Showing 301 - 320 results of 1,467 for search '"stochastic"', query time: 0.05s Refine Results
  1. 301

    Nonlinear functional response parameter estimation in a stochastic predator-prey model by Gianni Gilioli, Sara Pasquali, Fabrizio Ruggeri

    Published 2011-11-01
    “…In this paper we consider a stochastic predator-prey system with non-linear Ivlev functional response and propose a method for model parameter estimation based on time series of field data. …”
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    Article
  2. 302

    An Averaging Principle for Mckean–Vlasov-Type Caputo Fractional Stochastic Differential Equations by Weifeng Wang, Lei Yan, Junhao Hu, Zhongkai Guo

    Published 2021-01-01
    “…In this paper, we want to establish an averaging principle for Mckean–Vlasov-type Caputo fractional stochastic differential equations with Brownian motion. …”
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    Article
  3. 303

    Impact of Stochastically Perturbed Terminal Velocities on Convective-Scale Ensemble Forecasts of Precipitation by Shizhang Wang, Xiaoshi Qiao, Jinzhong Min

    Published 2020-01-01
    “…The impact of stochastically perturbing the terminal velocities of hydrometeors on convective-scale ensemble forecasts of precipitation was examined. …”
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    Article
  4. 304

    Random Attractors for the Stochastic Discrete Long Wave-Short Wave Resonance Equations by Jie Xin, Hong Lu

    Published 2011-01-01
    “…We prove the existence of the random attractor for the stochastic discrete long wave-short wave resonance equations in an infinite lattice. …”
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    Article
  5. 305

    Complex Dynamics in a Singular Delayed Bioeconomic Model with and without Stochastic Fluctuation by Xinyou Meng, Qingling Zhang

    Published 2015-01-01
    “…A singular delayed biological economic predator-prey system with and without stochastic fluctuation is proposed. The conditions of singularity induced bifurcation are gained, and a state feedback controller is designed to eliminate such bifurcation. …”
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    Article
  6. 306

    Stability of Stochastic Reaction-Diffusion Recurrent Neural Networks with Unbounded Distributed Delays by Chuangxia Huang, Xinsong Yang, Yigang He, Lehua Huang

    Published 2011-01-01
    “…Stability of reaction-diffusion recurrent neural networks (RNNs) with continuously distributed delays and stochastic influence are considered. Some new sufficient conditions to guarantee the almost sure exponential stability and mean square exponential stability of an equilibrium solution are obtained, respectively. …”
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    Article
  7. 307

    Pricing Option with Stochastic Interest Rates and Transaction Costs in Fractional Brownian Markets by Lina Song, Kele Li

    Published 2018-01-01
    “…This work deals with European option pricing problem in fractional Brownian markets. Two factors, stochastic interest rates and transaction costs, are taken into account. …”
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    Article
  8. 308

    The Convergence and MS Stability of Exponential Euler Method for Semilinear Stochastic Differential Equations by Chunmei Shi, Yu Xiao, Chiping Zhang

    Published 2012-01-01
    “…The numerical approximation of exponential Euler method is constructed for semilinear stochastic differential equations (SDEs). The convergence and mean-square (MS) stability of exponential Euler method are investigated. …”
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    Article
  9. 309

    Dynamical behavior analysis and traveling wave solution of stochastic Riemann wave equations by Jie Luo, Jiangtao Guo, Yan Shao, Guangxu Zhao, Min Jiao

    Published 2025-02-01
    “…In this paper, our main purpose is to study dynamical behavior analysis and traveling wave solution of stochastic Riemann wave equations in quantum mechanics. …”
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    Article
  10. 310

    Stability of Analytical and Numerical Solutions for Nonlinear Stochastic Delay Differential Equations with Jumps by Qiyong Li, Siqing Gan

    Published 2012-01-01
    “…This paper is concerned with the stability of analytical and numerical solutions for nonlinear stochastic delay differential equations (SDDEs) with jumps. …”
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    Article
  11. 311

    A Multivariate Stochastic Hybrid Model with Switching Coefficients and Jumps: Solution and Distribution by D. P. Siu, G. S. Ladde

    Published 2011-01-01
    “…In this work, a class of multidimensional stochastic hybrid dynamic models is studied. The system under investigation is a first-order linear nonhomogeneous system of Itô-Doob type stochastic differential equations with switching coefficients. …”
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    Article
  12. 312

    Synchronization in pth Moment for Stochastic Chaotic Neural Networks with Finite-Time Control by Yuhua Xu, Jinmeng Wang, Wuneng Zhou, Xin Wang

    Published 2019-01-01
    “…Finite-time synchronization in pth moment is considered for time varying stochastic chaotic neural networks. Compared with some existing results about finite-time mean square stability of stochastic neural network, we obtain some useful criteria of finite-time synchronization in pth moment for chaotic neural networks based on finite-time nonlinear feedback control and finite-time adaptive feedback control, which are efficient and easy to implement in practical applications. …”
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    Article
  13. 313

    Almost Sure Stability of Stochastic Neural Networks with Time Delays in the Leakage Terms by Mingzhu Song, Quanxin Zhu, Hongwei Zhou

    Published 2016-01-01
    “…The stability issue is investigated for a class of stochastic neural networks with time delays in the leakage terms. …”
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  14. 314
  15. 315

    A Semi-Stochastic Propagation Model for the Study of Beam Tilting in Cellular Systems by Konstantinos B. Baltzis

    Published 2008-01-01
    “…Base station antenna downtilt mitigates interference and improves the downlink performance of wireless systems. A semi-stochastic propagation model is presented and applied to the study of the impact of the base station beam tilting in cellular communications. …”
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  16. 316
  17. 317

    Finite-Time H∞ Control for Time-Delayed Stochastic Systems with Markovian Switching by Wenhua Gao, Feiqi Deng, Ruiqiu Zhang, Wenhui Liu

    Published 2014-01-01
    “…This paper studies the problem of finite-time H∞ control for time-delayed Itô stochastic systems with Markovian switching. By using the appropriate Lyapunov-Krasovskii functional and free-weighting matrix techniques, some sufficient conditions of finite-time stability for time-delayed stochastic systems with Markovian switching are proposed. …”
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    Article
  18. 318

    Option Pricing under Two-Factor Stochastic Volatility Jump-Diffusion Model by Guohe Deng

    Published 2020-01-01
    “…Empirical evidence shows that single-factor stochastic volatility models are not flexible enough to account for the stochastic behavior of the skew, and certain financial assets may exhibit jumps in returns and volatility. …”
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