Exact solutions of stochastic differential equations: Gompertz, generalized logistic and revised exponential

DOI10.1007/S11009-009-9145-3MaRDI QIDQ973030zbMATH OpenOpenAlexFDO

Authors Christos H. Skiadas

Publication date 28 May 2010

Published in Methodology and Computing in Applied Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11009-009-9145-3

zbMATH Keywords

SDEExplicit SolutionGeneralized Logistic Stochastic ModelGompertzian Stochastic Model

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Generation, random and stochastic difference and differential equations (37H10)

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Cites work

• scientific article; zbMATH DE number 802757 (Why is no real title available?)
• A stochastic Bass innovation diffusion model for studying the growth of electricity consumption in Greece
• Numerical solution of SDE through computer experiments. Including floppy disk
• On stochastic differential equations
• Stochastic integral

Cited in

(11)

• Analytical solutions for stochastic differential equations via martingale processes
• Stochastic logistic model of the global financial leverage
• Analysis and approximation of a stochastic growth model with extinction
• An alternative to Itô's formula to solve linear financial stochastic differential equations
• scientific article; zbMATH DE number 2073366 (Why is no real title available?)
• Some analysis of a stochastic logistic growth model
• A convergent wavelet-based method for solving linear stochastic differential equations included 1D and 2D noise
• Logistic and θ-logistic models in population dynamics: general analysis and exact results
• On comparison of the estimators of the Hurst index and the diffusion coefficient of the fractional Gompertz diffusion process
• Dynamical behavior analysis of the Leslie-Gower model in random environment
• Dynamical symmetries and model validation

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