Dynamic Behavior of a Stochastic Tungiasis Model for Public Health Education by Lili Kong, Luping Li, Shugui Kang, Youjun Liu, Wenying Feng

“…In this paper, we study the dynamic behavior of a stochastic tungiasis model for public health education. …”
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Pricing Arithmetic Asian Options under Hybrid Stochastic and Local Volatility by Min-Ku Lee, Jeong-Hoon Kim, Kyu-Hwan Jang

“…Recently, hybrid stochastic and local volatility models have become an industry standard for the pricing of derivatives and other problems in finance. …”
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A Stochastic Restricted Principal Components Regression Estimator in the Linear Model by Daojiang He, Yan Wu

“…We propose a new estimator to combat the multicollinearity in the linear model when there are stochastic linear restrictions on the regression coefficients. …”
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Asymptotic Behavior of the Stochastic Rayleigh-van der Pol Equations with Jumps by ZaiTang Huang, ChunTao Chen

“…We first established the stochastic stability and the large deviations results for the stochastic Rayleigh-van der Pol equations. …”
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Application of RQMC for CDO Pricing with Stochastic Correlations under Nonhomogeneous Assumptions by Shuanghong Qu, Lingxian Meng, Hua Li

“…In consideration of that the correlation between any two assets of the asset pool is always stochastic in the actual market and that collateralized debt obligation (CDO) pricing models under nonhomogeneous assumptions have no semianalytic solutions, we designed a numerical algorithm based on randomized quasi-Monte Carlo (RQMC) simulation method for CDO pricing with stochastic correlations under nonhomogeneous assumptions and took Gaussian factor copula model as an example to conduct experiments. …”
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Analysis of stochastic pantograph differential equations with generalized derivative of arbitrary order by Devaraj Vivek, Elsayed M. Elsayed, Kuppusamy Kanagarajan

“…In this paper, we mainly study the existence of analytical solutions of stochastic pantograph differential equations. The standard Picard’s iteration method is used to obtain the theory.…”
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Properties in Stage-Structured Population Models with Deterministic and Stochastic Resource Growth by Tin Nwe Aye, Linus Carlsson

“…In these models, we study the resilience, the recovery potential, and the probability of extinction and show how these properties are affected by different harvesting rates, both in a deterministic and stochastic setting. In the stochastic setting, we develop methods for deriving estimates of these properties. …”
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Optimal Portfolio Selection of Mean-Variance Utility with Stochastic Interest Rate by Shuang Li, Shican Liu, Yanli Zhou, Yonghong Wu, Xiangyu Ge

“…In order to tackle the problem of how investors in financial markets allocate wealth to stochastic interest rate governed by a nested stochastic differential equations (SDEs), this paper employs the Nash equilibrium theory of the subgame perfect equilibrium strategy and propose an extended Hamilton-Jacobi-Bellman (HJB) equation to analyses the optimal control over the financial system involving stochastic interest rate and state-dependent risk aversion (SDRA) mean-variance utility. …”
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Dynamical Analysis of a Stochastic Predator-Prey Model with an Allee Effect by Feng Rao

“…By constructing suitable Lyapunov functions and applying Itô formula, some qualitative properties are given, such as the existence of global positive solutions, stochastic boundedness, and the global asymptotic stability. …”
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Pseudo-Random Number Generators for Stochastic Computing (SC): Design and Analysis by Pilin Junsangsri, Fabrizio Lombardi

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Data Inspecting and Denoising Method for Data-Driven Stochastic Subspace Identification by Xiaohang Zhou, Lu Cao, Inamullah Khan, Qiao Li

“…Data-driven stochastic subspace identification (DATA-SSI) is frequently applied to bridge modal parameter identification because of its high stability and accuracy. …”
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A Stochastic Weakly Damped, Forced KdV-BO Equation by Guolian Wang

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A Risk-Averse Newsvendor Model under Stochastic Market Price by Huirong Zhang, Zhenyu Zhang, Jiaping Zhang

“…The results show that the impact of stochastic market price on the optimal stocking quantity under a given condition mainly depends on the magnitude of inventory cost. …”
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Stochastic Dynamics of an SIRS Epidemic Model with Ratio-Dependent Incidence Rate by Yongli Cai, Xixi Wang, Weiming Wang, Min Zhao

“…And then we prove the existence and uniqueness of the global positive solutions, stochastic boundedness, and permanence for the stochastic epidemic model. …”
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Global Mild Solutions and Attractors for Stochastic Viscous Cahn-Hilliard Equation by Xuewei Ju, Hongli Wang, Desheng Li, Jinqiao Duan

“…This paper is devoted to the study of mild solutions for the initial and boundary value problem of stochastic viscous Cahn-Hilliard equation driven by white noise. …”
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PROBABILISTIC FLOW DISTRIBUTION AS A REACTION TO THE STOCHASTICITY OF THE LOAD IN THE POWER SYSTEM by A. M. Hashimov, N. R. Rakhmanov, G. B. Guliyev, R. N. Rakhmanov, A. A. Mustafayev

“…Probabilistic modeling of flow under stochastic load change is performed for different levels of fluctuations and under loading of the mode of the system up to peak load power. …”
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A Generalization of Itô's Formula and the Stability of Stochastic Volterra Integral Equations by Wenxue Li, Meng Liu, Ke Wang

“…It is well known that Itô’s formula is an essential tool in stochastic analysis. But it cannot be used for general stochastic Volterra integral equations (SVIEs). …”
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Quantification of Limit Cycle Oscillations in Nonlinear Aeroelastic Systems with Stochastic Parameters by C. C. Cui, J. K. Liu, Y. M. Chen

“…The nonlinear stiffness is modeled as the product of the pth power of vibration displacement and the qth power of velocity, with its coefficient as a stochastic parameter. One interesting finding is that the LCO amplitude is directly proportional to the 1/(1-p-q)th power of the coefficient, whereas the frequency is independent of the coefficient. …”
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State Estimation for Discrete-Time Stochastic Neural Networks with Mixed Delays by Liyuan Hou, Hong Zhu, Shouming Zhong, Yong Zeng, Lin Shi

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Exploring Route Choice Behaviours Accommodating Stochastic Choice Set Generations by Shin-Hyung Cho, Seung-Young Kho

“…Many studies have focused on route choice behaviour using the stochastic model, and they have tried to construct the heterogeneous route choice model with various types of data. …”
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