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Showing 1 - 200 of 2351 Journals sorted alphabetically
3D Research     Hybrid Journal   (Followers: 19, SJR: 0.214, h-index: 10)
4OR: A Quarterly J. of Operations Research     Hybrid Journal   (Followers: 10, SJR: 1.073, h-index: 25)
AAPS J.     Hybrid Journal   (Followers: 22, SJR: 1.192, h-index: 74)
AAPS PharmSciTech     Hybrid Journal   (Followers: 7, SJR: 0.718, h-index: 54)
Abdominal Imaging     Hybrid Journal   (Followers: 14, SJR: 0.723, h-index: 60)
Abhandlungen aus dem Mathematischen Seminar der Universitat Hamburg     Hybrid Journal   (Followers: 3, SJR: 0.447, h-index: 12)
Academic Psychiatry     Full-text available via subscription   (Followers: 23, SJR: 0.492, h-index: 32)
Academic Questions     Hybrid Journal   (Followers: 8, SJR: 0.135, h-index: 6)
Accreditation and Quality Assurance: J. for Quality, Comparability and Reliability in Chemical Measurement     Hybrid Journal   (Followers: 26, SJR: 0.378, h-index: 30)
Acoustical Physics     Hybrid Journal   (Followers: 11, SJR: 0.355, h-index: 20)
Acoustics Australia     Hybrid Journal  
Acta Analytica     Hybrid Journal   (Followers: 7, SJR: 0.387, h-index: 6)
Acta Applicandae Mathematicae     Hybrid Journal   (Followers: 1, SJR: 0.624, h-index: 34)
Acta Biotheoretica     Hybrid Journal   (Followers: 4, SJR: 0.419, h-index: 25)
Acta Diabetologica     Hybrid Journal   (Followers: 16, SJR: 1.318, h-index: 46)
Acta Endoscopica     Hybrid Journal   (Followers: 1, SJR: 0.113, h-index: 8)
acta ethologica     Hybrid Journal   (Followers: 4, SJR: 0.465, h-index: 23)
Acta Geochimica     Hybrid Journal   (Followers: 7)
Acta Geodaetica et Geophysica     Hybrid Journal   (Followers: 2, SJR: 0.294, h-index: 13)
Acta Geotechnica     Hybrid Journal   (Followers: 7, SJR: 1.818, h-index: 22)
Acta Informatica     Hybrid Journal   (Followers: 5, SJR: 0.524, h-index: 32)
Acta Mathematica     Hybrid Journal   (Followers: 11, SJR: 8.021, h-index: 47)
Acta Mathematica Hungarica     Hybrid Journal   (Followers: 2, SJR: 0.53, h-index: 29)
Acta Mathematica Sinica, English Series     Hybrid Journal   (Followers: 6, SJR: 0.406, h-index: 30)
Acta Mathematica Vietnamica     Hybrid Journal   (SJR: 0.451, h-index: 5)
Acta Mathematicae Applicatae Sinica, English Series     Hybrid Journal   (SJR: 0.22, h-index: 20)
Acta Mechanica     Hybrid Journal   (Followers: 20, SJR: 0.898, h-index: 52)
Acta Mechanica Sinica     Hybrid Journal   (Followers: 5, SJR: 0.426, h-index: 29)
Acta Metallurgica Sinica (English Letters)     Hybrid Journal   (Followers: 6, SJR: 0.525, h-index: 18)
Acta Meteorologica Sinica     Hybrid Journal   (Followers: 3, SJR: 0.524, h-index: 14)
Acta Neurochirurgica     Hybrid Journal   (Followers: 6, SJR: 0.833, h-index: 73)
Acta Neurologica Belgica     Hybrid Journal   (Followers: 1, SJR: 0.348, h-index: 27)
Acta Neuropathologica     Hybrid Journal   (Followers: 5, SJR: 6.61, h-index: 117)
Acta Oceanologica Sinica     Hybrid Journal   (Followers: 3, SJR: 0.295, h-index: 17)
Acta Parasitologica     Hybrid Journal   (Followers: 10, SJR: 0.581, h-index: 28)
Acta Physiologiae Plantarum     Hybrid Journal   (Followers: 2, SJR: 0.551, h-index: 39)
Acta Politica     Hybrid Journal   (Followers: 13, SJR: 0.658, h-index: 20)
Activitas Nervosa Superior     Hybrid Journal  
adhäsion KLEBEN & DICHTEN     Hybrid Journal   (Followers: 5, SJR: 0.103, h-index: 4)
ADHD Attention Deficit and Hyperactivity Disorders     Hybrid Journal   (Followers: 23, SJR: 0.871, h-index: 15)
Adhesion Adhesives & Sealants     Hybrid Journal   (Followers: 8)
Administration and Policy in Mental Health and Mental Health Services Research     Partially Free   (Followers: 15, SJR: 0.795, h-index: 40)
Adsorption     Hybrid Journal   (Followers: 4, SJR: 0.774, h-index: 52)
Advances in Applied Clifford Algebras     Hybrid Journal   (Followers: 3, SJR: 0.319, h-index: 15)
Advances in Atmospheric Sciences     Hybrid Journal   (Followers: 35, SJR: 0.959, h-index: 44)
