E. C. Cipu

Publications12
h-index2
Citations28
Highly Influential Citations3
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Using of stochastic Ito and Stratonovich integrals derived security pricing
We seek for good numerical approximations of solutions for stochastic dierential equation (SDE) of stock price of underlying asset of an European call option. Using Ito and Stratonovich integrals and… Expand
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Evaluation of the transition probabilities for daily precipitation time series using a Markov chain model
The Markov models are frequently proposed to quickly obtain forecasts of the weather ”states” at some future time using information given by the current state. One of the applications of the Markov… Expand
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STOCHASTIC MODELLING AND PROGNOSIS OF AN UNDERLYING ASSET PRICING
The aim of this paper is to obtain a stochastic model for an underlying asset pricing. Several stochastic models using time series are presented, such as stationary stochastic processes AR and MA or… Expand
  • 2
A bioinspired mathematical model for a robotic swarm to discriminate between self and nonself robots
TLDR
A robotic swarm is a self-organizing multi-robot system characterized by simplicity of individual agents, local sensing and communication capabilities, parallelism in task execution, robustness, scalability, flexibility and decentralized control. Expand
Numerical study for two point boundary problems in nonlinear ∞uid mechanics
We study a nonlinear second order difierential equation for two point boundary problems. We present a numerical algorithm in order to approximate the solution. We generalize the method for a system… Expand
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Estimating non-maturity deposits
We use certain statistical models for studying the demand deposits. For each model we precise the theoretical estimation and we propose an original algorithm for simulations. Using a time series data… Expand
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Hazard based models and covariates
The aim of this paper is to establish parametric and semiparametric estimation for models with and without covariates (or explanatory variables) that are related to lifetime analysis.
A shock wave propagation into a transonic ßow of a compressible ßuid
The interaction of weak pressure waves with a transonic sow due to a small perturbation of a second order compressible suid is studied. It is Þrst described the nondimensional problem and a… Expand
On the Flow of a Third Grade Viscoelastic Fluid in an Orthogonal Rheometer
The flow of a third grade fluid in an orthogonal rheometer is studied. We employ the admissible velocity field proposed in [5]. We solve the problem and obtain the velocity field as well as the… Expand
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A shock wave propagation into a transonic flow of a compressible fluid
The interaction of weak pressure waves with a transonic flow due to a small perturbation of a second order compressible fluid is studied. It is first described the nondimensional problem and a… Expand
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