Dynamical properties and characterization of gradient drift diffusions.
Darses, Sébastian, Nourdin, Ivan (2007)
Electronic Communications in Probability [electronic only]
Similarity:
Displaying similar documents to “Absorption in stochastic epidemics”
Dynamical properties and characterization of gradient drift diffusions.
A note on strong solutions of stochastic differential equations with a discontinuous drift coefficient.
Halidias, Nikolaos, Kloeden, P.E. (2006)
Journal of Applied Mathematics and Stochastic Analysis
Similarity:
Generalized BSDE driven by a Lévy process.
El Otmani, Mohamed (2006)
Journal of Applied Mathematics and Stochastic Analysis
Similarity:
Sobolev solution for semilinear PDE with obstacle under monotonicity condition.
Matoussi, Anis, Xu, Mingyu (2008)
Electronic Journal of Probability [electronic only]
Similarity:
Corrections to “On Lev́y processes conditioned to stay positive".
Chaumont, Loïc, Doney, Ronald Arthur (2008)
Electronic Journal of Probability [electronic only]
Similarity:
Nonlinear filtering with an infinite dimensional signal process.
Boulanger, C., Schlitz, J. (1999)
Portugaliae Mathematica
Similarity:
Optimal contracts in continuous-time models.
Cvitanić, Jakša, Wan, Xuhu, Zhang, Jianfeng (2006)
Journal of Applied Mathematics and Stochastic Analysis
Similarity:
Kermack-McKendrick epidemics vaccinated
Jakub Staněk (2008)
Kybernetika
Similarity:
This paper proposes a deterministic model for the spread of an epidemic. We extend the classical Kermack–McKendrick model, so that a more general contact rate is chosen and a vaccination added. The model is governed by a differential equation (DE) for the time dynamics of the susceptibles, infectives and removals subpopulation. We present some conditions on the existence and uniqueness of a solution to the nonlinear DE. The existence of limits and uniqueness of maximum of infected individuals...