Results 91 to 100 of about 211 (177)

Dynamics of a stochastic modified Leslie–Gower predator–prey system with hunting cooperation

Journal of Biological Dynamics
In this paper, we consider a stochastic two-species predator–prey system with modified Leslie–Gower. Meanwhile, we assume that hunting cooperation occurs in the predators.
Chao Li, Peilin Shi
doaj   +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

A two diffusion stochastic model for the spread of the new corona virus SARS-CoV-2. [PDF]

Chaos Solitons Fractals, 2021
Đorđević J, Papić I, Šuvak N.
europepmc   +1 more source

Identifiability of SDEs for reaction networks

European Journal of Applied Mathematics
Biochemical reaction networks (RNs) are widely applied across scientific disciplines to model complex dynamic systems. We investigate the diffusion approximation of RNs with mass-action kinetics, focusing on the identifiability of the stochastic ...
Louis Faul, Linard Hoessly, Panqiu Xia
doaj   +1 more source

On Gibbsianness of infinite-dimensional diffusions

, 2006
The authors analyse different Gibbsian properties of interactive Brownian diffusions X indexed by the d-dimensional lattice. In the first part of the paper, these processes are characterized as Gibbs states on path spaces. In the second part of the paper,
Dereudre, David (Prof. Dr.), Roelly, Sylvie (Prof. Dr.)   +1 more
core  

The influence of quadratic Lévy noise on the dynamic of an SIC contagious illness model: New framework, critical comparison and an application to COVID-19 (SARS-CoV-2) case. [PDF]

Chaos Solitons Fractals, 2022
Sabbar Y, Kiouach D, Rajasekar SP, El-Idrissi SEA.   +3 more
europepmc   +1 more source

A neutral stochastic differential system analysis for ABC fractional order with a constant of variations

Applied Mathematics in Science and Engineering
In this article, we explore the existence and uniqueness of mild solutions to fractional stochastic differential equations involving the ABC derivative with the Lipschitz coefficients.
Maheswari Rangasamy, Manjitha Mani Shalini, Prasantha Bharathi Dhandapani, Nadia Gul, Anwar Zeb, Ilyas Khan, Abdoalrahman S.A. Omer   +6 more
doaj   +1 more source

Optimal asset allocation for aggregated defined benefit pension funds with stochastic interest rates [PDF]

In this paper we study the optimal management of an aggregated pension fund of defined benefit type, in the presence of a stochastic interest rate. We suppose that the sponsor can invest in a savings account, in a risky stock and in a bond, with the aim ...
Ricardo Josa-Fombedilla, Juan Pablo Rincon-Zapatero   +1 more
core  

Robust option replication for a Black-Scholes model extended with nondeterministic trends

, 2012
Statistical analysis on various stocks reveals long range dependence behavior of the stock prices that is not consistent with the classical Black and Scholes model.
Schoenmakers, John G. M., Kloeden, Peter E.   +1 more
core   +1 more source

Modeling noisy time-series data of crime with stochastic differential equations. [PDF]

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