Advances in Computational Mathematics     Hybrid Journal   (Followers: 18, SJR: 1.255, h-index: 44)
Advances in Contraception     Hybrid Journal   (Followers: 3)
Advances in Data Analysis and Classification     Hybrid Journal   (Followers: 54, SJR: 1.113, h-index: 14)
Advances in Gerontology     Partially Free   (Followers: 8, SJR: 0.141, h-index: 3)
Advances in Health Sciences Education     Hybrid Journal   (Followers: 25, SJR: 1.397, h-index: 42)
Advances in Manufacturing     Hybrid Journal   (Followers: 3, SJR: 0.2, h-index: 4)
Advances in Polymer Science     Hybrid Journal   (Followers: 43, SJR: 0.637, h-index: 89)
Advances in Therapy     Hybrid Journal   (Followers: 5, SJR: 0.79, h-index: 44)
Aegean Review of the Law of the Sea and Maritime Law     Hybrid Journal   (Followers: 7)
Aequationes Mathematicae     Hybrid Journal   (Followers: 2, SJR: 0.882, h-index: 23)
Aerobiologia     Hybrid Journal   (Followers: 2, SJR: 0.511, h-index: 36)
Aesthetic Plastic Surgery     Hybrid Journal   (Followers: 9, SJR: 0.821, h-index: 49)
African Archaeological Review     Hybrid Journal   (Followers: 16, SJR: 0.612, h-index: 24)
Afrika Matematika     Hybrid Journal   (Followers: 1, SJR: 0.248, h-index: 6)
AGE     Hybrid Journal   (Followers: 7, SJR: 1.358, h-index: 33)
Ageing Intl.     Hybrid Journal   (Followers: 7, SJR: 0.337, h-index: 10)
Aggiornamenti CIO     Hybrid Journal   (Followers: 1)
Aging Clinical and Experimental Research     Hybrid Journal   (Followers: 2, SJR: 0.529, h-index: 55)
Agricultural Research     Hybrid Journal   (Followers: 4)
Agriculture and Human Values     Hybrid Journal   (Followers: 14, SJR: 1.197, h-index: 49)
Agroforestry Systems     Hybrid Journal   (Followers: 19, SJR: 0.64, h-index: 56)
Agronomy for Sustainable Development     Hybrid Journal   (Followers: 11, SJR: 1.732, h-index: 59)
AI & Society     Hybrid Journal   (Followers: 6, SJR: 0.171, h-index: 19)
AIDS and Behavior     Hybrid Journal   (Followers: 13, SJR: 2.006, h-index: 71)
Air Quality, Atmosphere & Health     Hybrid Journal   (Followers: 4, SJR: 0.706, h-index: 19)
Akupunktur & Aurikulomedizin     Full-text available via subscription   (Followers: 1)
Algebra and Logic     Hybrid Journal   (Followers: 4, SJR: 0.566, h-index: 18)
Algebra Universalis     Hybrid Journal   (Followers: 2, SJR: 0.388, h-index: 22)
Algebras and Representation Theory     Hybrid Journal   (Followers: 1, SJR: 0.868, h-index: 20)
Algorithmica     Hybrid Journal   (Followers: 8, SJR: 0.898, h-index: 56)
Allergo J.     Full-text available via subscription   (Followers: 1, SJR: 0.183, h-index: 20)
Allergo J. Intl.     Hybrid Journal   (Followers: 2)
Alpine Botany     Hybrid Journal   (Followers: 5, SJR: 0.729, h-index: 20)
ALTEX : Alternatives to Animal Experimentation     Open Access   (Followers: 3, SJR: 1.392, h-index: 32)
AMBIO     Hybrid Journal   (Followers: 15, SJR: 1.094, h-index: 87)
American J. of Cardiovascular Drugs     Hybrid Journal   (Followers: 16, SJR: 0.864, h-index: 39)
American J. of Community Psychology     Hybrid Journal   (Followers: 26, SJR: 1.237, h-index: 83)
American J. of Criminal Justice     Hybrid Journal   (Followers: 8, SJR: 0.634, h-index: 13)
American J. of Cultural Sociology     Hybrid Journal   (Followers: 15, SJR: 0.283, h-index: 3)
American J. of Dance Therapy     Hybrid Journal   (Followers: 4, SJR: 0.175, h-index: 13)
American J. of Potato Research     Hybrid Journal   (Followers: 3, SJR: 0.558, h-index: 35)
American J. of Psychoanalysis     Hybrid Journal   (Followers: 22, SJR: 0.293, h-index: 13)
American Sociologist     Hybrid Journal   (Followers: 14, SJR: 0.18, h-index: 13)
Amino Acids     Hybrid Journal   (Followers: 8, SJR: 1.362, h-index: 83)
AMS Review     Partially Free   (Followers: 4)
Analog Integrated Circuits and Signal Processing     Hybrid Journal   (Followers: 7, SJR: 0.21, h-index: 37)
Analysis and Mathematical Physics     Hybrid Journal   (Followers: 4, SJR: 0.665, h-index: 7)
Analysis in Theory and Applications     Hybrid Journal   (Followers: 1)
