Construction of equivalent stochastic differential equation models

被引：124

作者：

Allen, Edward J. ^{[1
]}

Allen, Linda J. S. ^{[1
]}

Arciniega, Armando ^{[2
]}

Greenwood, Priscilla E. ^{[3
]}

机构：

[1] Texas Tech Univ, Dept Math & Stat, Lubbock, TX 79409 USA

[2] Univ Texas San Antonio, Dept Math, San Antonio, TX USA

[3] Arizona State Univ, Dept Math, Tempe, AZ 85287 USA

来源：

STOCHASTIC ANALYSIS AND APPLICATIONS | 2008年 / 26卷 / 02期

基金：

美国国家科学基金会;

关键词：

chemical reactions; cotton fiber breakage; epidemiology; mathematical model; stochastic differential equation;

D O I：

10.1080/07362990701857129

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

It is shown how different but equivalent Ito stochastic differential equation models of random dynamical systems can be constructed. Advantages and disadvantages of the different models are described. Stochastic differential equation models are derived for problems in chemistry, textile engineering, and epidemiology. Computational comparisons are made between the different stochastic models.

引用

页码：274 / 297

页数：24

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