Numerical approaches to a stochastic logistic model with reflection

MaRDI QIDQ2814506zbMATH OpenFDO

Authors Janusz Golec

Publication date 22 June 2016

Published in Dynamics of Continuous, Discrete \& Impulsive Systems. Series A. Mathematical Analysis (Search for Journal in Brave)

Full work available at URL http://online.watsci.org/abstract_pdf/2016v23/v23n3a-pdf/4.pdf, http://online.watsci.org/fulltext_a_pdf/2016v23/v23n3a-pdf/4.pdf

zbMATH Keywords

approximation schemesSkorokhod problemstochastic logistic equation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

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Cited in

(4)

• Numerical integration in logistic-normal models
• Digital modelling methods for stochastic differential equations when absorbing boundaries are present
• On the numerical evaluation of the moments of the distribution of states at timetin the stochastic logistic process
• Stochastic Models Describing Human Metabolic Processes Using SDEs with Reflection

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