The stochastic limit in the analysis of some modified open BCS models
Fabio Bagarello (2006)
Banach Center Publications
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Fabio Bagarello (2006)
Banach Center Publications
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J. Gani (1966-1967)
Publications mathématiques et informatique de Rennes
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M. Métivier, J. Pellaumail (1977)
Publications mathématiques et informatique de Rennes
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Sridharan, V., Kalyani, T.V. (2005)
APPS. Applied Sciences
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M. Métivier, J. Pellaumail (1976)
Publications mathématiques et informatique de Rennes
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Artstein, Zvi, Wets, Roger J.B. (1995)
Journal of Convex Analysis
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Elisabetta Tornatore, Stefania Maria Buccellato (2007)
Applicationes Mathematicae
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We consider a stochastic SIR system and we prove the existence, uniqueness and positivity of solution. Moreover the existence of an invariant measure under a suitable condition on the coefficients is studied.
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.
Michał Kisielewicz (1997)
Discussiones Mathematicae, Differential Inclusions, Control and Optimization
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The definition and some existence theorems for stochastic differential inclusions depending only on selections theorems are given.
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,...
Marcin Kamiński (2015)
International Journal of Applied Mathematics and Computer Science
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The main aim is to present recent developments in applications of symbolic computing in probabilistic and stochastic analysis, and this is done using the example of the well-known MAPLE system. The key theoretical methods discussed are (i) analytical derivations, (ii) the classical Monte-Carlo simulation approach, (iii) the stochastic perturbation technique, as well as (iv) some semi-analytical approaches. It is demonstrated in particular how to engage the basic symbolic tools implemented...