This research includes a set of mathematical models for simulating the financial
activities. Worked models are determined to approve the form of inflows to the bank and
outflows.
We tried to study different types of banks, and performed some condi
tions to make
sure that the bank is working in stabilized situation. Furthermore, we identified the factors
affecting the achievement of stability. These models allow more flexibility in the
discussion and analysis of banking operations, helping to discern periods approaching the
crisis and draw attention to the overall status of the bank. Analyzing these models gives
additional time to control withdrawal and take the necessary decision at the time.
The target this paper is to evaluate the lateral resistance on CWR stability
in curves under the conditions the Syrian railway net and to determine the
minimum radiaus depending upon the numerical solution of the energy
equation.
We present in this article a game of chance (Saint Petersburg Paradox) and
generalize it on a probability space as an example of a previsible (predictable) process,
from which we get a discrete stochastic integration (DSI). Then we define a marting
ale
and present it as a good integrator of a discrete stochastic integration ∫ , which is
called the martingale transform of by such that is a previsible process.
After that we present the most important properties of the DSI, which include that the
DSI is also a martingale , the theorem of stability for it, the definition of the covariation of
two given martingales and the proof that the DSI is centered with a specific given variance.
Finally, we define Doob-decomposition and the quadratic variation and present Itȏformula
as a certain sort of it.
