Results 21 to 30 of about 324 (56)
On non-trivial barrier solutions of the dividend problem for a diffusion under constant and proportional transaction costs [PDF]
, 2012 In Bai and Paulsen (SIAM J. Control optim. 48, 2010) the optimal dividend problem under transaction costs was analyzed for a rather general class of diffusion processes.
Bai, Lihua, Paulsen, Jostein
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Time to a single hybridization event in a group of species with unknown ancestral history
, 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
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Domain of attraction of quasi-stationary distribution for one-dimensional diffusions
, 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
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Asymptotic results on the length of coalescent trees [PDF]
, 2007 We give the asymptotic distribution of the length of partial coalescent trees for Beta and related coalescents. This allows us to give the asymptotic distribution of the number of (neutral) mutations in the partial tree. This is a first step to study the
Delmas, Jean-François +2 more
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Computational and Mathematical BiophysicsIn 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
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Drift rate control of a Brownian processing system
, 2005 A system manager dynamically controls a diffusion process Z that lives in a finite interval [0,b]. Control takes the form of a negative drift rate \theta that is chosen from a fixed set A of available values.
Ata, Bar, Harrison, J. M., Shepp, L. A.
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Computational and Mathematical BiophysicsInfectious 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
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, 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
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Existence and uniqueness of solution for a fractional hepatitis B model
Computational and Mathematical BiophysicsUnderstanding 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
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Complex Brownian Motion Representation of the Dyson Model
, 2013 Dyson's Brownian motion model with the parameter $\beta=2$, which we simply call the Dyson model in the present paper, is realized as an $h$-transform of the absorbing Brownian motion in a Weyl chamber of type A. Depending on initial configuration with a
Katori, Makoto, Tanemura, Hideki
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