wyszukanych pozycji: 3
![]() |
Interacting Locally Regulated Diffusions
ISBN: 9783836485333 / Angielski / Miękka / 2008 / 96 str. Termin realizacji zamówienia: ok. 10-14 dni roboczych. In naturally reproducing populations one usually encounters an average number of more than one offspring per individual. However, given non-extinction, classical super-critical branching processes grow beyond all bounds. This is unrealistic because of bounded resources. We consider a model for a population with subpopulations living in separated regions and with migration between the regions. In addition to the births and deaths in a super-critical branching mechanism, there are deaths resulting from competition between any two individuals in one subpopulation. We prove that there is...
In naturally reproducing populations one usually encounters an average number of more than one offspring per individual. However, given non-extincti...
|
cena:
218,66 |
![]() |
Local Lipschitz Continuity in the Initial Value and Strong Completeness for Nonlinear Stochastic Differential Equations
ISBN: 9781470467012 / Angielski / Miękka / 2024 / 90 str. Termin realizacji zamówienia: ok. 30 dni roboczych. |
cena:
372,23 |
![]() |
Numerical Approximations of Stochastic Differential Equations with Non-Globally Lipschitz Continuous Coefficients
ISBN: 9781470409845 / Angielski Termin realizacji zamówienia: ok. 30 dni roboczych. Many stochastic differential equations (SDEs) in the literature have a superlinearly growing nonlinearity in their drift or diffusion coefficient. Unfortunately, moments of the computationally efficient Euler-Maruyama approximation method diverge for these SDEs in finite time. This article develops a general theory based on rare events for studying integrability properties such as moment bounds for discrete-time stochastic processes. Using this approach, the authors establish moment bounds for fully and partially drift-implicit Euler methods and for a class of new explicit approximation...
Many stochastic differential equations (SDEs) in the literature have a superlinearly growing nonlinearity in their drift or diffusion coefficient. Unf...
|
cena:
352,63 |