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Stochastic Structural Modeling
Mathematical Geology, 2003zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Holden, Lars +5 more
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Stochastic Models for Phototaxis
Bulletin of Mathematical Biology, 2008This work studies two mathematical models for describing the motion of phototactic bacteria, i.e., bacteria that move toward light. Based on experimental observations, we conjecture that the motion of the colony toward light depends on certain group dynamics. These group dynamics are hypothesized to be coordinated through an individual property of each
Levy, Doron, Requeijo, Tiago
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Management Science, 1972
Growth period models, previously treated in the literature, have assumed that the pattern of value increase of the growth asset is deterministic. In this paper, this assumption is relaxed by considering models in which the increase in value of an asset in a period is a random variable whose distribution is a function of either the value or the age of ...
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Growth period models, previously treated in the literature, have assumed that the pattern of value increase of the growth asset is deterministic. In this paper, this assumption is relaxed by considering models in which the increase in value of an asset in a period is a random variable whose distribution is a function of either the value or the age of ...
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Nonlinear Stochastic Compartmental Models
Mathematical Medicine and Biology, 1985Compartmental models have been widely applied to biological systems where material is transferred between compartments. The simple assumption of linear transfer functions results in a mathematically tractable system, but can underestimate the variation.
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2008
Stochastic volatility (SV) is the main concept used in the fields of financial economics and mathematical finance to deal with the endemic time-varying volatility and codependence found in financial markets. Such dependence has been known for a long time; early commentators include Mandelbrot (1963) and Officer (1973). It was also clear to the founding
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Stochastic volatility (SV) is the main concept used in the fields of financial economics and mathematical finance to deal with the endemic time-varying volatility and codependence found in financial markets. Such dependence has been known for a long time; early commentators include Mandelbrot (1963) and Officer (1973). It was also clear to the founding
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Continuous-time Stochastic Models
1987Models in which agents can revise their decisions continuously in time have proved fruitful in the analysis of economic problems involving intertemporal choice under uncertainty (cf. Malliaris and Brock, 1982). These models frequently produce significantly sharper results than can be derived from their discrete-time counterparts.
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