Analysis of Verbal Behavior     Hybrid Journal   (Followers: 5)
Analytical and Bioanalytical Chemistry     Hybrid Journal   (Followers: 31, SJR: 1.096, h-index: 123)
Anatomical Science Intl.     Hybrid Journal   (Followers: 2, SJR: 0.301, h-index: 26)
Angewandte Schmerztherapie und Palliativmedizin     Hybrid Journal  
Angiogenesis     Hybrid Journal   (Followers: 3, SJR: 2.212, h-index: 69)
Animal Cognition     Hybrid Journal   (Followers: 17, SJR: 1.122, h-index: 55)
Annales françaises de médecine d'urgence     Hybrid Journal   (Followers: 1, SJR: 0.156, h-index: 4)
Annales Henri Poincaré     Hybrid Journal   (Followers: 3, SJR: 1.377, h-index: 32)
Annales mathématiques du Québec     Hybrid Journal   (Followers: 4)
Annali dell'Universita di Ferrara     Hybrid Journal   (SJR: 0.504, h-index: 14)
Annali di Matematica Pura ed Applicata     Hybrid Journal   (Followers: 1, SJR: 1.167, h-index: 26)
Annals of Behavioral Medicine     Hybrid Journal   (Followers: 14, SJR: 2.112, h-index: 98)
Annals of Biomedical Engineering     Hybrid Journal   (Followers: 18, SJR: 1.182, h-index: 94)
Annals of Combinatorics     Hybrid Journal   (Followers: 3, SJR: 0.849, h-index: 15)
Annals of Data Science     Hybrid Journal   (Followers: 11)
Annals of Dyslexia     Hybrid Journal   (Followers: 10, SJR: 0.857, h-index: 40)
Annals of Finance     Hybrid Journal   (Followers: 28, SJR: 0.686, h-index: 14)
Annals of Forest Science     Hybrid Journal   (Followers: 6, SJR: 0.929, h-index: 57)
Annals of Global Analysis and Geometry     Hybrid Journal   (Followers: 1, SJR: 1.136, h-index: 23)
Annals of Hematology     Hybrid Journal   (Followers: 16, SJR: 1.117, h-index: 62)
Annals of Mathematics and Artificial Intelligence     Hybrid Journal   (Followers: 12, SJR: 0.593, h-index: 42)
Annals of Microbiology     Hybrid Journal   (Followers: 10, SJR: 0.402, h-index: 26)
Annals of Nuclear Medicine     Hybrid Journal   (Followers: 4, SJR: 0.68, h-index: 45)
Annals of Operations Research     Hybrid Journal   (Followers: 10, SJR: 1.186, h-index: 78)
Annals of Ophthalmology     Hybrid Journal   (Followers: 12)
Annals of Regional Science     Hybrid Journal   (Followers: 8, SJR: 0.405, h-index: 42)
Annals of Software Engineering     Hybrid Journal   (Followers: 13)
Annals of Solid and Structural Mechanics     Hybrid Journal   (Followers: 10, SJR: 0.553, h-index: 8)
Annals of Surgical Oncology     Hybrid Journal   (Followers: 14, SJR: 1.902, h-index: 127)
Annals of Telecommunications     Hybrid Journal   (Followers: 8, SJR: 0.315, h-index: 25)
Annals of the Institute of Statistical Mathematics     Hybrid Journal   (Followers: 1, SJR: 0.931, h-index: 31)
Antonie van Leeuwenhoek     Hybrid Journal   (Followers: 5, SJR: 0.992, h-index: 87)
Apidologie     Hybrid Journal   (Followers: 4, SJR: 1.14, h-index: 57)
APOPTOSIS     Hybrid Journal   (Followers: 8, SJR: 1.554, h-index: 87)
Applicable Algebra in Engineering, Communication and Computing     Hybrid Journal   (Followers: 2, SJR: 0.354, h-index: 27)
Applications of Mathematics     Hybrid Journal   (Followers: 1, SJR: 0.274, h-index: 20)
Applied Biochemistry and Biotechnology     Hybrid Journal   (Followers: 42, SJR: 0.575, h-index: 80)
Applied Biochemistry and Microbiology     Hybrid Journal   (Followers: 16, SJR: 0.267, h-index: 26)
Applied Cancer Research     Open Access  
Applied Categorical Structures     Hybrid Journal   (Followers: 2, SJR: 0.361, h-index: 21)
Applied Composite Materials     Hybrid Journal   (Followers: 48, SJR: 0.705, h-index: 35)
Applied Entomology and Zoology     Partially Free   (Followers: 3, SJR: 0.554, h-index: 34)
Applied Geomatics     Hybrid Journal   (Followers: 4, SJR: 0.323, h-index: 9)
Applied Geophysics     Hybrid Journal   (Followers: 8, SJR: 0.541, h-index: 13)
Applied Intelligence     Hybrid Journal   (Followers: 11, SJR: 0.777, h-index: 43)
Applied Magnetic Resonance     Hybrid Journal   (Followers: 4, SJR: 0.358, h-index: 34)
Applied Mathematics & Optimization     Hybrid Journal   (Followers: 6, SJR: 0.955, h-index: 33)
