Modeling with Itô Stochastic Differential Equations

DOI10.1007/978-1-4020-5953-7zbMATH Open1130.60064OpenAlexW571221908MaRDI QIDQ3423451FDOQ3423451

Publication date: 22 February 2007

Published in: Mathematical Modelling: Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-1-4020-5953-7

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Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35)

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A family of Chaplygin-type solvers for Itô stochastic differential equations
Lévy noise perturbation for an epidemic model with impact of media coverage
The backward Euler-Maruyama method for invariant measures of stochastic differential equations with super-linear coefficients
Stochastic prey-predator model with additional food for predator
Stochastic modeling of phytoplankton allelopathy
The asymptotic behavior of a stochastic vaccination model with backward bifurcation
On real-valued SDE and nonnegative-valued SDE population models with demographic variability
The effect of demographic and environmental variability on disease outbreak for a dengue model with a seasonally varying vector population
NUMERICAL MODELING OF A NOVEL STOCHASTIC CORONAVIRUS
A stochastic differential equation SIS epidemic model with two independent Brownian motions
On the MS-stability of predictor-corrector schemes for stochastic differential equations
Modeling cholera epidemiology using stochastic differential equations
Explicit criteria for mean square exponential stability of stochastic differential equations
On the random wave equation within the mean square context
The truncated Milstein method for stochastic differential equations with commutative noise
Computing the probability density function of non-autonomous first-order linear homogeneous differential equations with uncertainty
Media effects on the dynamics of a stochastic SIRI epidemic model with relapse and Lévy noise perturbation
Basic concepts of numerical analysis of stochastic differential equations explained by balanced implicit theta methods
New results on exponential stability in mean square of neutral stochastic equations with delays
A note about the invariance of the basic reproduction number for stochastically perturbed SIS models
Probabilistic analysis of linear-quadratic logistic-type models with hybrid uncertainties via probability density functions
Numerical techniques for stochastic foot and mouth disease epidemic model with the impact of vaccination
Efficient stochastic model for the point kinetics equations
Basic stochastic model for tumor virotherapy
New criteria for mean square exponential stability of stochastic delay differential equations
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The truncated EM method for stochastic differential equations with Poisson jumps
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Strong convergence rate of truncated Euler-Maruyama method for stochastic differential delay equations with Poisson jumps
On solving stochastic differential equations
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Persistence and extinction in stochastic delay logistic equation by incorporating Ornstein-Uhlenbeck process
Analysis of random non-autonomous logistic-type differential equations via the Karhunen-Loève expansion and the random variable transformation technique
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A discontinuous Galerkin method for systems of stochastic differential equations with applications to population biology, finance, and physics
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On the threshold dynamics of the stochastic SIRS epidemic model using adequate stopping times
The effect of delay in viral production in within-host models during early infection
Novel criteria for exponential stability in mean square of stochastic functional differential equations
Hopf bifurcation without parameters in deterministic and stochastic modeling of cancer virotherapy. I
Stochastic analysis of in-host HCV dynamics through budding and bursting process
Determination of minimum required damping in stochastic following seas modeled by using Gaussian white noise
Application of combination schemes based on radial basis functions and finite difference to solve stochastic coupled nonlinear time fractional sine-Gordon equations
A stochastic SIRS epidemic model incorporating media coverage and driven by Lévy noise
Almost sure convergence and asymptotic stability of systems of linear stochastic difference equations in ℝ^ddriven byL²-martingales
Itô-type stochastic parabolic partial differential equations in Hilbert spaces: stability and convergence results via Lyapunov-like functions
On exponential stability in mean square of neutral stochastic functional differential equations
Stochastic model of innovation diffusion that takes into account the changes in the total market volume
Probabilistic analysis of a class of impulsive linear random differential equations forced by stochastic processes admitting Karhunen-Loève expansions
Varying-coefficient stochastic differential equations with applications in ecology
Explicit criteria for mean square exponential stability of stochastic linear differential equations with distributed delays
Stochastic modeling for describing crystallization droplets in water emulsion
A note on a derivation method for SDE models: Applications in biology and viability criteria
A reliable numerical analysis for stochastic gonorrhea epidemic model with treatment effect
On the generalized logistic random differential equation: theoretical analysis and numerical simulations with real-world data
Global analysis of an environmental and death transmission model for Ebola outbreak with perturbation
Uncertainty quantification analysis of the biological Gompertz model subject to random fluctuations in all its parameters
Equivalence of the mean square stability between the partially truncated Euler-Maruyama method and stochastic differential equations with super-linear growing coefficients
A reliable numerical analysis for stochastic dengue epidemic model with incubation period of virus
Moment characteristic method in the optimal control theory of diffusion-type stochastic systems
SDE-MATH: a software package for the implementation of strong high-order numerical methods for Ito SDEs with multidimensional non-commutative noise based on multiple Fourier-Legendre series
Practical estimation of high dimensional stochastic differential mixed-effects models
Truncated Euler-Maruyama method for classical and time-changed non-autonomous stochastic differential equations
Construction of consistent discrete and continuous stochastic models for multiple assets with application to option valuation
Models of passive and reactive tracer motion: an application of Ito calculus
The modified dual reciprocity boundary elements method and its application for solving stochastic partial differential equations
A comprehensive probabilistic solution of random SIS-type epidemiological models using the random variable transformation technique
Construction of Equivalent Stochastic Differential Equation Models
Stochastic Optimization in Population Dynamics: The Case of Multi-site Fisheries
Optimal control problem with an integral equation as the control object
Impact of variability in stochastic models of bacteria-phage dynamics applicable to phage therapy
Extinction and ergodic property of stochastic SIS epidemic model with nonlinear incidence rate
Meshless simulation of stochastic advection-diffusion equations based on radial basis functions
Random first-order linear discrete models and their probabilistic solution: a comprehensive study
A mean extinction-time estimate for a stochastic Lotka-Volterra predator-prey model
An application of new method to obtain probability density function of solution of stochastic differential equations
Deterministic and stochastic dynamics of a competitive phytoplankton model with allelopathy
On a class of stochastic differential equations with random and Hölder continuous coefficients arising in biological modeling
Derivation of stochastic partial differential equations for size- and age-structured populations
Derivation of Stochastic Partial Differential Equations
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Doubling-time probability densities for growth processes
A fast convergent numerical method for matrix sign function with application in SDEs
On the pathwise growth rates of large fluctuations of stochastic population systems with infinite delay
Fluctuating periodic solutions and moment boundedness of a stochastic model for the bone remodeling process
A stochastic SIRI epidemic model with Lévy noise
A numerical solver for high dimensional transient Fokker-Planck equation in modeling polymeric fluids
Stationary distribution of stochastic population dynamics with infinite delay
Stochastic juvenile–adult models with application to a green tree frog population
Pathwise approximation of stochastic differential equations on domains: Higher order convergence rates without global Lipschitz coefficients
Game-theoretic frameworks for epidemic spreading and human decision-making: a review
Derivation of stochastic partial differential equations for reaction-diffusion processes
Numerical stationary distribution and its convergence for nonlinear stochastic differential equations
On weak approximations of CIR equation with high volatility

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