Results 61 to 70 of about 227 (172)

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
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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
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Mean-square numerical methods for stochastic differential equations with small noises [PDF]

, 1997
. A new approach to the construction of mean-square numerical methods for the solution of stochastic dierential equations with small noises is proposed.
G. N. Milstein, Tretyakov, Michael V., M. V. Tret’yakov, Milstein, Grigori N., Tret'yakov, M. V., Milstein, G. N.   +5 more
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On q-optimal martingale measures in exponential Lévy models

Stochastic duality, q-optimal martingale measure, Minimal entropy martingale measure, Lévy processes, 91B28, 60H10, 60G51, 60J75, G11, C61,
Christina Niethammer, Christian Bender
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Local volatility dynamic models

Implied volatility surface, Local volatility surface, Market models, Arbitrage-free term structure dynamics, Heath–Jarrow–Morton theory, C61, 60H10, 91B24,
Sergey Nadtochiy, René Carmona
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Fractional Fokker-Planck-Kolmogorov type Equations and their Associated Stochastic Differential Equations [PDF]

, 2011
MSC 2010: 26A33, 35R11, 35R60, 35Q84, 60H10 Dedicated to 80-th anniversary of Professor Rudolf GorenfloThere is a well-known relationship between the Itô stochastic differential equations (SDEs) and the associated partial differential equations called ...
Hahn, Marjorie, Umarov, Sabir
core  

On irregular functionals of SDEs and the Euler scheme

Stochastic differential equations, Approximation, Rate of convergence, Euler scheme, 60H10, 41A25, 26A45, 65C20, 65C30, C63, C65, G12,
Rainer Avikainen
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Analysis of a fractional-order prey-predator model with prey refuge and predator harvest using the consumption number: Holling type III functional response

Computational and Mathematical Biophysics
In this article, we study a fractional-order prey-predator model incorporating prey refuge and predator harvesting, employing a Holling type III functional response.
Aguegboh Nnaemeka Stanley, Onyiaji Netochukwu, Okeke Chibuike Alexander, Daniel Nnaji Ugochukwu, Walter Okongo, Diallo Boubacar   +5 more
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Representation of the penalty term of dynamic concave utilities

Dynamic concave utilities, Dynamic convex risk measures, Penalty functions, g-expectations, Backward stochastic differential equations, 60G44, 60H10, 91B30, G11, G13, G22,
Shige Peng, Emanuela Rosazza Gianin, Freddy Delbaen   +2 more
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Dynamical properties of two-diffusion SIR epidemic model with Markovian switching

Open Mathematics
Infectious diseases still remain one of the major causes of death worldwide, despite the fact that various treatments, such as antibiotics, antiviral drugs, and vaccines for some diseases, are more available to people.
Marković Milica
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