Applied Mathematics - A J. of Chinese Universities     Hybrid Journal   (SJR: 0.275, h-index: 8)
Applied Mathematics and Mechanics     Hybrid Journal   (Followers: 5, SJR: 0.37, h-index: 26)
Applied Microbiology and Biotechnology     Hybrid Journal   (Followers: 62, SJR: 1.262, h-index: 161)
Applied Physics A     Hybrid Journal   (Followers: 8, SJR: 0.535, h-index: 121)
Applied Physics B: Lasers and Optics     Hybrid Journal   (Followers: 24, SJR: 0.983, h-index: 104)
Applied Psychophysiology and Biofeedback     Hybrid Journal   (Followers: 8, SJR: 0.677, h-index: 47)
Applied Research in Quality of Life     Hybrid Journal   (Followers: 11, SJR: 0.288, h-index: 15)
Applied Solar Energy     Hybrid Journal   (Followers: 18, SJR: 0.251, h-index: 6)
Applied Spatial Analysis and Policy     Hybrid Journal   (Followers: 5, SJR: 0.351, h-index: 9)
Aquaculture Intl.     Hybrid Journal   (Followers: 22, SJR: 0.613, h-index: 40)
Aquarium Sciences and Conservation     Hybrid Journal   (Followers: 1)
Aquatic Ecology     Hybrid Journal   (Followers: 32, SJR: 0.646, h-index: 44)
Aquatic Geochemistry     Hybrid Journal   (Followers: 4, SJR: 0.764, h-index: 39)
Aquatic Sciences     Hybrid Journal   (Followers: 13, SJR: 1.172, h-index: 53)
Arabian J. for Science and Engineering     Hybrid Journal   (Followers: 5, SJR: 0.345, h-index: 20)
Arabian J. of Geosciences     Hybrid Journal   (Followers: 1, SJR: 0.417, h-index: 16)
Archaeological and Anthropological Sciences     Hybrid Journal   (Followers: 23, SJR: 1.056, h-index: 15)
Archaeologies     Hybrid Journal   (Followers: 12, SJR: 0.397, h-index: 13)
Archiv der Mathematik     Hybrid Journal   (Followers: 1, SJR: 0.597, h-index: 29)
Archival Science     Hybrid Journal   (Followers: 56, SJR: 0.804, h-index: 22)
Archive for History of Exact Sciences     Hybrid Journal   (Followers: 8, SJR: 0.28, h-index: 15)
Archive for Mathematical Logic     Hybrid Journal   (Followers: 1, SJR: 0.946, h-index: 23)
Archive for Rational Mechanics and Analysis     Hybrid Journal   (SJR: 4.091, h-index: 66)
Archive of Applied Mechanics     Hybrid Journal   (Followers: 5, SJR: 0.865, h-index: 40)
Archives and Museum Informatics     Hybrid Journal   (Followers: 142)
Archives of Computational Methods in Engineering     Hybrid Journal   (Followers: 5, SJR: 2.841, h-index: 40)
Archives of Dermatological Research     Hybrid Journal   (Followers: 7, SJR: 0.9, h-index: 65)
Archives of Environmental Contamination and Toxicology     Hybrid Journal   (Followers: 13, SJR: 0.846, h-index: 84)
Archives of Gynecology and Obstetrics     Hybrid Journal   (Followers: 16, SJR: 0.695, h-index: 47)
Archives of Microbiology     Hybrid Journal   (Followers: 8, SJR: 0.702, h-index: 85)
Archives of Orthopaedic and Trauma Surgery     Hybrid Journal   (Followers: 8, SJR: 1.039, h-index: 56)
Archives of Osteoporosis     Hybrid Journal   (Followers: 2, SJR: 1.092, h-index: 13)
Archives of Sexual Behavior     Hybrid Journal   (Followers: 10, SJR: 1.198, h-index: 74)
Archives of Toxicology     Hybrid Journal   (Followers: 17, SJR: 1.595, h-index: 76)
Archives of Virology     Hybrid Journal   (Followers: 5, SJR: 1.086, h-index: 90)
Archives of Women's Mental Health     Hybrid Journal   (Followers: 14, SJR: 1.264, h-index: 50)
Archivio di Ortopedia e Reumatologia     Hybrid Journal  
Archivum Immunologiae et Therapiae Experimentalis     Hybrid Journal   (Followers: 2, SJR: 1.2, h-index: 42)
ArgoSpine News & J.     Hybrid Journal   (SJR: 0.102, h-index: 3)
Argumentation     Hybrid Journal   (Followers: 5, SJR: 0.295, h-index: 18)
Arid Ecosystems     Hybrid Journal   (Followers: 3)
Arkiv för Matematik     Hybrid Journal   (Followers: 1, SJR: 0.948, h-index: 22)
Arnold Mathematical J.     Hybrid Journal   (Followers: 1)
Arthropod-Plant Interactions     Hybrid Journal   (Followers: 2, SJR: 0.797, h-index: 17)
Arthroskopie     Hybrid Journal   (Followers: 1, SJR: 0.145, h-index: 8)
Artificial Intelligence and Law     Hybrid Journal   (Followers: 11, SJR: 0.288, h-index: 25)
