Results 111 to 120 of about 211 (177)

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
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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

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
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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
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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

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
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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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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

Dynamical Properties of Two Diffusion Sir Epidemic Model with Markovian Switching

, 2023
Milunovic M.
europepmc   +1 more source