Construction of equivalent stochastic differential equation models

Edward Allen; Linda Allen; A. Arciniega; P. Greenwood

doi:10.1080/07362990701857129

Construction of equivalent stochastic differential equation models

Edward Allen, Linda Allen, A. Arciniega, P. Greenwood

Mathematics and Statistics

Research output: Contribution to journal › Article › peer-review

133 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 language	English
Pages (from-to)	274-297
Number of pages	24
Journal	Stochastic Analysis and Applications
Volume	26
Issue number	2
DOIs	https://doi.org/10.1080/07362990701857129
State	Published - Mar 2008

Keywords

Chemical reactions
Cotton fiber breakage
Epidemiology
Mathematical model
Stochastic differential equation

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10.1080/07362990701857129

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title = "Construction of equivalent stochastic differential equation models",

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.",

keywords = "Chemical reactions, Cotton fiber breakage, Epidemiology, Mathematical model, Stochastic differential equation",

author = "Edward Allen and Linda Allen and A. Arciniega and P. Greenwood",

note = "Funding Information: Received April 6, 2007; Accepted June 6, 2007 E.J.A. and L.J.S.A. acknowledge partial support from the Texas Advanced Research Program Grants 003644-0224-1999 and 003644-0001-2006, the NSF Grant DMS-0201105, and the Fogarty International Center # R01TW006986-02 under the NIH NSF Ecology of Infectious Diseases initiative. P.E.G. acknowledges the Sloan Foundation, NSF Grant DMS-0441114 and NSA Grant H98230-05-1-0097 for support.",

year = "2008",

month = mar,

doi = "10.1080/07362990701857129",

language = "English",

volume = "26",

pages = "274--297",

journal = "Stochastic Analysis and Applications",

number = "2",

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T1 - Construction of equivalent stochastic differential equation models

AU - Allen, Edward

AU - Allen, Linda

AU - Arciniega, A.

AU - Greenwood, P.

N1 - Funding Information: Received April 6, 2007; Accepted June 6, 2007 E.J.A. and L.J.S.A. acknowledge partial support from the Texas Advanced Research Program Grants 003644-0224-1999 and 003644-0001-2006, the NSF Grant DMS-0201105, and the Fogarty International Center # R01TW006986-02 under the NIH NSF Ecology of Infectious Diseases initiative. P.E.G. acknowledges the Sloan Foundation, NSF Grant DMS-0441114 and NSA Grant H98230-05-1-0097 for support.

PY - 2008/3

Y1 - 2008/3

N2 - 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.

AB - 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.

KW - Chemical reactions

KW - Cotton fiber breakage

KW - Epidemiology

KW - Mathematical model

KW - Stochastic differential equation

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U2 - 10.1080/07362990701857129

DO - 10.1080/07362990701857129

M3 - Article

VL - 26

SP - 274

EP - 297

JO - Stochastic Analysis and Applications

JF - Stochastic Analysis and Applications

IS - 2

ER -

Construction of equivalent stochastic differential equation models

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Keywords

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