Stochastic Models Describing Human Metabolic Processes Using SDEs with Reflection

DOI10.1080/15326340600649037MaRDI QIDQ5478908zbMATH OpenOpenAlexFDO

Authors Toshihiko Kawamura, Yasumasa Saisho

Publication date 13 July 2006

Published in Stochastic Models (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/15326340600649037

zbMATH Keywords

limit distributionEuler methodSkorohod SDEhuman metabolic processespenalized SDESDEs with reflecting barriers

Mathematics Subject Classification ID

Physiology (general) (92C30) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05) Distribution theory (60E99) Applications of stochastic analysis (to PDEs, etc.) (60H30) Numerical solutions to stochastic differential and integral equations (65C30)

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Cites work

• Continuous Markov processes and stochastic equations
• Criteria for recurrence and existence of invariant measures for multidimensional diffusions
• On the symmetry of a reflecting Brownian motion defined by Skorohod's equation for a multi-dimensional domain
• Stochastic differential equations for multi-dimensional domain with reflecting boundary
• Stochastic differential equations with reflecting boundary conditions
• Strong Approximation of Reflecting Brownian Motion Using Penalty Method and its Application to Cumputer Simulation

Cited in

(6)

• Stochastic systems of diffusion equations with polynomial reaction terms
• scientific article; zbMATH DE number 1639833 (Why is no real title available?)
• Modelling biochemical reaction systems by stochastic differential equations with reflection
• Some periodic type solutions for stochastic reaction-diffusion equation with cubic nonlinearities
• The solutions with recurrence property for stochastic linearly coupled complex cubic-quintic Ginzburg–Landau equations
• Limit distribution of a one-dimensional reflecting process of jump type

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Uses Software

• Mathematica

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