Construction of equivalent stochastic differential equation models

Edward J. Allen, Linda J.S. Allen, Armando Arciniega, Priscilla E. Greenwood

Research output: Contribution to journalArticle

89 Scopus citations

Abstract

It is shown how different but equivalent It 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.

Original languageEnglish
Pages (from-to)274-297
Number of pages24
JournalStochastic Analysis and Applications
Volume26
Issue number2
DOIs
StatePublished - Mar 2008

Keywords

  • Chemical reactions
  • Cotton fiber breakage
  • Epidemiology
  • Mathematical model
  • Stochastic differential equation

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