Stochastic reliability modelling for complex systems

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Numerical methods for weather derivatives pricing by Nhangumbe, Clarinda

“…The monthly rainfall amount are modeled by Ornstein-Uhlenbeck process. Then, applying the Feynman-Kac theorem we derive the partial differential equations that govern the price of an European derivative option. …”
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Perturbation methods in derivatives pricing under stochastic volatility by Kateregga, Michael

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Optimal cross hedging of Insurance derivatives using quadratic BSDEs by Ndounkeu, Ludovic Tangpi

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Niche occupation in biological species competition by Janse van Vuuren, Adriaan

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Numerical solution of advection-diffusion and convective Cahn-Hilliard equations

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Temporal gap detection in electric hearing : modelling and experiments

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'n Stochastiese besluitnemingsmodel vir tafeldruifproduksie toegepas in die Weskaap by Jansen van Vuuren, Barend Gerhardus

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Reliability modelling of complex systems

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Path-dependent volatility and the preservation of PDEs

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Biofilament interacting with molecular motors by Meylahn, Janusz Martin

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Detecting change in complex process systems with phase space methods by Botha, Paul Jacobus

“…Time series data were obtained from simulating three systems with mathematical equations and observing one real process, the electrochemical noise produced by a corroding system. …”
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