Artificial Intelligence Review     Hybrid Journal   (Followers: 14, SJR: 0.948, h-index: 48)
Artificial Life and Robotics     Hybrid Journal   (Followers: 8, SJR: 0.231, h-index: 14)
Asia Europe J.     Hybrid Journal   (Followers: 5, SJR: 0.247, h-index: 9)
Asia Pacific Education Review     Hybrid Journal   (Followers: 12, SJR: 0.371, h-index: 17)
Asia Pacific J. of Management     Hybrid Journal   (Followers: 16, SJR: 1.676, h-index: 50)
Asia-Pacific Education Researcher     Hybrid Journal   (Followers: 12, SJR: 0.353, h-index: 13)
Asia-Pacific Financial Markets     Hybrid Journal   (Followers: 2, SJR: 0.19, h-index: 15)
Asia-Pacific J. of Atmospheric Sciences     Hybrid Journal   (Followers: 20, SJR: 1.006, h-index: 14)
Asian Business & Management     Hybrid Journal   (Followers: 8, SJR: 0.41, h-index: 10)
Asian J. of Business Ethics     Hybrid Journal   (Followers: 8)
Asian J. of Criminology     Hybrid Journal   (Followers: 5, SJR: 0.263, h-index: 8)
AStA Advances in Statistical Analysis     Hybrid Journal   (Followers: 2, SJR: 0.681, h-index: 15)
AStA Wirtschafts- und Sozialstatistisches Archiv     Hybrid Journal   (Followers: 5, SJR: 0.195, h-index: 5)
ästhetische dermatologie & kosmetologie     Full-text available via subscription  

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Journal Cover Acta Mathematicae Applicatae Sinica, English Series
  [SJR: 0.22]   [H-I: 20]   [0 followers]  Follow
   Hybrid Journal Hybrid journal (It can contain Open Access articles)
   ISSN (Print) 0168-9673 - ISSN (Online) 1618-3932
   Published by Springer-Verlag Homepage  [2351 journals]
  • Analysis of queues in a random environment with impatient customers
    • Authors: Sen-lin Yu; Zai-ming Liu
      Pages: 837 - 850
      Abstract: We study M/M/c queues (c = 1, 1 < c < ∞ and c = ∞) in a Markovian environment with impatient customers. The arrivals and service rates are modulated by the underlying continuous-time Markov chain. When the external environment operates in phase 2, customers become impatient. We focus our attention on the explicit expressions of the performance measures. For each case of c, the corresponding probability generating function and mean queue size are obtained. Several special cases are studied and numerical experiments are presented.
      PubDate: 2017-10-01
      DOI: 10.1007/s10255-017-0701-2
      Issue No: Vol. 33, No. 4 (2017)
  • Score tests for zero-inflated double poisson regression models
    • Authors: Feng-chang Xie; Jin-guan Lin; Bo-cheng Wei
      Pages: 851 - 864
      Abstract: Count data with excess zeros encountered in many applications often exhibit extra variation. Therefore, zero-inflated Poisson (ZIP) model may fail to fit such data. In this paper, a zero-inflated double Poisson model (ZIDP), which is generalization of the ZIP model, is studied and the score tests for the significance of dispersion and zero-inflation in ZIDP model are developed. Meanwhile, this work also develops homogeneous tests for dispersion and/or zero-inflation parameter, and corresponding score test statistics are obtained. One numerical example is given to illustrate our methodology and the properties of score test statistics are investigated through Monte Carlo simulations.
      PubDate: 2017-10-01
      DOI: 10.1007/s10255-017-0702-1
      Issue No: Vol. 33, No. 4 (2017)
  • A new class for large sets of almost Hamilton cycle decompositions
    • Authors: Hong-tao Zhao
      Pages: 865 - 870
      Abstract: A k-cycle system of order v with index λ, denoted by CS(v, k, λ), is a collection A of k-cycles (blocks) of K v such that each edge in K v appears in exactly λ blocks of A. A large set of CS(v, k, λ)s is a partition of the set of all k-cycles of K v into CS(v, k, λ)s, and is denoted by LCS(v, k, λ). A (v −1)-cycle in K v is called almost Hamilton. The completion of the existence problem for LCS(v, v−1, λ) depends only on one case: all v ≥ 4 for λ = 2. In this paper, it is shown that there exists an LCS(v, v − 1, 2) for all v ≡ 2 (mod 4), v ≥ 6.
