Dynamics of a stochastic modified Leslie–Gower predator–prey system with hunting cooperation
In this paper, we consider a stochastic two-species predator–prey system with modified Leslie–Gower. Meanwhile, we assume that hunting cooperation occurs in the predators.
Chao Li, Peilin Shi
doaj +1 more source
A Diffusive Sveir Epidemic Model with Time Delay and General Incidence. [PDF]
Zhou J, Ma X, Yang Y, Zhang T.
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Dynamics of Kolmogorov systems of competitive type under the telegraph noise ✩
MSC: 34C12 60H10 92D25 Keywords: Kolmogorov systems of competitive type Telegraph noise Stationary distribution ω-limit set This paper studies the dynamics of Kolmogorov systems of competitive type under the telegraph noise.
Hai Nguyen, Dang, Nguyen Huu Du
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On Gibbsianness of infinite-dimensional diffusions
The authors analyse different Gibbsian properties of interactive Brownian diffusions X indexed by the d-dimensional lattice. In the first part of the paper, these processes are characterized as Gibbs states on path spaces. In the second part of the paper,
Dereudre, David (Prof. Dr.) +1 more
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Identifiability of SDEs for reaction networks
Biochemical reaction networks (RNs) are widely applied across scientific disciplines to model complex dynamic systems. We investigate the diffusion approximation of RNs with mass-action kinetics, focusing on the identifiability of the stochastic ...
Louis Faul, Linard Hoessly, Panqiu Xia
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A two diffusion stochastic model for the spread of the new corona virus SARS-CoV-2. [PDF]
Đorđević J, Papić I, Šuvak N.
europepmc +1 more source
In this article, we explore the existence and uniqueness of mild solutions to fractional stochastic differential equations involving the ABC derivative with the Lipschitz coefficients.
Maheswari Rangasamy +6 more
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The influence of quadratic Lévy noise on the dynamic of an SIC contagious illness model: New framework, critical comparison and an application to COVID-19 (SARS-CoV-2) case. [PDF]
Sabbar Y +3 more
europepmc +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 ...
Ricardo Josa-Fombedilla +1 more
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Modeling noisy time-series data of crime with stochastic differential equations. [PDF]
Calatayud J, Jornet M, Mateu J.
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