Urszula Skwara (2010)
Annales Polonici Mathematici
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We present a model of symbiosis given by a system of stochastic differential equations. We consider a situation when the same factor influences both populations or only one population is stochastically perturbed. We analyse the long-time behaviour of the solutions and prove the asymptoptic stability of the system.
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")...
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.
Mohamed Kayid, Salman Izadkhah, Dalal ALmufarrej (2016)
Applications of Mathematics
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By considering a covariate random variable in the ordinary proportional mean residual life (PMRL) model, we introduce and study a general model, taking more situations into account with respect to the ordinary PMRL model. We investigate how stochastic structures of the proposed model are affected by the stochastic properties of the baseline and the mixing variables in the model. Several characterizations and preservation properties of the new model under different stochastic orders and...
Saha, Tapan, Bandyopadhyay, Malay (2004)
International Journal of Mathematics and Mathematical Sciences
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H. L. Smith, R. T. Trevino (2009)
Mathematical Modelling of Natural Phenomena
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We construct a stochastic model of bacteriophage parasitism of a host bacteria that accounts for demographic stochasticity of host and parasite and allows for multiple bacteriophage adsorption to host. We analyze the associated deterministic model, identifying the basic reproductive number for phage proliferation, showing that host and phage persist when it exceeds unity, and establishing that the distribution of adsorbed phage on a host is binomial with slowly evolving mean. Not surprisingly,...
Beáta Stehlíková, Daniel Ševčovič (2009)
Kybernetika
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In this paper we are interested in term structure models for pricing zero coupon bonds under rapidly oscillating stochastic volatility. We analyze solutions to the generalized Cox–Ingersoll–Ross two factors model describing clustering of interest rate volatilities. The main goal is to derive an asymptotic expansion of the bond price with respect to a singular parameter representing the fast scale for the stochastic volatility process. We derive the second order asymptotic expansion of...
Gracinda Rita Guerreiro, João Tiago Mexia (2004)
Discussiones Mathematicae Probability and Statistics
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Under the assumptions of an open portfolio, i.e., considering that a policyholder can transfer his policy to another insurance company and the continuous arrival of new policyholders into a portfolio which can be placed into any of the bonus classes and not only in the "starting class", we developed a model (Stochastic Vortices Model) to estimate the Long Run Distribution for a Bonus Malus System. These hypothesis render the model quite representative of the reality. With the obtained...
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....
Soize, C., Batou, A. (2008)
Mathematical Problems in Engineering
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C. Guill (2010)
Mathematical Modelling of Natural Phenomena
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A simple model of biological evolution of community food webs is introduced. This model is based on the niche model, which is known to generate model food webs that are very similar to empirical food webs. The networks evolve by speciation and extinction. Co-extinctions due to the loss of all prey species are found to play a major role in determining the longterm shape of the food webs. The central aim is to design the model such that...
Jan Iwanik (2007)
Applicationes Mathematicae
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This paper is an attempt to present and analyse stochastic mortality models. We propose a couple of continuous-time stochastic models that are natural generalizations of the Gompertz law in the sense that they reduce to the Gompertz function when the volatility parameter is zero. We provide a statistical analysis of the available demographic data to show that the models fit historical data well. Finally, we give some practical examples for the multidimensional models.
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...