Results 51 to 60 of about 2,603 (123)
On stochastic solutions of nonlocal random functional integral equations
Arab Journal of Mathematical Sciences, 2019 In this paper, we use Schauder’s fixed point to establish the existence of at least one solution for a functional nonlocal stochastic differential equation under sufficient conditions in the space of all square integrable stochastic processes with a ...
M.M. Elborai, M.I. Youssef
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On the excursions of drifted Brownian motion and the successive passage times of Brownian motion
, 2016 By using the law of the excursions of Brownian motion with drift, we find the distribution of the $n-$th passage time of Brownian motion through a straight line $S(t)= a + bt.$ In the special case when $b = 0,$ we extend the result to a space-time ...
Abundo, Mario
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, 2003 International Journal of Stochastic Analysis, Volume 16, Issue 1, Page 45-67, 2003.
Anatoli V. Skorokhod
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Advances in Difference Equations, 2011 This article deals primarily with the existence and uniqueness of square-mean almost automorphic mild solutions for a class of stochastic differential equations in a real separable Hilbert space.
N'Guérékata Gaston +2 more
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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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Backward stochastic differential equations with oblique reflection and local Lipschitz drift
, 2003 International Journal of Stochastic Analysis, Volume 16, Issue 4, Page 295-309, 2003.
Auguste Aman, Modeste N′Zi
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A statistical inference in an epidemic model with combinational drug treatment: HIV as a case study
Results in Applied Mathematics, 2019 Stochastic models are the systems of stochastic differential equations (SDEs) that account the variability in cellular reproduction and death, the infection process, viral reproduction and the immune response against the infection.
Xianbing Cao +2 more
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Existence and uniqueness of solution for a fractional hepatitis B model
Computational and Mathematical BiophysicsUnderstanding the dynamics of infectious diseases using mathematical modeling is essential for developing prevention and control measures. Hepatitis B is still a major public health issue in many places, including Kenya, where the high incidence of ...
Aguegboh Nnaemeka Stanley +5 more
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Computational and Mathematical BiophysicsInfectious illnesses like hepatitis place a heavy cost on global health, and precise mathematical models must be created in order to understand and manage them.
Aguegboh Nnaemeka S. +4 more
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Optimal asset allocation for aggregated defined benefit pension funds with stochastic interest rates [PDF]
In this paper we study the optimal management of an aggregated pension fund of defined benefit type, in the presence of a stochastic interest rate. We suppose that the sponsor can invest in a savings account, in a risky stock and in a bond, with the aim ...
Juan Pablo Rincon-Zapatero +1 more
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