scholarly journals Modelling based in the stochastic dynamics for the time evolution of the COVID-19

2020 ◽  
Author(s):  
Leonardo dos Santos Lima
Keyword(s):  
Differential Equation ◽  
Evolution Equation ◽  
Stochastic Model ◽  
Stochastic Differential Equation ◽  
Stochastic Dynamics ◽  
Planck Equation ◽  
Time Dynamics ◽  
Health Agencies ◽  
System Of Particles ◽  
Effective Description

Abstract The stochastic differential equation (SDE) corresponding to nonlinear Fokker-Planck equation where the nonlinearity appearing in this evolution equation can be interpreted as providing an effective description of a system of particles interacting is obtained. Additionally, we propose a stochastic model for time dynamics of the COVID-19 based in the set of data supported by the Brazilian health agencies.

scholarly journals Modelling based in the stochastic dynamics for the time evolution of the COVID-19

2020 ◽  
Author(s):  
L. S. Lima
Keyword(s):  
Differential Equation ◽  
Evolution Equation ◽  
Stochastic Model ◽  
Stochastic Differential Equation ◽  
Stochastic Dynamics ◽  
Planck Equation ◽  
Time Dynamics ◽  
Health Agencies ◽  
System Of Particles ◽  
Effective Description

Abstract The stochastic differential equation (SDE) corresponding to nonlinear Fokker-Planck equation where the nonlinearity appearing in this evolution equation can be interpreted as providing an effective description of a system of particles interacting is obtained. Additionally, we propose a stochastic model for time dynamics of the COVID-19 based in the set of data supported by the Brazilian health agencies.

scholarly journals THE STABILITY OF QUANTUM MARKOV FILTERS

2009 ◽  
Vol 12 (01) ◽  
pp. 153-172 ◽  
Author(s):  
RAMON VAN HANDEL
Keyword(s):  
Differential Equation ◽  
Stochastic Model ◽  
Stochastic Differential Equation ◽  
Initial State ◽  
Rank Condition ◽  
Quantum Stochastic Differential Equation ◽  
Absolutely Continuous ◽  
Finite Dimensional ◽  
Initial States ◽  
The Stability

When are quantum filters asymptotically independent of the initial state? We show that this is the case for absolutely continuous initial states when the quantum stochastic model satisfies an observability condition. When the initial system is finite dimensional, this condition can be verified explicitly in terms of a rank condition on the coefficients of the associated quantum stochastic differential equation.

scholarly journals Operations Stochastiques de Capitalisation

1986 ◽  
Vol 16 (S1) ◽  
pp. S5-S30 ◽  
Author(s):  
Pierre Devolder
Keyword(s):  
Differential Equation ◽  
Stochastic Model ◽  
Stochastic Differential Equation ◽  
Life Insurance ◽  
Conditional Expectation ◽  
Financial Risk ◽  
Numerical Examples ◽  
Premium Calculation

AbstractThis paper presents a stochastic model of capitalization which takes into account the financial risk in the actuarial processes.We first introduce a stochastic differential equation which allows us to define the capitalization and actualization processes.We use these concepts to present a new principle of premium calculation for the capitalization operations, based on the equality between backward reserve and conditional expectation of the forward reserve.A generalization of the classical Thiele equation in life insurance is also given.Numerical examples illustrate the model.

scholarly journals Modeling of spreading of the novel coronavirus based in the stochastic dynamic

2020 ◽  
Author(s):  
Leonardo S. Lima
Keyword(s):  
Differential Equation ◽  
Mathematical Model ◽  
Stochastic Model ◽  
Planck Equation ◽  
Stochastic Dynamic ◽  
The Novel ◽  
Model Based ◽  
The Mean ◽  
Novel Coronavirus ◽  
Official Data

Abstract In this paper, one proposes a stochastic model based on Itô diffusion as mathematical model for time evolution of novel cases N(t) of the SARS-CoV-2 (COVID-19) in each day t. I propose a correspondent stochastic differential equation (SDE) analogous to classical differential equation for epidemic growing for some diseases as smallpox and typhoid fever. Furthermore, we made an analysis using the Fokker-Planck equation giving an estimating of the novel cases in the day t as the mean half-width of the distribution P(N,t) of novel cases. My results display that the model based on Itô diffusion fits well to the results supported by healthy Brazilian agencies due to large uncertainly in the official data generated by the low number of tests realized generating so a strong randomness in the official data.

scholarly journals Stochastic Model of the Absorption of Drugs Problem in the Cells and Organs

2021 ◽  
Vol 26 (1) ◽  
pp. 134-142
Author(s):  
Sajjad Abd-AL Hussein Haddad ALkha ◽  
Ihsan Khadim
Keyword(s):  
Differential Equation ◽  
Stochastic Model ◽  
Stochastic Differential Equation ◽  
Random Solution ◽  
Fixed Volume ◽  
The Stability

