Stochastic delay Lotka–Volterra model

Stochastic delay Lotka–Volterra model

We reveal in this paper that the environmental noise will not only suppress a potential population explosion in the stochastic delay Lotka–Volterra model but will also make the solutions to be stochastically ultimately bounded. To reveal these interesting facts, we stochastically perturb the delay Lotka–Volterra model ẋ(t) = diag(x1(t), . . . , xn(t))[b + Ax(t − τ)] into the Itô form dx(t)= dia...

Computational Method for Fractional-Order Stochastic Delay Differential Equations

Dynamic systems in many branches of science and industry are often perturbed by various types of environmental noise. Analysis of this class of models are very popular among researchers. In this paper, we present a method for approximating solution of fractional-order stochastic delay differential equations driven by Brownian motion. The fractional derivatives are considered in the Caputo sense...

Time delay model for the stochastic volatility with regime switching

A Stochastic Delay Differential Model of Cerebral Autoregulation

Mathematical models of the cardiovascular system and of cerebral autoregulation (CAR) have been employed for several years in order to describe the time course of pressures and flows changes subsequent to postural changes. The assessment of the degree of efficiency of cerebral auto regulation has indeed importance in the prognosis of such conditions as cerebro-vascular accidents or Alzheimer. I...

A Continuous-time Garch Model for Stochastic Volatility with Delay

We consider a (B, S)-security market with standard riskless asset B(t) = B0ert and risky asset S(t) with stochastic volatility depending on time t and the history of stock price over the interval [t − τ, t]. The stock price process S(t) satisfies a stochastic delay differential equation (SDDE) with past-dependent diffusion coefficient. We state some results on option pricing in such a market an...