Results 51 to 60 of about 227 (172)
On stochastic solutions of nonlocal random functional integral equations
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
doaj +1 more source
International Journal of Stochastic Analysis, Volume 16, Issue 1, Page 45-67, 2003.
Anatoli V. Skorokhod
wiley +1 more source
Fractional derivatives of Colombeau generalized stochastic processes defined on R+
We consider Caputo and Riemann-Liouville fractional derivatives of a Colombeau generalized stochastic process G defined on R+. We give proper definitions and prove that both are Colombeau generalized stochastic processes themselves.
Danijela Rajter-Ciric
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Infectious 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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Coexistence for a kind of stochastic three-species competitive models
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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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
doaj
Existence and uniqueness of solution for a fractional hepatitis B model
Understanding 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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Backward stochastic differential equations with oblique reflection and local Lipschitz drift
International Journal of Stochastic Analysis, Volume 16, Issue 4, Page 295-309, 2003.
Auguste Aman, Modeste N′Zi
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Risk-neutral compatibility with option prices
Option prices, Risk neutral measures, Equity pricing, Equivalent martingale measures, 60G44, 60H10, 60H05, G12, G13,
Philip Protter, Jean Jacod
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A statistical inference in an epidemic model with combinational drug treatment: HIV as a case study
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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