Results 71 to 80 of about 2,761 (145)

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

Exact solutions of the stochastic new coupled Konno-Oono equation

Results in Physics, 2021
In this paper we consider the stochastic Konno-Oono equation, which is forced by multiplicative noise. In order to find exact solutions of stochastic nonlinear Konno-Oono equations, generalized G′G-expansion method are implemented.
Wael W. Mohammed, Naveed Iqbal, Akbar Ali, Mahmoud El-Morshedy   +3 more
doaj  

On stochastic differential equations and a generalised Burgers equation [PDF]

, 2012
In this paper, we discuss a link of Itˆo’s stochastic differential equa- tions to nonlinear partial differential equations of Burgers type. Un- der certain conditions, we derive a generalised Burgers equation from a stochastic differential equation.
Wu, JiangLun, Yang, Wei
core  

A Malliavin Calculus method to study densities of additive functionals of SDE’s with irregular drifts

, 2012
We present a general method which allows to use Malliavin Calculus for additive functionals of stochastic equations with irregular drift. This method uses the Girsanov theorem combined with Itô–Taylor expansion in order to obtain regularity properties ...
A. Kohatsu-Higa, Akihiro Tanaka
semanticscholar   +1 more source

The exact solutions of the stochastic Ginzburg–Landau equation

Results in Physics, 2021
The main goal of this paper is to obtain the exact solutions of the stochastic real-valued Ginzburg–Landau equation, which is forced by multiplicative noise in the Itô sense.
Wael W. Mohammed, Hijaz Ahmad, Amjad E. Hamza, E.S. ALy, M. El-Morshedy, E.M. Elabbasy   +5 more
doaj  

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

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

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
core  

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
core   +1 more source

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