Stochastic Models Describing Human Metabolic Processes Using SDEs with Reflection

DOI10.1080/15326340600649037zbMATH Open1092.92012OpenAlexW1999755236MaRDI QIDQ5478908FDOQ5478908

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

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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)

Cites Work

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

Cited In (6)

• Title not available (Why is that?)
• Limit distribution of a one-dimensional reflecting process of jump type
• Stochastic systems of diffusion equations with polynomial reaction terms
• Modelling biochemical reaction systems by stochastic differential equations with reflection
• The solutions with recurrence property for stochastic linearly coupled complex cubic-quintic Ginzburg–Landau equations
• Some periodic type solutions for stochastic reaction-diffusion equation with cubic nonlinearities

Uses Software

• Mathematica

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