scholarly journals Numerical Simulation of Tsunami Run-up and Inundation Employing Horizontal Two-dimensional Model Based on CIP Method

2015 ◽  
Vol 116 ◽  
pp. 535-543 ◽  
Author(s):  
Koji Kawasaki ◽  
Kazuki Suzuki
2013 ◽  
Vol 69 (2) ◽  
pp. I_700-I_705
Author(s):  
Koji KAWASAKI ◽  
Kazuki SUZUKI ◽  
Yuki TAKASUGI ◽  
Yohei NISHIURA ◽  
Tsuyoshi ARIMITSU

2017 ◽  
Vol 49 (4) ◽  
pp. 1144-1169 ◽  
Author(s):  
Peng Jin ◽  
Jonas Kremer ◽  
Barbara Rüdiger

Abstract We study an affine two-factor model introduced by Barczy et al. (2014). One component of this two-dimensional model is the so-called α-root process, which generalizes the well-known Cox–Ingersoll–Ross process. In the α = 2 case, this two-factor model was used by Chen and Joslin (2012) to price defaultable bonds with stochastic recovery rates. In this paper we prove exponential ergodicity of this two-factor model when α ∈ (1, 2). As a possible application, our result can be used to study the parameter estimation problem of the model.


1986 ◽  
Vol 5 (4) ◽  
pp. 38-55 ◽  
Author(s):  
Alan Kalvin ◽  
Edith Schonberg ◽  
Jacob T. Schwartz ◽  
Micha Sharir

2002 ◽  
Vol 38 (24) ◽  
pp. 1513 ◽  
Author(s):  
M. Hu ◽  
S. Worrall ◽  
A.H. Sadka ◽  
A.M. Kondoz

2019 ◽  
Vol 233-234 ◽  
pp. 975-984 ◽  
Author(s):  
Mingwei Ge ◽  
Ying Wu ◽  
Yongqian Liu ◽  
Qi Li

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