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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Extinction and ergodic property of stochastic SIS epidemic model with nonlinear incidence rate
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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
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On a class of stochastic differential equations with random and Hölder continuous coefficients arising in biological modeling
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Split-step Milstein methods for multi-channel stiff stochastic differential systems
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Persistence-time estimation for some stochastic SIS epidemic models
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Numerical solution of stochastic elliptic partial differential equations using the meshless method of radial basis functions
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Derivation and experimental comparison of cell-division probability densities
A stochastic viral infection model driven by Lévy noise
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Lévy noise perturbation for an epidemic model with impact of media coverage
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