Stochastic Differential Equation (SDE)
Stochastic differential equation for two-phase growth model
... In stochastic model, two-phase models are only studied by using CTMC models, although in case of single phase, the SDE model may be better than CTMC models in certain conditions ...of stochastic growth ...
31
Noise Analysis of Common-Source Amplifier using Stochastic Differential Equation
... Noise in common-source amplifier is analyzed using stochastic differential equation. Extrinsic noise is characterized by solving a SDE analytically in time domain. The solution for various solution ...
5
A GUARANTEED CONTROL PROBLEM FOR A LINEAR STOCHASTIC DIFFERENTIAL EQUATION
... linear stochastic differential equation (SDE) from the viewpoint of the method of open-loop control packages worked out earlier for the guidance of a linear control system of ordinary ...
15
A stochastic differential equation SIS epidemic model
... a stochastic model of the above SIS epidemic ...a stochastic differential equation (SDE) approximation to the continuous time Markov Chain ...the stochastic and deterministic models ...
31
A new method to implement Bayesian inference on stochastic differential equation models
... A new approach for Bayesian inference on stochastic differential equation (SDE) models has been proposed. This approach is not MCMC based and is inspired from the work of Rue et al. (2009) on the ...
157
Modeling Election Problem by a Stochastic Differential Equation
... Since the efficiency of the campaign contains random elements, we are able to decompose E into two parts: fixed non-random part so-called “ a ” and random part so-called “ σ a W t d ( ) ”. And therefore, the ...
7
A note on exponential almost sure stability of stochastic differential equation
... Our goal is to relax a sufficient condition for the exponential almost sure stability of a certain class of stochastic differential equations. Compare to the existing theory, we prove the almost sure ...
7
Two Implicit Runge Kutta Methods for Stochastic Differential Equation
... of stochastic differential equation is briefly ...implicit stochastic Runge-Kutta method ...Keywords: Stochastic Differential Equation; Implicit Stochastic ...
6
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, ...
17
An asymmetric information non zero sum differential game of mean field backward stochastic differential equation with applications
... zero-sum stochastic differential game under partial ...field stochastic differential game and solved the corresponding optimal control problems for the follower and the leader; Du and Wu [21] considered a new ...
25
A stochastic differential equation model for pest management
... of stochastic differential equation (SDE) ...impulsive stochastic population ...the stochastic IPM model with residual effects of pesticides with impulsive ef- ...
13
A stochastic differential equation analysis of cerebrospinal fluid dynamics
... by stochastic differential equations of the Ito type or the Stratonovich type which correspond to two different ways of introducing noise into a dynamic ...by stochastic differential equations ...
10
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] ...
12
Large deviation principle for the mean reflected stochastic differential equation with jumps
... reflected stochastic differentials equations (SDEs) in which the constraint is not directly on the paths of the solution to the SDE as in the usual case but on the law of the ...
15
A Stochastic Version of the Jansen and Rit Neural Mass Model: Analysis and Numerics
... ordinary differential equations (ODEs), ...a stochastic process inheriting the analytical properties of the input process and requiring some framework of stochas- tic analysis for its mathematical ...a ...
35
Deterministic and Stochastic Schistosomiasis Models with General Incidence
... Several mathematical models for schistosomiasis dis- ease have been done ([4-15] and the references therein). Stochastic differential equation (SDE) model is a natural generalization of ordinary ...
12
A Mean Field Stochastic Maximum Principle for Optimal Control of Forward Backward Stochastic Differential Equations with Jumps via Malliavin Calculus
... type stochastic control problem where the dynamics is governed by a forward and backward stochastic differential equation (SDE) driven by Lévy processes and the information available to the ...
17
Discretizing a backward stochastic differential equation
... Later, Hu and Peng [4] and Yong [11] proved the long time existence of the coupled forward-backward stochastic differential equations. Moreover, a four step scheme was suggested by Ma et al. in [7] to solve (1.1) ...
14
Backward-forward linear-quadratic mean-field games with major and minor agents
... ward stochastic differential equation (BSDE) while the minor agents are modeled by some (forward) stochastic differential equations ...forward stochastic differential ...
27
Limit theorems for solutions of stochastic differential equation problems
... Limit Theorem, Stochastic Eigenvalue Problem, Stochastic Boundary Value Poblem, Differential Equation... At the research of physical and engineering problems it is of great.[r] ...
37