Results 21 to 30 of about 331 (134)
Predictability and uniqueness of weak solutions of the stochastic differential equations
Analele Stiintifice ale Universitatii Ovidius Constanta: Seria Matematica, 2023 Causality is a topic which receives much attention nowadays and it represents a prediction property in the context of possible reduction of available information in order to predict a given filtration.
Merkle Ana
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Exact solutions of the stochastic new coupled Konno-Oono equation
Results in Physics, 2021 In this paper we consider the stochastic Konno-Oono equation, which is forced by multiplicative noise. In order to find exact solutions of stochastic nonlinear Konno-Oono equations, generalized G′G-expansion method are implemented.
Wael W. Mohammed +3 more
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A Model for Liver Homeostasis Using Modified Mean‐Reverting Ornstein–Uhlenbeck Process
Computational and Mathematical Methods in Medicine, Volume 11, Issue 1, Page 27-47, 2010., 2010 Short of a liver biopsy, hepatic disease and drug‐induced liver injury are diagnosed and classified from clinical findings, especially laboratory results. It was hypothesized that a healthy hepatic dynamic equilibrium might be modelled by an Ornstein–Uhlenbeck (OU) stochastic process, which might lead to more sensitive and specific diagnostic criteria.
D. C. Trost +4 more
wiley +1 more source
Open Mathematics, 2022 In this paper, our aims are to study the stability with general decay rate of hybrid stochastic fractional differential equations driven by Lévy noise with impulsive effects.
Hou Tingting, Zhang Hui
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Effect of randomly fluctuating environment on autotroph‐herbivore model system
International Journal of Mathematics and Mathematical Sciences, Volume 2004, Issue 68, Page 3703-3716, 2004., 2004 First we deal with a brief introduction of the autotroph‐herbivore model system along with deterministic analysis of local stability, bifurcation behavior, and persistence of the populations. The second part consists of the stochastic formulation of the model system to incorporate the effect of environmental fluctuation and then analysis of ...
Tapan Saha, Malay Bandyopadhyay
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The threshold of a stochastic SIQS epidemic model
, 2014 In this paper, we discuss the dynamics of a stochastic SIQS epidemic model. When the noise is large, the infective decays exponentially to zero regardless of the magnitude of R0. When the noise is small, sufficient conditions for extinction exponentially
Yanni Pang, Yuecai Han, Wenjin Li
semanticscholar +1 more source
The exact solutions of the stochastic Ginzburg–Landau equation
Results in Physics, 2021 The main goal of this paper is to obtain the exact solutions of the stochastic real-valued Ginzburg–Landau equation, which is forced by multiplicative noise in the Itô sense.
Wael W. Mohammed +5 more
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Prevalence of backward stochastic differential equations with unique solution
International Journal of Stochastic Analysis, Volume 2004, Issue 2, Page 123-136, 2004., 2004 We prove that in the sense of Baire category, almost all backward stochastic differential equations (BSDEs) with bounded and continuous coefficient have the properties of existence and uniqueness of solutions as well as the continuous dependence of solutions on the coefficient and the L2‐convergence of their associated successive approximations.
K. Bahlali, B. Mezerdi, Y. Ouknine
wiley +1 more source
Second‐order neutral stochastic evolution equations with heredity
International Journal of Stochastic Analysis, Volume 2004, Issue 2, Page 177-192, 2004., 2004 Existence, continuous dependence, and approximation results are established for a class of abstract second‐order neutral stochastic evolution equations with heredity in a real separable Hilbert space. A related integro‐differential equation is also mentioned, as well as an example illustrating the theory.
Mark A. McKibben
wiley +1 more source
High-Order Energy-Preserving Methods for Stochastic Poisson Systems
East Asian Journal on Applied Mathematics, 2019 A family of explicit parametric stochastic Runge-Kutta methods for stochastic Poisson systems is developed. The methods are based on perturbed collocation methods with truncated random variables and are energy-preserving.
Xiuyan Li, Qiang Ma, X. Ding
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