[PDF] Top 20 A Stochastic Differential Equation Inventory Model
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A Stochastic Differential Equation Inventory Model
... the inventory level. A stochastic differential equation is put forward to model this situation with solutions to it derived when analytically ...priori inventory levels from some ... See full document
17
Conversion of dynamic social network stochastic differential equation model to Fokker-Planck model
... Stochastic differential equation (SDE) models offer one formulation for introducing uncertainty in human interactions in a dynamic social network model based on static and/or deterministic ... See full document
22
Chemical master versus chemical langevin for first-order reaction networks
... ordinary differential equations (ODEs), using the law of mass ...rate equation (RRE), each component repre- sents the real-valued concentration of one ...Master Equation (CME) models the system as a ... See full document
21
A Stochastic SIVS Epidemic Model Based on Birth and Death Process
... chain model and the stochastic dif- ferential equation model based on birth and death process [4] [14] [16] are formulated based on the deterministic epidemic ...moment equation of the ... See full document
12
Modeling Nonlinear Dynamical Systems
... to model the logarithm of the original ...structured model for nonlinear dynamical process while Cai ([Cai12]) proposed a general stochastic differential equation to the transformed ... See full document
9
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 ... See full document
15
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 ... See full document
5
A stochastic differential equation model for the spread of HIV amongst people who inject drugs
... deterministic differential equation model for the spread of HIV amongst people who inject drugs (PWIDs) studied by Greenhalgh and Hay ...original model constructed by Kaplan (1989) which ... See full document
15
A stochastic differential equation SIS epidemic model with two correlated Brownian motions
... two correlated Brownian motions to introduce correla- tion of noises in SIS epidemic model. Considering two correlated Brownian motions, one with linear diffusion coefficient and the other with Hölder continuous ... See full document
13
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 ... See full document
35
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. ... See full document
16
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 ... See full document
10
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 ... See full document
26
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 ... See full document
18
Deterministic and Stochastic Schistosomiasis Models with General Incidence
... therein). Stochastic differential equation (SDE) model is a natural generalization of ordinary differential equation (ODE) ... See full document
12
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 ... See full document
14
Stochastic differential equation for two-phase growth model
... growth model to pure death process in stochastic ...growth model using control regime, while Zheng [11] built a two-phase population growth model considering the existence of a critical ... See full document
31
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 ... See full document
13
A stochastic differential equation SIS epidemic model
... In their excellent monograph Hethcote and Yorke [14] outline several mathematical models for gonorrhea with increasing levels of complexity. The simplest of these is the above model (1.1) with µ set to zero (i.e. ... See full document
31
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 equa- tion (SDE) driven by Lévy processes and the information available to the con- ... See full document
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