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Tornatore, Elisabetta; Maria Buccellato, Stefania; … - In: Physica A: Statistical Mechanics and its Applications 354 (2005) C, pp. 111-126

We propose a stochastic SIR model with or without distributed time delay and we study the stability of disease-free equilibrium. The numerical simulation of the stochastic SIR model shows that the introduction of noise modifies the threshold of system for an epidemic to occur and the threshold...

Persistent link: https://www.econbiz.de/10010872238

Optimal sampling of overflow paths in Jackson networks

Blanchet, Jose - In: Mathematics of operations research 38 (2013) 4, pp. 698-719

Persistent link: https://www.econbiz.de/10010210743

Exploiting known structures to approximate normal cones

Davis, Chad; Hare, Warren - In: Mathematics of operations research 38 (2013) 4, pp. 665-681

Persistent link: https://www.econbiz.de/10010210756

Fast convergence in evolutionary models : a Lyapunov approach

Ellison, Glenn; Fudenberg, Drew; Imhof, Lorens - In: Journal of economic theory 161 (2016), pp. 1-36

Persistent link: https://www.econbiz.de/10011592945

Consumption-investment problem with transaction costs for Lévy-driven price processes

Vallière, Dimitri De; Kabanov, Jurij M.; Lépinette, … - In: Finance and stochastics 20 (2016) 3, pp. 705-740

Persistent link: https://www.econbiz.de/10011531437

Dynamic contagion in a banking system with births and defaults

Ichiba, Tomoyuki; Ludkovski, Michael; Sarantsev, Andrey - In: Annals of finance 15 (2019) 4, pp. 489-538

Persistent link: https://www.econbiz.de/10012240177

Markovian switching of mutation rates in evolutionary network dynamics

Vlasic, Andrew Yardley - In: International game theory review 23 (2021) 3, pp. 1-18

Persistent link: https://www.econbiz.de/10012649722

Day-to-day flow dynamics for stochastic user equilibrium and a general lyapunov function

Xiao, Feng; Shen, Minyu; Xu, Zhengtian; Li, Ruijie; … - In: Transportation science : a journal of the Institute for … 53 (2019) 3, pp. 683-694

Persistent link: https://www.econbiz.de/10012060293

Estimation in models of the instantaneous short term interest rate by use of a dynamic Bayesian algorithm

Bhar, Ramaprasad; Chiarella, Carl; Runggaldier, Wolfgang J. - 2001

Persistent link: https://www.econbiz.de/10001732756

Estimation in models of the instantaneous short term interest rate by use of a dynamic Bayesian algorithm

Bhar, Ramaprasad; Chiarella, Carl; Runggaldier, Wolfgang J. - In: Advances in finance and stochastics : essays in honour …, (pp. 177-195). 2002

Persistent link: https://www.econbiz.de/10001672233