Results 31 to 40 of about 2,809 (150)
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
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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Backward stochastic differential equations with stochastic monotone coefficients
International Journal of Stochastic Analysis, Volume 2004, Issue 4, Page 317-335, 2004., 2004 We prove an existence and uniqueness result for backward stochastic differential equations whose coefficients satisfy a stochastic monotonicity condition. In this setting, we deal with both constant and random terminal times. In the random case, the terminal time is allowed to take infinite values.
K. Bahlali, A. Elouaflin, M. N′zi
wiley +1 more source
Dynamical behavior for a stochastic two-species competitive model
Open Mathematics, 2017 This paper deals with a stochastic two-species competitive model. Some very verifiable criteria on the global stability of the positive equilibrium of the deterministic system are established.
Xu Changjin, Liao Maoxin
doaj +1 more source
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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Some estimates on exponentials of solutions to stochastic differential equations
International Journal of Stochastic Analysis, Volume 2004, Issue 4, Page 287-316, 2004., 2004 Exponential of functionals of solutions to certain stochastic differential equations (SDEs) plays an interesting role in some mathematical finance problems. The purpose of this paper is to establish some estimates for these exponentials.
Jiongmin Yong
wiley +1 more source
A linear numerical scheme for nonlinear BSDEs with uniformly continuous coefficients
Journal of Applied Mathematics, Volume 2004, Issue 6, Page 461-477, 2004., 2004 We attempt to present a new numerical approach to solve nonlinear backward stochastic differential equations. First, we present some definitions and theorems to obtain the condition, from which we can approximate the nonlinear term of the backward stochastic differential equation (BSDE) and we get a continuous piecewise linear BSDE corresponding to the
Omid. S. Fard, Ali V. Kamyad
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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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