TY  - JOUR
AU  - Stojanović, Vladica
AU  - Kevkić, Tijana
AU  - Vujaković, Jelena
AU  - Jelić, Gordana
AU  - Pažun, Brankica
PY  - 2021
UR  - https://jakov.kpu.edu.rs/handle/123456789/1670
AB  - In this paper, an application of the Stochastic Mellin Transforms (SMTs) in determination of the probability distribution functions (PDFs) of the Stochastic Volatility (SV) models is proposed. In that aim, three basic SV time series with Gaussian innovations have been considered, and their PDFs were obtained by using the inverse SMT formula.
PB  - Bucharest : University Politehnica
T2  - U.P.B. Scientific Bulletin. Series A : Applied Mathematics and Physics
T1  - Application of Mellin Transforms in Determination the Probability Distribution of the Stochastic Volatility Models
VL  - 83
IS  - 1
SP  - 169
EP  - 178
UR  - https://hdl.handle.net/21.15107/rcub_jakov_1670
ER  - 

@article{
author = "Stojanović, Vladica and Kevkić, Tijana and Vujaković, Jelena and Jelić, Gordana and Pažun, Brankica",
year = "2021",
abstract = "In this paper, an application of the Stochastic Mellin Transforms (SMTs) in determination of the probability distribution functions (PDFs) of the Stochastic Volatility (SV) models is proposed. In that aim, three basic SV time series with Gaussian innovations have been considered, and their PDFs were obtained by using the inverse SMT formula.",
publisher = "Bucharest : University Politehnica",
journal = "U.P.B. Scientific Bulletin. Series A : Applied Mathematics and Physics",
title = "Application of Mellin Transforms in Determination the Probability Distribution of the Stochastic Volatility Models",
volume = "83",
number = "1",
pages = "169-178",
url = "https://hdl.handle.net/21.15107/rcub_jakov_1670"
}

Stojanović, V., Kevkić, T., Vujaković, J., Jelić, G.,& Pažun, B.. (2021). Application of Mellin Transforms in Determination the Probability Distribution of the Stochastic Volatility Models. in U.P.B. Scientific Bulletin. Series A : Applied Mathematics and Physics
Bucharest : University Politehnica., 83(1), 169-178.
https://hdl.handle.net/21.15107/rcub_jakov_1670

Stojanović V, Kevkić T, Vujaković J, Jelić G, Pažun B. Application of Mellin Transforms in Determination the Probability Distribution of the Stochastic Volatility Models. in U.P.B. Scientific Bulletin. Series A : Applied Mathematics and Physics. 2021;83(1):169-178.
https://hdl.handle.net/21.15107/rcub_jakov_1670 .

Stojanović, Vladica, Kevkić, Tijana, Vujaković, Jelena, Jelić, Gordana, Pažun, Brankica, "Application of Mellin Transforms in Determination the Probability Distribution of the Stochastic Volatility Models" in U.P.B. Scientific Bulletin. Series A : Applied Mathematics and Physics, 83, no. 1 (2021):169-178,
https://hdl.handle.net/21.15107/rcub_jakov_1670 .

TY  - JOUR
AU  - Kevkić, Tijana
AU  - Stojanović, Vladica
AU  - Petković, Dragan
PY  - 2019
UR  - https://jakov.kpu.edu.rs/handle/123456789/1661
AB  - In this paper, a novel approach for an approximate solving Schrödinger equation for a particle in the one-dimensional lattice with the periodic potential is described. This approach, based on the homotopy perturbation method (HPM), gives an approximate analytic solution which has a high degree of convergence, and at the same time high degree of accuracy. The convergence of the HPM is examined and formally confirmed. In addition, the efficiency of the HPM method is illustrated in two examples.
PB  - Bucuresti : Editura Academiei Romane
T2  - Romanian Reports in Physics
T1  - Solving Schrödinger Equation for a Particle in One-Dimensional Lattice: An Homotopy Perturbations Approach
VL  - 71
IS  - 1
SP  - 101
UR  - https://hdl.handle.net/21.15107/rcub_jakov_1661
ER  - 

