Construction of equivalent stochastic differential equation models

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

Research output: Contribution to journalArticlepeer-review

132 Scopus citations


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
Issue number2
StatePublished - Mar 2008


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


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