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 language | English |
|---|---|
| Pages (from-to) | 274-297 |
| Number of pages | 24 |
| Journal | Stochastic Analysis and Applications |
| Volume | 26 |
| Issue number | 2 |
| DOIs | |
| State | Published - Mar 2008 |
Keywords
- Chemical reactions
- Cotton fiber breakage
- Epidemiology
- Mathematical model
- Stochastic differential equation
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Cite this
Allen, E. J., Allen, L. J. S., Arciniega, A., & Greenwood, P. E. (2008). Construction of equivalent stochastic differential equation models. Stochastic Analysis and Applications, 26(2), 274-297. https://doi.org/10.1080/07362990701857129