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Construction of Equivalent Stochastic Differential Equation Models
Authors:
Edward J. Allen a;
Linda J. S. Allen a;
Armando Arciniega b;
Priscilla E. Greenwood c
| Affiliations: | a Department of Mathematics and Statistics, Texas Tech University, Lubbock, Texas, USA |
| b Department of Mathematics, University of Texas at San Antonio, San Antonio, Texas, USA | |
| c Department of Mathematics, Arizona State University, Tempe, Arizona, USA |
DOI:
10.1080/07362990701857129
Publication Frequency:
6 issues per year
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Abstract
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.
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| Keywords: Chemical reactions; Cotton fiber breakage; Epidemiology; Mathematical model; Stochastic differential equation |
| Mathematics Subject Classification: AMS(MOS) 60H10; 65C30; 92D25; 92E20 |
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