      PubDate: 2017-10-01
      DOI: 10.1007/s10255-017-0703-0
      Issue No: Vol. 33, No. 4 (2017)
  • Valuation and hedging strategy of currency options under regime-switching
           jump-diffusion model
    • Authors: Shou-ting Chen; Xun-di Diao; Ai-lin Zhu
      Pages: 871 - 892
      Abstract: The main purpose of this thesis is in analyzing and empirically simulating risk minimizing European foreign exchange option pricing and hedging strategy when the spot foreign exchange rate is governed by a Markov-modulated jump-diffusion model. The domestic and foreign money market interest rates, the drift and the volatility of the exchange rate dynamics all depend on a continuous-time hidden Markov chain which can be interpreted as the states of a macro-economy. In this paper, we will provide a practical lognormal diffusion dynamic of the spot foreign exchange rate for market practitioners. We employing the minimal martingale measure to demonstrate a system of coupled partial-differential-integral equations satisfied by the currency option price and attain the corresponding hedging schemes and the residual risk. Numerical simulations of the double exponential jump diffusion regime-switching model are used to illustrate the different effects of the various parameters on currency option prices.
      PubDate: 2017-10-01
      DOI: 10.1007/s10255-017-0704-z
      Issue No: Vol. 33, No. 4 (2017)
  • Analyzing right-censored length-biased data with additive hazards model
    • Authors: Mu Zhao; Cun-jie Lin; Yong Zhou
      Pages: 893 - 908
      Abstract: Length-biased data are often encountered in observational studies, when the survival times are left-truncated and right-censored and the truncation times follow a uniform distribution. In this article, we propose to analyze such data with the additive hazards model, which specifies that the hazard function is the sum of an arbitrary baseline hazard function and a regression function of covariates. We develop estimating equation approaches to estimate the regression parameters. The resultant estimators are shown to be consistent and asymptotically normal. Some simulation studies and a real data example are used to evaluate the finite sample properties of the proposed estimators.
      PubDate: 2017-10-01
      DOI: 10.1007/s10255-017-0705-y
      Issue No: Vol. 33, No. 4 (2017)
  • Counting rooted 4-regular unicursal planar maps
    • Authors: Shu-de Long; Jun-liang Cai
      Pages: 909 - 918
      Abstract: A map is 4-regular unicursal if all its vertices are 4-valent except two odd-valent vertices. This paper investigates the number of rooted 4-regular unicursal planar maps and presents some formulae for such maps with four parameters: the number of edges, the number of inner faces and the valencies of the two odd vertices.
      PubDate: 2017-10-01
      DOI: 10.1007/s10255-017-0706-x
      Issue No: Vol. 33, No. 4 (2017)
  • Lattices generated by joins of the flats in orbits under finite
           affine-singular symplectic group and its characteristic polynomials
    • Authors: You Gao; Yan-yan Xue; Yu-ting Xiao; Xue-mei Liu
      Pages: 919 - 932
      Abstract: Let ASG(2ν + l, ν;F q ) be the (2ν + l)-dimensional affine-singular symplectic space over the finite field F q and ASp2ν+l,ν (F q ) be the affine-singular symplectic group of degree 2ν + l over F q . Let O be any orbit of flats under ASp2ν+l,ν (F q ). Denote by L J the set of all flats which are joins of flats in O such that O ⊆ L J and assume the join of the empty set of flats in ASG(2ν + l, ν;F q ) is ∅. Ordering L J by ordinary or reverse inclusion, then two lattices are obtained. This paper firstly studies the inclusion relations between different lattices, then determines a characterization of flats contained in a given lattice L J , when the lattices form geometric lattice, lastly gives the characteristic polynomial of L J .
      PubDate: 2017-10-01
      DOI: 10.1007/s10255-017-0707-9
      Issue No: Vol. 33, No. 4 (2017)
  • Conditional connectivity of bubble sort graphs
    • Authors: Ling-sheng Shi; Peng Wu
      Pages: 933 - 944
      Abstract: A subset F ⊂ V (G) is called an R k -vertex-cut of a graph G if G − F is disconnected and each vertex of G − F has at least k neighbors in G − F. The R k -vertex-connectivity of G, denoted by κ k (G), is the cardinality of a minimum R k -vertex-cut of G. Let B n be the bubble sort graph of dimension n. It is known that κ k (B n ) = 2 k (n − k − 1) for n ≥ 2k and k = 1, 2. In this paper, we prove it for k = 3 and conjecture that it is true for all k ∈ N. We also prove that the connectivity cannot be more than conjectured.
