stochastic differential equation model
Conversion of dynamic social network stochastic differential equation model to Fokker-Planck model
... (FP) model to be formulated from the coupled SDE system (5) - ...FP model is nearly ubiquitous in many scientific fields, and current research is being performed to further develop and understand the FP ...
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A stochastic differential equation model for the spread of HIV amongst people who inject drugs
... mathematical model for the spread of HIV and AIDS amongst PWIDs in shooting galleries was created by Kaplan [4], where a shooting gallery is a place for PWIDs to purchase and inject ...his model such as the ...
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A stochastic differential equation model for pest management
... a stochastic integrated pest management (IPM) model with pesticides that have residual effects ...the model has a global positive solution by using the mathematical induction ...of stochastic ...
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Closed form solution of an exponential kernel integral equation
... a stochastic differential equation model of solute transport in a porous medium (Kulasiri & Verwoerd, 2002), where use of the solution in further mathematical development of the theory ...
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A Stochastic SIVS Epidemic Model Based on Birth and Death Process
... well-known stochastic epidemic models have been used to investigate questions regarding the dynamics of an epidemic ...using stochastic models [8] ...the stochastic epidemic model. The ...
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Estimation of Stochastic Volatility with a Compensated Poisson Jump Using Quadratic Variation
... the stochastic differential equation ...a stochastic differential equation model by including compensated poisson jump as an ...
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Stochastic differential equation for two-phase growth model
... growth model are built in deterministic and stochastic ...growth model can be still modified by changing its second phase by other birth and death ...In stochastic model, two-phase ...
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A Physically-based, Subgrid Parametrization for the Production and Maintenance of Mixed-phase Clouds in a General Circulation Model
... a stochastic differential equation that can be solved analytically, giving increments to the prognostic liquid cloud fraction and liquid water content fields in a general circulation model ...
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Deterministic and Stochastic Schistosomiasis Models with General Incidence
... therein). Stochastic differential equation (SDE) model is a natural generalization of ordinary differential equation (ODE) ...
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Modeling Nonlinear Dynamical Systems
... proposed model a more robust ...underlying model can easily be estimated. The proposed structural diffusion model was adopted for application in the modeling of the Nigerian monetary exchange rate ...
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Chemical master versus chemical langevin for first-order reaction networks
... to model interacting species in circumstances where discreteness and stochasticity are ...Langevin Equation is a stochastic differential equation that can be regarded as an ...
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A Stochastic Version of the Jansen and Rit Neural Mass Model: Analysis and Numerics
... (ii) Stochastic Differential Equation framework: If one were to choose the stochastic input process in an RODE as above as a Gaussian white noise process, one would need to deal with the fact ...
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A Stochastic Differential Equation Inventory Model
... It has been recognized for some time that the demand for some items may be proportional to the inventory on display. Baker and Urban [1] argued that the demand rate of an item is of a polynomial functional form, ...
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Competitive Lotka–Volterra population dynamics with jumps
... a stochastic differential equation (SDE) with jumps associated with the model has a unique global positive solution; (b) we discuss the uniform boundedness of the pth moment with p > 0 and ...
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Nonparametric Model Calibration for Derivatives
... Consistently fitting vanilla option surface is an important issue in derivative modelling. In this paper, we consider three different models: local and sto- chastic volatility, local correlation, hybrid local volatility ...
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Understanding the stochastic partial differential equation approach to smoothing
... This equivalence has been confirmed by Fahrmeir and Lang (2001), Lindgren and Rue (2008), and Yue et al. (2014) who show how basis-penalty smoothers in a Bayesian frame- work can be interpreted within the SPDE paradigm. ...
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A stochastic differential equation analysis of cerebrospinal fluid dynamics
... Marmarou model [5] emerges as the special case corresponding to s = 0 mL/min, and so, it is natural to ask if the simpler deterministic model would suffice when the noise intensity is ...the ...
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Stochastic differential equation models for the price of European CO2 emission allowances
... Using real-life data, we find that the time gap between clean days and pollution days follows exponential distribution, and therefore we develop a SDE MRSRP model with Markovian switchin[r] ...
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A stochastic differential equation SIS epidemic model
... a model of AIDS and condom use ...of stochastic noise changes the basic reproduction number of the disease and can stabilise an otherwise unstable ...simpler model of HIV/AIDS ...SIR model ...
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A stochastic differential equation SIS epidemic model with two correlated Brownian motions
... Moreover, it is necessary to consider if there is a rela- tionship between these two perturbation. And if we use the same data in real world to construct these two Brow- nian motions, they are very likely to be ...
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