In this paper we create the stochastic differential equation for the problem of the Absorption of Drugs Problem in the Cells and Organs with fixed volume and then solve this equation and study the stability of the random solution.

scholarly journals Stochastic analysis using public data for forecasting of epidemic spreading of the novel coronavirus disease

2020 ◽  
Author(s):  
Leonardo dos Santos Lima
Keyword(s):  
Stochastic Model ◽  
Stochastic Analysis ◽  
Planck Equation ◽  
The Novel ◽  
Epidemic Spreading ◽  
Public Data ◽  
Health Agencies ◽  
The Mean ◽  
Novel Coronavirus ◽  
Official Data

Abstract We propose a stochastic model for epidemic spreading of the novel coronavirus based in data supported by the Brazilian health agencies. Furthermore, we performed an analysis using the Fokker-Planck equation estimating the novel cases in the day t as the mean half-width of the distribution of novel cases P(N,t). Our results display that the model based in the Itô diffusion adjusts well to the results supplied by health Brazilian agencies due to large uncertain in the official data and to the low number of tests realized in the population.

scholarly journals Modeling and forecasting of epidemic spreading of the SARS-CoV-2 based in the nonlinear stochastic dynamics

2020 ◽  
Author(s):  
Leonardo S. Lima
Keyword(s):  
Differential Equation ◽  
Mathematical Model ◽  
Stochastic Dynamics ◽  
Planck Equation ◽  
Epidemic Spreading ◽  
Model Based ◽  
Modeling And Forecasting ◽  
The Mean ◽  
Nonlinear Stochastic Dynamics ◽  
Official Data

Abstract In this paper, we propose a stochastic model based on Itô diffusion as mathematical model for time evolution of new cases N(t) of the SARS-CoV-2 (COVID-19) in each day t. We propose a correspondent stochastic differential equation (SDE) analogs to classical differential equations for epidemic growing for some diseases as smallpox and typhoid fever. Furthermore, we made an analysis using the Fokker-Planck equation giving an estimating of the new cases in each day t as the mean half-width of the distribution P(N,t) of new cases. Our results display that the model based on Itô diffusion fit well to the results supported by healthy Brazilian agencies due to large uncertain in the official results and to the low number of tests realized generating so a strong randomness in the official data.

scholarly journals Model of Continuous Random Cascade Processes in Financial Markets

2020 ◽  
Vol 8 ◽  
Author(s):  
Jun-ichi Maskawa ◽  
Koji Kuroda
Keyword(s):  
Differential Equation ◽  
Time Series ◽  
Stochastic Differential Equation ◽  
Financial Markets ◽  
Stock Price ◽  
Planck Equation ◽  
Cascade Model ◽  
The Other ◽  
Model Parameters ◽  
Cascade Processes

This article presents a continuous cascade model of volatility formulated as a stochastic differential equation. Two independent Brownian motions are introduced as random sources triggering the volatility cascade: one multiplicatively combines with volatility; the other does so additively. Assuming that the latter acts perturbatively on the system, the model parameters are estimated by the application to an actual stock price time series. Numerical calculation of the Fokker–Planck equation derived from the stochastic differential equation is conducted using the estimated values of parameters. The results reproduce the probability density function of the empirical volatility, the multifractality of the time series, and other empirical facts.

scholarly journals Stroock-Varadhan support theorem for random evolution equation in Besov-Orlicz spaces

2020 ◽  
pp. 187-203
Author(s):  
Jocelyn Hajaniaina Andriatahina ◽  
Dina Miora Rakotonirina ◽  
Toussaint Joseph Rabeherimanana
Keyword(s):  
Differential Equation ◽  
Evolution Equation ◽  
Stochastic Differential Equation ◽  
Stochastic Processes ◽  
Orlicz Space ◽  
Modulus Of Continuity ◽  
Orlicz Spaces ◽  
Random Evolution ◽  
Support Theorem ◽  
The Family

We consider the family of stochastic processes $X=\{X_t, t\in [0;1]\}\,,$ where $X$ is the solution of the It\^{o} stochastic differential equation \[dX_t = \sigma(X_t, Z_t)dW_t + b(X_t,Y_t) dt \hspace*{2cm}\] whose coefficients Lipschitzian depend on $Z=\{Z_t, t\in [0;1]\} $ and $Y=\{Y_t, t\in [0;1]\}$. We prove that the trajectories of $X$ a.s. belong to the Besov-Orlicz space defined by the f nction $M(x)=e^{x^2}-1$ and the modulus of continuity $\omega(t)=\sqrt{t\log(1/t)}$. The aim of this work is to characterize the support of the law $X$ in this space.

Sign in / Sign up

Export Citation Format

Share Document