This study aims to construct continuous-time autoregressive (CAR) model and continuous-time GARCH (COGARCH) model from discrete time data of foreign exchange rate of United States Dollar (USD) versus Turkish Lira (TRY). These processes are solutions to stochastic differential equation...

The semiconductor manufacturing systems that involve a large number of products and many steps can be modeled through conservation laws for a continuous density variable on production processes. In this paper, the basic partial differential equation (PDE) models for single-product re-entrant...