Urszula Skwara (2010)
Annales Polonici Mathematici
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We consider a system of stochastic differential equations which models the dynamics of two populations living in symbiosis. We prove the existence, uniqueness and positivity of solutions. We analyse the long-time behaviour of both trajectories and distributions of solutions. We give a biological interpretation of the model.
Changjin Xu, Maoxin Liao (2017)
Open Mathematics
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This paper deals with a stochastic two-species competitive model. Some very verifiable criteria on the global stability of the positive equilibrium of the deterministic system are established. An example with its computer simulations is given to illustrate our main theoretical findings.
R. Bertolusso, M. Kimmel (2012)
Mathematical Modelling of Natural Phenomena
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We consider the early carcinogenesis model originally proposed as a deterministic reaction-diffusion system. The model has been conceived to explore the spatial effects stemming from growth regulation of pre-cancerous cells by diffusing growth factor molecules. The model exhibited Turing instability producing transient spatial spikes in cell density, which might be considered a model counterpart of emerging foci of malignant cells. However,...
Saha, Tapan, Bandyopadhyay, Malay (2004)
International Journal of Mathematics and Mathematical Sciences
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Piotr Paweł Szopa, Monika Joanna Piotrowska (2011)
Applicationes Mathematicae
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We consider the model, proposed by Dawidowicz and Zalasiński, describing the interactions between the heterotrophic and autotrophic organisms coexisting in a terrestrial environment with available oxygen. We modify this model by assuming intraspecific competition between heterotrophic organisms. Moreover, we introduce a diffusion of both types of organisms and oxygen. The basic properties of the extended model are examined and illustrated by numerical simulations.
Adam Bobrowski (2008)
Banach Center Publications
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The subject of the paper is reciprocal influence of pure mathematics and applied sciences. We illustrate the idea by giving a review of mathematical results obtained recently, related to the model of stochastic gene expression due to Lipniacki et al. [38]. In this model, featuring mRNA and protein levels, and gene activity, the stochastic part of processes involved in gene expression is distinguished from the part that seems to be mostly deterministic, and the dynamics is expressed by...
Viorica Mariela Ungureanu, Sui Sun Cheng (2008)
Annales Polonici Mathematici
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A simple personal saving model with interest rate based on random fluctuation of national growth rate is considered. We establish connections between the mean stochastic stability of our model and the deterministic stability of related partial difference equations. Then the asymptotic behavior of our stochastic model is studied. Although the model is simple, the techniques for obtaining its properties are not, and we make use of the theory of abstract Banach algebras and weighted spaces....
Michael C. Mackey, Marta Tyran-Kamińska (2008)
Annales Polonici Mathematici
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A new sufficient condition is proved for the existence of stochastic semigroups generated by the sum of two unbounded operators. It is applied to one-dimensional piecewise deterministic Markov processes, where we also discuss the existence of a unique stationary density and give sufficient conditions for asymptotic stability.
Kharlamov, B.V. (2005)
Zapiski Nauchnykh Seminarov POMI
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Bohdan Maslowski, Jan Seidler, Ivo Vrkoč (1991)
Mathematica Bohemica
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In the present paper integral continuity theorems for solutions of stochastic evolution equations of parabolic type on unbounded time intervals are established. For this purpose, the asymptotic stability of stochastic partial differential equations is investigated, the results obtained being of independent interest. Stochastic evolution equations are treated as equations in Hilbert spaces within the framework of the semigroup approach.
Sébastien Gadat, Fabien Panloup (2014)
Annales de l'I.H.P. Probabilités et statistiques
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In this paper, we are interested in a diffusion process based on a gradient descent. The process is non Markov and has a memory term which is built as a weighted average of the drift term all along the past of the trajectory. For this type of diffusion, we study the long time behaviour of the process in terms of the memory. We exhibit some conditions for the long-time stability of the dynamical system and then provide, when stable, some convergence properties of the occupation measures...
Efraim Shmerling (2010)
Mathematica Bohemica
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Asymptotic stability of the zero solution for stochastic jump parameter systems of differential equations given by , where is a finite-valued Markov process and w(t) is a standard Wiener process, is considered. It is proved that the existence of a unique positive solution of the system of coupled Lyapunov matrix equations derived in the paper is a necessary asymptotic stability condition.
Mirosław Lachowicz (2003)
Banach Center Publications
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In this paper a general class of Boltzmann-like bilinear integro-differential systems of equations (GKM, Generalized Kinetic Models) is considered. It is shown that their solutions can be approximated by the solutions of appropriate systems describing the dynamics of individuals undergoing stochastic interactions (at the "microscopic level"). The rate of approximation can be controlled. On the other hand the GKM result in various models known in biomathematics (at the "macroscopic level")...
Stefan Gerhold, Johannes F. Morgenbesser, Axel Zrunek (2015)
Banach Center Publications
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Refining previously known estimates, we give large-strike asymptotics for the implied volatility of Merton's and Kou's jump diffusion models. They are deduced from call price approximations by transfer results of Gao and Lee. For the Merton model, we also analyse the density of the underlying and show that it features an interesting "almost power law" tail.