Results 81 to 90 of about 227 (172)

Dynamics of a stochastic modified Leslie–Gower predator–prey system with hunting cooperation

open access: yesJournal of Biological Dynamics
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

Dynamics of Kolmogorov systems of competitive type under the telegraph noise ✩

open access: yes, 2011
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
core  

On Gibbsianness of infinite-dimensional diffusions

open access: yes, 2006
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
core  

Identifiability of SDEs for reaction networks

open access: yesEuropean Journal of Applied Mathematics
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
doaj   +1 more source

A two diffusion stochastic model for the spread of the new corona virus SARS-CoV-2. [PDF]

open access: yesChaos Solitons Fractals, 2021
Đorđević J, Papić I, Šuvak N.
europepmc   +1 more source

A neutral stochastic differential system analysis for ABC fractional order with a constant of variations

open access: yesApplied Mathematics in Science and Engineering
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
doaj   +1 more source

Optimal asset allocation for aggregated defined benefit pension funds with stochastic interest rates [PDF]

open access: yes
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
core  

Modeling noisy time-series data of crime with stochastic differential equations. [PDF]

open access: yesStoch Environ Res Risk Assess, 2023
Calatayud J, Jornet M, Mateu J.
europepmc   +1 more source

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