In this paper we use a class of stochastic functional Kolmogorov-type model with jumps to describe the evolutions of population dynamics. By constructing a special Lyapunov function, we show that the stochastic functional differential equation associated with our model admits a unique global solution in the positive orthant, and, by the exponential martingale inequality with jumps, we dis...

Herein, an efficient numerical solver for stochastic differential equations based on memristors is presented. The utilizes the switching effect in memristive devices to simulate generation of a Brownian path and employs iterative Euler method computations within crossbars. correctness solution paths generated by system examined solving Black–Scholes comparing analytical solutions. It found that...