Results 21 to 30 of about 318 (63)
Time averages, recurrence and transience in the stochastic replicator dynamics
We investigate the long-run behavior of a stochastic replicator process, which describes game dynamics for a symmetric two-player game under aggregate shocks.
Hofbauer, Josef, Imhof, Lorens A.
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Existence and uniqueness of solution for a fractional hepatitis B model
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
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The long-run behavior of the stochastic replicator dynamics
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.
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Ancestral processes with selection: Branching and Moran models
We consider two versions of stochastic population models with mutation and selection. The first approach relies on a multitype branching process; here, individuals reproduce and change type (i.e., mutate) independently of each other, without restriction ...
Ellen Baake +3 more
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A multispecies birth-death-immigration process and its diffusion approximation
We consider an extended birth-death-immigration process defined on a lattice formed by the integers of $d$ semiaxes joined at the origin. When the process reaches the origin, then it may jumps toward any semiaxis with the same rate.
Di Crescenzo, Antonio +2 more
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Given a two-dimensional correlated diffusion process, we determine the joint density of the first passage times of the process to some constant boundaries.
Sacerdote, Laura +2 more
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In this article, some inequalities on convolution equations are presented firstly. The mean square stability of the zero solution of the impulsive stochastic Volterra equation is studied by using obtained inequalities on Liapunov function, including mean
Zhao Dianli, Han Dong
doaj
Dynamic Looping of a Free-Draining Polymer
We revisit the celebrated Wilemski-Fixman (WF) treatment for the looping time of a free-draining polymer. The WF theory introduces a sink term into the Fokker-Planck equation for the $3(N+1)$-dimensional Ornstein-Uhlenbeck process of the polymer dynamics,
Qian, Hong +2 more
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Outperforming the market portfolio with a given probability
Our goal is to resolve a problem proposed by Fernholz and Karatzas [On optimal arbitrage (2008) Columbia Univ.]: to characterize the minimum amount of initial capital with which an investor can beat the market portfolio with a certain probability, as a ...
Bayraktar, Erhan +2 more
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A stochastic model for the stepwise motion in actomyosin dynamics
A jump-diffusion process is proposed to describe the displacements performed by single myosin heads along actin filaments during the rising phases.
Buonocore, A. +3 more
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