Results 61 to 70 of about 211 (177)

Fractional derivatives of Colombeau generalized stochastic processes defined on R+

, 2011
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
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

The extinction and persistence of a stochastic SIR model

, 2017
The objective of this paper is to explore the long time behavior of a stochastic SIR model. We establish a threshold condition called the basic reproduction number under stochastic perturbation for persistence or extinction of the disease.
Jiang, Daqing, Ji, Chunyan, Chunyan Ji, Daqing Jiang   +3 more
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

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
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

Dynamics of Gilpin-Ayala competition model with random perturbation

, 2010
In this paper we study the Gilpin-Ayala competition system with random perturbation which is more general and more realistic than the classical Lotka-Volterra competition model.
Maja Vasilova, Miljana Jovanovic
core   +1 more source

A Perturbation Theory for Ergodic Properties of Markov Chains [PDF]

, 2000
Perturbations to Markov chains and Markov processes are considered. The unperturbed problem is assumed to be geometrically ergodic in the sense usually established through use of Foster-Lyapunov drift conditions.
Shardlow, Tony, A. M. Stuart, Shardlow, T., Stuart, Andrew, T. Shardlow, Stuart, A. M.   +5 more
core   +1 more source