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

DOI10.1007/S11009-009-9145-3zbMATH Open1201.60059OpenAlexW2163820773MaRDI QIDQ973030FDOQ973030

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

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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)

Cites Work

• On stochastic differential equations
• Numerical solution of SDE through computer experiments. Including floppy disk
• Stochastic integral
• Title not available (Why is that?)
• A stochastic Bass innovation diffusion model for studying the growth of electricity consumption in Greece

Cited In (10)

• Stochastic logistic model of the global financial leverage
• Dynamical Symmetries and Model Validation
• Analysis and approximation of a stochastic growth model with extinction
• Title not available (Why is that?)
• A convergent wavelet-based method for solving linear stochastic differential equations included 1D and 2D noise
• Some analysis of a stochastic logistic growth model
• 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
• Analytical solutions for stochastic differential equations via martingale processes

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