Results 11 to 20 of about 293 (46)

Exponential convergence to quasi-stationary distribution for absorbed one-dimensional diffusions with killing [PDF]

open access: yes, 2017
This article studies the quasi-stationary behaviour of absorbed one-dimensional diffusion processes with killing on $[0,\infty)$. We obtain criteria for the exponential convergence to a unique quasi-stationary distribution in total variation, uniformly ...
Champagnat, Nicolas, Villemonais, Denis
core   +3 more sources

Numerical approximation of a cash-constrained firm value with investment opportunities [PDF]

open access: yes, 2016
We consider a singular control problem with regime switching that arises in problems of optimal investment decisions of cash-constrained firms. The value function is proved to be the unique viscosity solution of the associated Hamilton-Jacobi-Bellman ...
Pierre, Erwan   +2 more
core   +6 more sources

Domain of attraction of quasi-stationary distribution for one-dimensional diffusions

open access: yes, 2016
We study quasi-stationarity for one-dimensional diffusions killed at 0, when 0 is a regular boundary and $+\infty$ is an entrance boundary. We give a necessary and sufficient condition for the existence of exactly one quasi-stationary distribution, and ...
He, Guoman, Zhang, Hanjun
core   +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

open access: yesComputational 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   +5 more
doaj   +1 more source

Ornstein-Uhlenbeck limit for the velocity process of an $N$-particle system interacting stochastically

open access: yes, 2013
An $N$-particle system with stochastic interactions is considered. Interactions are driven by a Brownian noise term and total energy conservation is imposed.
Elskens, Yves, Ribeiro, Bruno Vieira
core   +2 more sources

Time to a single hybridization event in a group of species with unknown ancestral history

open access: yes, 2012
We consider a stochastic process for the generation of species which combines a Yule process with a simple model for hybridization between pairs of co-existent species.
Bartoszek, Krzysztof   +3 more
core   +1 more source

The long-run behavior of the stochastic replicator dynamics

open access: yes, 2005
Fudenberg and Harris' stochastic version of the classical replicator dynamics is considered. The behavior of this diffusion process in the presence of an evolutionarily stable strategy is investigated.
Imhof, Lorens A.
core   +2 more sources

Existence and uniqueness of solution for a fractional hepatitis B model

open access: yesComputational 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   +5 more
doaj   +1 more source

The exit problem for diffusions with time-periodic drift and stochastic resonance

open access: yes, 2005
Physical notions of stochastic resonance for potential diffusions in periodically changing double-well potentials such as the spectral power amplification have proved to be defective.
Herrmann, Samuel, Imkeller, Peter
core   +3 more sources

Analytic solution of a fractional-order hepatitis model using Laplace Adomian decomposition method and optimal control analysis

open access: yesComputational 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.   +4 more
doaj   +1 more source

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