@article{
author = "Kevkić, Tijana and Stojanović, Vladica and Petković, Dragan",
year = "2019",
abstract = "In this paper, a novel approach for an approximate solving Schrödinger equation for a particle in the one-dimensional lattice with the periodic potential is described. This approach, based on the homotopy perturbation method (HPM), gives an approximate analytic solution which has a high degree of convergence, and at the same time high degree of accuracy. The convergence of the HPM is examined and formally confirmed. In addition, the efficiency of the HPM method is illustrated in two examples.",
publisher = "Bucuresti : Editura Academiei Romane",
journal = "Romanian Reports in Physics",
title = "Solving Schrödinger Equation for a Particle in One-Dimensional Lattice: An Homotopy Perturbations Approach",
volume = "71",
number = "1",
pages = "101",
url = "https://hdl.handle.net/21.15107/rcub_jakov_1661"
}

Kevkić, T., Stojanović, V.,& Petković, D.. (2019). Solving Schrödinger Equation for a Particle in One-Dimensional Lattice: An Homotopy Perturbations Approach. in Romanian Reports in Physics
Bucuresti : Editura Academiei Romane., 71(1), 101.
https://hdl.handle.net/21.15107/rcub_jakov_1661

Kevkić T, Stojanović V, Petković D. Solving Schrödinger Equation for a Particle in One-Dimensional Lattice: An Homotopy Perturbations Approach. in Romanian Reports in Physics. 2019;71(1):101.
https://hdl.handle.net/21.15107/rcub_jakov_1661 .

Kevkić, Tijana, Stojanović, Vladica, Petković, Dragan, "Solving Schrödinger Equation for a Particle in One-Dimensional Lattice: An Homotopy Perturbations Approach" in Romanian Reports in Physics, 71, no. 1 (2019):101,
https://hdl.handle.net/21.15107/rcub_jakov_1661 .

TY  - JOUR
AU  - Stojanović, Vladica
AU  - Kevkić, Tijana
AU  - Jelić, Gordana
PY  - 2017
UR  - https://jakov.kpu.edu.rs/handle/123456789/1674
AB  - This paper describes application of the homotopy analysis (HA) technique in approximation of infinity convolutions of mixed stochastic distributions, which usually do not have a closed form. The main result is based on HA approximations of their characteristics functions, as the Fourier-Stieltjes transforms of the appropriate distributions.
PB  - Bucharest : University Politehnica
T2  - U.P.B. Scientific Bulletin. Series A : Applied Mathematics and Physics
T1  - Application of the Homotopy Analysis Method in Approximation of Convolutions Stochastic Distributions
VL  - 79
IS  - 4
SP  - 103
EP  - 112
UR  - https://hdl.handle.net/21.15107/rcub_jakov_1674
ER  - 

@article{
author = "Stojanović, Vladica and Kevkić, Tijana and Jelić, Gordana",
year = "2017",
abstract = "This paper describes application of the homotopy analysis (HA) technique in approximation of infinity convolutions of mixed stochastic distributions, which usually do not have a closed form. The main result is based on HA approximations of their characteristics functions, as the Fourier-Stieltjes transforms of the appropriate distributions.",
publisher = "Bucharest : University Politehnica",
journal = "U.P.B. Scientific Bulletin. Series A : Applied Mathematics and Physics",
title = "Application of the Homotopy Analysis Method in Approximation of Convolutions Stochastic Distributions",
volume = "79",
number = "4",
pages = "103-112",
url = "https://hdl.handle.net/21.15107/rcub_jakov_1674"
}

Stojanović, V., Kevkić, T.,& Jelić, G.. (2017). Application of the Homotopy Analysis Method in Approximation of Convolutions Stochastic Distributions. in U.P.B. Scientific Bulletin. Series A : Applied Mathematics and Physics
Bucharest : University Politehnica., 79(4), 103-112.
https://hdl.handle.net/21.15107/rcub_jakov_1674

Stojanović V, Kevkić T, Jelić G. Application of the Homotopy Analysis Method in Approximation of Convolutions Stochastic Distributions. in U.P.B. Scientific Bulletin. Series A : Applied Mathematics and Physics. 2017;79(4):103-112.
https://hdl.handle.net/21.15107/rcub_jakov_1674 .

Stojanović, Vladica, Kevkić, Tijana, Jelić, Gordana, "Application of the Homotopy Analysis Method in Approximation of Convolutions Stochastic Distributions" in U.P.B. Scientific Bulletin. Series A : Applied Mathematics and Physics, 79, no. 4 (2017):103-112,
https://hdl.handle.net/21.15107/rcub_jakov_1674 .