Results 21 to 30 of about 315 (114)
Demonstratio Mathematica, 2023 In this article, the stochastic fractional Davey-Stewartson equations (SFDSEs) that result from multiplicative Brownian motion in the Stratonovich sense are discussed.
Mohammed Wael W. +2 more
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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
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Coexistence for a kind of stochastic three-species competitive models
Open Mathematics, 2019 The coexistence of species sustains the ecological balance in nature. This paper focuses on sufficient conditions for the coexistence of a three-species stochastic competitive model, where the model has non-linear diffusion parts.
Huang Nantian +3 more
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Journal of Biological Dynamics, 2023 In this paper, a new stochastic four-species predator-prey model with disease in the first prey is proposed and studied. First, we present the stochastic model with some biological assumptions and establish the existence of globally positive solutions ...
C. Gokila +3 more
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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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Stochastic differential equations with Sobolev drifts and driven by $\alpha$-stable processes
, 2013 In this article we prove the pathwise uniqueness for stochastic differential equations in Rd with time-dependent Sobolev drifts, and driven by symmetric α-stable processes provided that α ∈ (1,2) and its spectral measure is non-degenerate. In particular,
Xicheng Zhang
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$N$-SYMMETRY OF IT\^{o} STOCHASTIC DIFFERENTIAL EQUATION DRIVEN BY POISSON PROCESS
, 2016 Lie point symmetry transformation of the class of Itô stochastic differential equation driven by Poisson Processes was successfully carried out. We consider symmetries involving not only spatial and time variables (t, x), but also the Poisson process ...
A. M. Nass, E. Fredericks
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Advances in Differential Equations, 2013 Choosing space Cg as the phase space, the existence, uniqueness and stability of the solution to neutral stochastic functional differential equations with infinite delay (short for INSFDEs) are studied in this paper.
Fengying Wei, Yuhua Cai
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Dependence Modeling, 2019 We study the dynamics of the family of copulas {Ct}t≥0 of a pair of stochastic processes given by stochastic differential equations (SDE). We associate to it a parabolic partial differential equation (PDE). Having embedded the set of bivariate copulas in
Jaworski Piotr
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Exploring Stochastic Fractional Delay Integrodifferential System
Asia Pacific Journal of Mathematics. This study examines the system of stochastic fractional delay integrodifferential equations with Gaussian noise. We employ the Picard-Lindelof successive approximation scheme for existence and uniqueness.
M. L. Maheswari, Karthik Muthusamy
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