      PubDate: 2017-10-01
      DOI: 10.1007/s10255-017-0708-8
      Issue No: Vol. 33, No. 4 (2017)
  • Optimal investment and premium control in a nonlinear diffusion model
    • Authors: Ming Zhou; Kam Chuen Yuen; Chuan-cun Yin
      Pages: 945 - 958
      Abstract: This paper considers the optimal investment and premium control problem in a diffusion approximation to a non-homogeneous compound Poisson process. In the nonlinear diffusion model, it is assumed that there is an unspecified monotone function describing the relationship between the safety loading of premium and the time-varying claim arrival rate. Hence, in addition to the investment control, the premium rate can be served as a control variable in the optimization problem. Specifically, the problem is investigated in two cases: (i) maximizing the expected utility of terminal wealth, and (ii) minimizing the probability of ruin respectively. In both cases, some properties of the value functions are derived, and closed-form expressions for the optimal policies and the value functions are obtained. The results show that the optimal investment policy and the optimal premium control policy are dependent on each other. Most interestingly, as an example, we show that the nonlinear diffusion model reduces to a diffusion model with a quadratic drift coefficient when the function associated with the premium rate and the claim arrival rate takes a special form. This example shows that the model of study represents a class of nonlinear stochastic control risk model.
      PubDate: 2017-10-01
      DOI: 10.1007/s10255-017-0709-7
      Issue No: Vol. 33, No. 4 (2017)
  • Chung-type law of the iterated logarithm for continuous time random walk
    • Authors: Wen-sheng Wang
      Pages: 959 - 966
      Abstract: A continuous time random walk is a random walk subordinated to a renewal process used in physics to model anomalous diffusion. In this paper, we establish a Chung-type law of the iterated logarithm for continuous time random walk with jumps and waiting times in the domains of attraction of stable laws.
      PubDate: 2017-10-01
      DOI: 10.1007/s10255-017-0711-0
      Issue No: Vol. 33, No. 4 (2017)
  • Bifurcations and chaos in Mira 2 map
    • Authors: Tao Jiang; Zhi-yan Yang
      Pages: 967 - 978
      Abstract: In this paper, Mira 2 map is investigated. The conditions of the existence for fold bifurcation, flip bifurcation and Naimark-Sacker bifurcation are derived by using center manifold theorem and bifurcation theory. And the conditions of the existence for chaos in the sense of Marroto are obtained. Numerical simulation results not only show the consistence with the theoretical analysis but also display complex dynamical behaviors, including period-n orbits, crisis, some chaotic attractors, period-doubling bifurcation to chaos, quasi-period behaviors to chaos, chaos to quasi-period behaviors, bubble and onset of chaos.
      PubDate: 2017-10-01
      DOI: 10.1007/s10255-017-0710-1
      Issue No: Vol. 33, No. 4 (2017)
  • A class of spline curves with four local shape parameters
    • Authors: Yuan-peng Zhu; Xu-li Han
      Pages: 979 - 988
      Abstract: A class of spline curves with four local shape parameters, which includes the quartic spline curves with three local shape parameters given in Han [Xuli Han. A class of general quartic spline curves with shape parameters. Comput. Aided Geom. Design, 28: 151–163 (2011)], is proposed. Without solving a linear system, the spline curves can be used to interpolate sets of points with C 2 continuity partly or entirely. The shape parameters have a predictable adjusting role on the spline curves.
      PubDate: 2017-10-01
      DOI: 10.1007/s10255-017-0712-z
      Issue No: Vol. 33, No. 4 (2017)
  • Extending slow manifold near generic transcritical canard point
    • Authors: Hai-bo Lu; Ming-kang Ni; Li-meng Wu
      Pages: 989 - 1000
      Abstract: We consider the dynamics of planar fast-slow systems near generic transcritical type canard point. By using geometric singular perturbation theory combined with the recently developed blow-up technique, the existence of canard cycles, relaxation oscillations and solutions near the attracting branch of the critical manifold is established. The asymptotic expansion of the parameter for which canard exists is obtained by a version of the Melnikov method.
      PubDate: 2017-10-01
      DOI: 10.1007/s10255-017-0713-y
      Issue No: Vol. 33, No. 4 (2017)
  • 2-Connected factor-critical graphs G with exactly E ( G ) + 1 maximum
    • Authors: Ming-hua Li; Yan Liu
      Pages: 1001 - 1014
      Abstract: A connected graph G is said to be a factor-critical graph if G −v has a perfect matching for every vertex v of G. In this paper, the 2-connected factor-critical graph G which has exactly E(G) + 1 maximum matchings is characterized.
      PubDate: 2017-10-01
      DOI: 10.1007/s10255-017-0715-9
      Issue No: Vol. 33, No. 4 (2017)
  • An improved approximation algorithm for the k -level facility location
           problem with soft capacities
    • Authors: Chen-chen Wu; Da-chuan Xu
      Pages: 1015 - 1024
      Abstract: We consider the k-level facility location problem with soft capacities (k-LFLPSC). In the k-LFLPSC, each facility i has a soft capacity u i along with an initial opening cost f i ≥ 0, i.e., the capacity of facility i is an integer multiple of u i incurring a cost equals to the corresponding multiple of f i . We firstly propose a new bifactor (ln(1/β)/(1 −β),1+2/(1 −β))-approximation algorithm for the k-level facility location problem (k-LFLP), where β ∈ (0, 1) is a fixed constant. Then, we give a reduction from the k-LFLPSC to the k-LFLP. The reduction together with the above bifactor approximation algorithm for the k-LFLP imply a 5.5053-approximation algorithm for the k-LFLPSC which improves the previous 6-approximation.
