement solutions in results. Twenty-one tables then provided give lo...

In this paper, buckling behavior of moderately thick functionally graded rectangular plates resting on elastic foundation subjected to linearly varying in-plane loading is investigated. The neutral surface position for a functionally graded plate which its material properties vary in the thickness direction is determined. Based on the first-order shear deformation plate theory and the neutral s...

In this paper, the effect of the temperature change on the vibration frequency of mono-layer graphene sheet embedded in an elastic medium is studied. Using the nonlocal elasticity theory, the governing equations are derived for single-layered graphene sheets. Using Levy and Navier solutions, analytical frequency equations for single-layered graphene sheets are obtained. Using Levy solution, the...

A stochastic solution is constructed for a fractional generalization of the KPP (Kolmogorov, Petrovskii, Piskunov) equation. The solution uses a fractional generalization of the branching exponential process and propagation processes which are spectral integrals of Levy processes.

OBJECTIVE To examine the effect of the application, and removal, in the Northern Territory of a levy on the sale of cask wine--a beverage shown to contribute disproportionately to alcohol-related harm. METHOD Using data on licensee purchases of alcoholic beverages and ABS population data, estimates were made of per capita consumption of pure alcohol by beverage type. Time series variables wer...

This paper focuses on two main issues that are based on two important concepts: exponential Levy process and minimal entropy martingale measure. First, we intend to obtain   risk measurement such as value-at-risk (VaR) and conditional value-at-risk (CvaR) using Monte-Carlo methodunder minimal entropy martingale measure (MEMM) for exponential Levy process. This Martingale measure is used for the...