Results 71 to 80 of about 2,809 (150)

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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Fokker-Planck type equations with Sobolev diffusion coefficients and BV drift coefficients

, 2012
In this paper we give an affirmative answer to an open question mentioned in [Le Bris and Lions, Comm. Partial Differential Equations 33 (2008), 1272--1317], that is, we prove the well-posedness of the Fokker-Planck type equations with Sobolev diffusion ...
A. Figalli, C. Bris Le, C. Bris Le, D. Luo, De Jun Luo, F. Cipriano, G. Crippa, L. Ambrosio, L. Ambrosio, L. Ambrosio, M. Röckner, R. J. DiPerna, S. Fang, S. Fang, S. Fang, V. I. Bogachev, X. Zhang   +16 more
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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, Shubhankar Saha, Priti Kumar Roy   +2 more
doaj   +1 more source

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, Ricardo Josa-Fombedilla   +1 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
doaj   +1 more source

On affine interest rate models

, 2010
Bernstein processes are Brownian diffusions that appear in Euclidean Quantum Mechanics. Knowledge of the symmetries of the Hamilton-Jacobi-Bellman equation associated with these processes allows one to obtain relations between stochastic processes ...
Lescot, Paul
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An extension of the stochastic sewing lemma and applications to fractional stochastic calculus

Forum of Mathematics, Sigma
We give an extension of Lê’s stochastic sewing lemma. The stochastic sewing lemma proves convergence in $L_m$ of Riemann type sums $\sum _{[s,t] \in \pi } A_{s,t}$ for an adapted two-parameter stochastic process A, under certain conditions ...
Toyomu Matsuda, Nicolas Perkowski
doaj   +1 more source

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
doaj   +1 more source

A white noise approach to insider trading

, 2015
We present a new approach to the optimal portfolio problem for an insider with logarithmic utility. Our method is based on white noise theory, stochastic forward integrals, Hida-Malliavin calculus and the Donsker delta function.Comment: arXiv admin note:
Røse, Elin, Øksendal, Bernt
core  

Stationary distribution of a stochastic SEIR model with infectivity in the incubation period and homestead-isolation on the susceptible under regime switching

Journal of Biological Dynamics
This paper is concerned with a stochastic SEIR model with infectivity in the incubation period and homestead-isolation on the susceptible, which is perturbed by white and colour noises.
Ying He, Bo Bi
doaj   +1 more source