Results 51 to 60 of about 2,624 (127)

A Numerical Method for SDEs with Discontinuous Drift

, 2015
In this paper we introduce a transformation technique, which can on the one hand be used to prove existence and uniqueness for a class of SDEs with discontinuous drift coefficient.
Leobacher, Gunther, Szölgyenyi, Michaela   +1 more
core   +1 more source

Analytic solution of a fractional-order hepatitis model using Laplace Adomian decomposition method and optimal control analysis

Computational and Mathematical Biophysics
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., Roy Kiogora Phineas, Felix Mutua, Okongo Walter, Diallo Boubacar   +4 more
doaj   +1 more source

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, Huang Jiabing, Wei Yuming, Liu Yongjian   +3 more
doaj   +1 more source

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
doaj   +1 more source

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
core   +1 more source

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
wiley   +1 more source

Square-mean almost automorphic mild solutions to some stochastic differential equations in a Hilbert space

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, Chang Yong-Kui, Zhao Zhi-Han   +2 more
doaj  

Existence and uniqueness of solution for a fractional hepatitis B model

Computational and Mathematical Biophysics
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, Oranugo Dominic Obinna, Kiogora Phineas Roy, Felix Mutua, Netochukwu Onyiaji, Egwu Andrew Onyeka   +5 more
doaj   +1 more source

A converse comparison theorem for backward stochastic differential equations with jumps

, 2011
This paper establishes a converse comparison theorem for real-valued decoupled forward backward stochastic differential equations with jumps.Comment: The former version contains an error in the proof of the main theorem. This version presents a similar
Briand, Chen, Coquet, El Karoui, Jiang, Jiang, Pardoux, Peng, Royer, Tang, Xavier De Scheemaekere   +10 more
core   +1 more source

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, Shubhankar Saha, Priti Kumar Roy   +2 more
doaj   +1 more source