Results 41 to 50 of about 2,620 (124)
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
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Robust option replication for a Black-Scholes model extended with nondeterministic trends [PDF]
, 2012 Statistical analysis on various stocks reveals long range dependence behavior of the stock prices that is not consistent with the classical Black and Scholes model.
Kloeden, Peter E. +1 more
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On the notion of L 1‐completeness of a stochastic flow on a manifold
Abstract and Applied Analysis, Volume 7, Issue 12, Page 627-635, 2002., 2002 We introduce the notion of L 1‐completeness for a stochastic flow on manifold and prove a necessary and sufficient condition for a flow to be L 1‐complete. L 1‐completeness means that the flow is complete (i.e., exists on the given time interval) and that it belongs to some sort of L 1‐functional space, natural for manifolds where no Riemannian metric ...
Yu. E. Gliklikh, L. A. Morozova
wiley +1 more source
Periodic solutions to Mckean–Vlasov SDEs under Lyapunov conditions
Advances in Nonlinear AnalysisIn this article, we investigate the existence of periodic solutions to McKean–Vlasov stochastic differential equations subject to periodic Lyapunov conditions with distributional dependence.
Ma Jun, Ji Shuguan
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Analele Stiintifice ale Universitatii Ovidius Constanta: Seria Matematica, 2021 The subject of this paper is an analytic approximate method for a class of stochastic functional differential equations with coefficients that do not necessarily satisfy the Lipschitz condition nor linear growth condition but they satisfy some polynomial
Djordjević Dušan D. +1 more
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Averaging and stability of quasilinear functional differential equations with Markov parameters
International Journal of Stochastic Analysis, Volume 12, Issue 1, Page 1-15, 1999., 1998 An asymptotic method for stability analysis of quasilinear functional differential equations, with small perturbations dependent on phase coordinates and an ergodic Markov process, is presented. The proposed method is based on an averaging procedure with respect to: 1) time along critical solutions of the linear equation; and 2) the invariant measure ...
Lambros Katafygiotis, Yevgeny Tsarkov
wiley +1 more source
A stochastic SICA epidemic model for HIV transmission
, 2018 We propose a stochastic SICA epidemic model for HIV transmission, described by stochastic ordinary differential equations, and discuss its perturbation by environmental white noise.
Djordjevic, Jasmina +2 more
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Moment bounds for IID sequences under sublinear expectations
, 2011 In this paper, with the notion of independent identically distributed (IID) random variables under sublinear expectations introduced by Peng [7-9], we investigate moment bounds for IID sequences under sublinear expectations.
Hu, Feng
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BSDE associated with Lévy processes and application to PDIE
, 2003 International Journal of Stochastic Analysis, Volume 16, Issue 1, Page 1-17, 2003.
K. Bahlali, M. Eddahbi, E. Essaky
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Accounting for the Effect of Internal Viscosity in Dumbbell Models for Polymeric Fluids and Relaxation of DNA [PDF]
, 2007 The coarse-graining approach is one of the most important mod- eling methods in research of long-chain polymers such as DNA molecules. The dumbbell model is a simple but e±cient way to describe the behavior of polymers in solutions.
Melnik, Roderick V.N., Yang, Xiao-Dong
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