Displaying similar documents to “The complete parameters analysis of the asymptotic behaviour of a logistic epidemic model with two stochastic perturbations.”

On the singular limit of solutions to the Cox-Ingersoll-Ross interest rate model with stochastic volatility

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...

Approximate Aggregation Methods in Discrete Time Stochastic Population Models

L. Sanz, J. A. Alonso (2010)

Mathematical Modelling of Natural Phenomena

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Approximate aggregation techniques consist of introducing certain approximations that allow one to reduce a complex system involving many coupled variables obtaining a simpler ʽʽaggregated systemʼʼ governed by a few variables. Moreover, they give results that allow one to extract information about the complex original system in terms of the behavior of the reduced one. Often, the feature that allows one to carry out such a reduction is the ...