Results 101 to 110 of about 227 (172)

Stochastic dynamics of human papillomavirus delineates cervical cancer progression. [PDF]

J Math Biol, 2023
Phan TA, Sarower F, Duan J, Tian JP.
europepmc   +1 more source

An inÿnite system of Brownian balls with inÿnite range interaction PII: S 0 3 0 4 -4 1 4 9 ( 0 0 ) 0 0 0 3 6 -3

, 2000
We study an inÿnite system of Brownian hard balls, moving in R d and submitted to a smooth inÿnite range pair potential. It is represented by a di usion process, which is constructed as the unique strong solution of an inÿnite-dimensional Skorohod ...
Sylvie Roelly, Hideki Tanemura, Myriam Fradon   +2 more
core  

Extinction and stationary distribution of a stochastic SIQR epidemic model with demographics and non-monotone incidence rate on scale-free networks. [PDF]

J Appl Math Comput, 2022
Xu Y, Sun X, Hu H.
europepmc   +1 more source

Stiff Oscillatory Systems, Delta Jumps and White Noise

, 2001
Two model problems for stiff oscillatory systems are introduced. Both comprise a linear superposition of N AE 1 harmonic oscillators used as a forcing term for a scalar ODE.
E. Suli, Cano Stuart, B. Cano
core  

Extinction and persistence of a stochastic SIRV epidemic model with nonlinear incidence rate. [PDF]

Adv Differ Equ, 2021
Rifhat R, Teng Z, Wang C.
europepmc   +1 more source

Probing a Stochastic Epidemic Hepatitis C Virus Model with a Chronically Infected Treated Population. [PDF]

Acta Math Sci, 2022
Rajasekar SP, Pitchaimani M, Zhu Q.
europepmc   +1 more source

Optimal consumption and Investment under Relative Performance Criteria with Epstein-Zin Utility

Dianetti J, Riedel F, Stanza L. Optimal consumption and Investment under Relative Performance Criteria with Epstein-Zin Utility. Center for Mathematical Economics Working Papers. Vol 685. Bielefeld: Center for Mathematical Economics; 2024.We consider the
Stanza, Lorenzo, Riedel, Frank, Dianetti, Jodi   +2 more
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Dynamical Properties of Two Diffusion Sir Epidemic Model with Markovian Switching

, 2023
Milunovic M.
europepmc   +1 more source

Asymptotics in small time for the density of a stochastic differential equation driven by a stable LEVY process

, 2017
This work focuses on the asymptotic behavior of the density in small time of a stochastic differential equation driven by an α-stable process with index α ∈ (0, 2).
Clément, Emmanuelle, Gloter, Arnaud, Nguyen, Huong   +2 more
core  

Strong convergence rate of truncated Euler-Maruyama method for stochastic differential delay equations with Poisson jumps. [PDF]

Front Math China, 2021
Gao S, Hu J, Tan L, Yuan C.
europepmc   +1 more source