      PubDate: 2017-10-01
      DOI: 10.1007/s10255-017-0714-x
      Issue No: Vol. 33, No. 4 (2017)
  • Asymptotic behaviors of a size-structured population model
    • Authors: Xian-long Fu; Qiong Wu
      Pages: 1025 - 1042
      Abstract: In this paper we devote ourselves to the study of the asymptotic behavior of a size-structured population dynamics with random diffusion and delayed birth process. Within a semigroup framework, we discuss the local stability and asynchrony respectively for the considered population system under some conditions. We use for our discussion the techniques of operator matrices, Hille-Yosida operators, positivity, spectral analysis as well as Perron-Frobenius theory.
      PubDate: 2017-10-01
      DOI: 10.1007/s10255-017-0717-7
      Issue No: Vol. 33, No. 4 (2017)
  • Existence of nontrivial solutions for superlinear three-point boundary
           value problems
    • Authors: Hong-yu Li
      Pages: 1043 - 1052
      Abstract: In this paper, we investigate the existence of nontrivial solutions for some superlinear second order three-point boundary value problems by applying new fixed point theorems in ordered Banach spaces with the lattice structure derived by Sun and Liu.
      PubDate: 2017-10-01
      DOI: 10.1007/s10255-017-0718-6
      Issue No: Vol. 33, No. 4 (2017)
  • A mixed-finite volume element coupled with the method of characteristic
           fractional step difference for simulating transient behavior of
           semiconductor device of heat conductor and its numerical analysis
    • Authors: Yi-rang Yuan; Qing Yang; Chang-feng Li; Tong-jun Sun
      Pages: 1053 - 1072
      Abstract: The mathematical system is formulated by four partial differential equations combined with initialboundary value conditions to describe transient behavior of three-dimensional semiconductor device with heat conduction. The first equation of an elliptic type is defined with respect to the electric potential, the successive two equations of convection dominated diffusion type are given to define the electron concentration and the hole concentration, and the fourth equation of heat conductor is for the temperature. The electric potential appears in the equations of electron concentration, hole concentration and the temperature in the formation of the intensity. A mass conservative numerical approximation of the electric potential is presented by using the mixed finite volume element, and the accuracy of computation of the electric intensity is improved one order. The method of characteristic fractional step difference is applied to discretize the other three equations, where the hyperbolic terms are approximated by a difference quotient in the characteristics and the diffusion terms are discretized by the method of fractional step difference. The computation of three-dimensional problem works efficiently by dividing it into three one-dimensional subproblems and every subproblem is solved by the method of speedup in parallel. Using a pair of different grids (coarse partition and refined partition), piecewise threefold quadratic interpolation, variation theory, multiplicative commutation rule of differential operators, mathematical induction and priori estimates theory and special technique of differential equations, we derive an optimal second order estimate in L 2-norm. This numerical method is valuable in the simulation of semiconductor device theoretically and actually, and gives a powerful tool to solve the international problem presented by J. Douglas, Jr.
      PubDate: 2017-10-01
      DOI: 10.1007/s10255-017-0721-y
      Issue No: Vol. 33, No. 4 (2017)
  • Generalized latin matrix and construction of orthogonal arrays
    • Authors: Shan-qi Pang; Li-yan Chen
      Pages: 1083 - 1092
      Abstract: In this paper, generalized Latin matrix and orthogonal generalized Latin matrices are proposed. By using the property of orthogonal array, some methods for checking orthogonal generalized Latin matrices are presented. We study the relation between orthogonal array and orthogonal generalized Latin matrices and obtain some useful theorems for their construction. An example is given to illustrate applications of main theorems and a new class of mixed orthogonal arrays are obtained.
      PubDate: 2017-10-01
      DOI: 10.1007/s10255-017-0720-z
      Issue No: Vol. 33, No. 4 (2017)
  • Optimal eighth order convergent iteration scheme based on Lagrange
    • Authors: Rajni Sharma; Ashu Bahl
      Pages: 1093 - 1102
      Abstract: In this paper, based on fourth order Ostrowski method, we derive an optimal eighth order iteration scheme for obtaining simple roots of nonlinear equations using Lagrange interpolation and suitable weight functions. The scheme requires three evaluations of the function and one evaluation of the first derivative per iteration. Numerical examples are included to confirm the theoretical results and to show the competitive performance of the proposed iteration scheme.
      PubDate: 2017-10-01
      DOI: 10.1007/s10255-017-0722-x
      Issue No: Vol. 33, No. 4 (2017)
School of Mathematical and Computer Sciences
Heriot-Watt University
Edinburgh, EH14 4AS, UK
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