Solution to a stochastic pursuit model using moment equations

DOI10.3934/dcdsb.2018032zbMath1374.34228OpenAlexW2765581350MaRDI QIDQ1678329

Josef Diblík, Jitka Laitochová, Irada Dzhalladova, Miroslava Ružičková

Publication date: 14 November 2017

Published in: Discrete and Continuous Dynamical Systems. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3934/dcdsb.2018032

zbMATH Keywords

Markov processmoment equationsdifferential equations with random parameterssimulation of stochastic processstochastic pursuit model

Mathematics Subject Classification ID

Ordinary differential equations and systems with randomness (34F05) Applications of continuous-time Markov processes on discrete state spaces (60J28)

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Cites Work

• Moment stability for nonlinear stochastic growth kinetics of breast cancer stem cells with time-delays
• The optimization of solutions of the dynamic systems with random structure
• Well-posedness of stochastic primitive equations with multiplicative noise in three dimensions
• Stability of the zero solution of nonlinear differential equations under the influence of white noise
• Modeling of applied problems by stochastic systems and their analysis using the moment equations
• Moment equations in modeling a stable foreign currency exchange market in conditions of uncertainty
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