Results 91 to 100 of about 227 (172)

Multivalued backward stochastic differential equations with time delayed generators

Open Mathematics, 2014
Diomande Bakarime, Maticiuc Lucian
doaj   +1 more source

Stationary distribution and extinction in the stochastic model of human immune system response to COVID-19 virus under regime switching

Analele Stiintifice ale Universitatii Ovidius Constanta: Seria Matematica
In this paper, in order to study effects of the human immune system response to spread of COVID-19 virus, we establish a stochastic competition model between immune cells and COVID-19 particles by introducing both white and coloured noise. We first prove
Krstić Marija, Vujović Vuk, Marković Milica   +2 more
doaj   +1 more source

Periodicity and stationary distribution of two novel stochastic epidemic models with infectivity in the latent period and household quarantine. [PDF]

J Appl Math Comput, 2022
Shangguan D, Liu Z, Wang L, Tan R.
europepmc   +1 more source

A note on almost sure exponential stability of θ-Euler-Maruyama approximation for neutral stochastic differential equations with time-dependent delay when θ ∈ (12{1 \over 2}, 1)

Analele Stiintifice ale Universitatii Ovidius Constanta: Seria Matematica
This paper is motivated by the paper [2]. The main aim of this paper is to extend the stability result from [16], related to the θ-Euler- Maruyama method (θ ∈ (12{1 \over 2}, 1)) for a class of neutral stochastic differential equations with time ...
Obradović Maja, Milošević Marija
doaj   +1 more source

A stochastic epidemic model with infectivity in incubation period and homestead-isolation on the susceptible. [PDF]

J Appl Math Comput, 2021
Shangguan D, Liu Z, Wang L, Tan R.
europepmc   +1 more source

From random Poincare ́ maps to stochastic mixed-mode-oscillation patterns

, 2013
We quantify the effect of Gaussian white noise on fast–slow dynamical systems with one fast and two slow variables, which display mixed-mode oscillations owing to the presence of a folded-node singularity.
Berglund, Nils, Kuehn, Christian, Barbara Gentz, Christian Kuehn, Nils Berglund, Gentz, Barbara   +5 more
core   +1 more source

Stochastic probical strategies in a delay virus infection model to combat COVID-19. [PDF]

Chaos Solitons Fractals, 2021
Pitchaimani M, Brasanna Devi M.
europepmc   +1 more source

Estimation for Stochastic Damping Hamiltonian Systems under Partial Observation. I. Invariant density

, 2012
. In this paper, we study the non-parametric estimation of the invariant density of some ergodic hamiltonian systems, using kernel estimators. The main result is a central limit theorem for such estimators under partial observation (only the positions ...
Clémentine Prieur, Patrick Cattiaux, José R. León   +2 more
core  

Spatio-temporal stochastic differential equations for crime incidence modeling. [PDF]

Stoch Environ Res Risk Assess, 2023
Calatayud J, Jornet M, Mateu J.
europepmc   +1 more source

Stochastic Optimal Control Problem with Obstacle Constraints in Sublinear Expectation Framework

, 2019
Li H, Wang F. Stochastic Optimal Control Problem with Obstacle Constraints in Sublinear Expectation Framework. Center for Mathematical Economics Working Papers. Vol 719.
Wang, Falei, Li, Hanwu
core