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Linear incidence rate: Its influence on the asymptotic behavior of a stochastic epidemic model
(Wiley, 2021-11-30)
Diseases are an important fact in the real world and concentrate the attention of a great number of researchers. Many of them are caused by nematodes, fungi, bacteria, or viruses. Nevertheless, there exists another, which ...
Chemical event chain model of coupled genetic oscillators
(American Physical Society, 2018-03)
We introduce a stochastic model of coupled genetic oscillators in which chains of chemical events involved in gene regulation and expression are represented as sequences of Poisson processes. We characterize steady states ...
Ghost stochastic resonance induced by a power-law distributed noise in the FitzHugh?Nagumo neuron model
(Elsevier Science, 2015-05)
We numerically investigate the ghost stochastic resonance phenomenon induced by a power-law distributed noise in the neuron FitzHugh–Nagumo model. The input noise considered is produced by a Langevin process including both ...
Stochastic volatility in mean models with scale mixtures of normal distributions and correlated errors: A Bayesian approach
(Elsevier Science BvAmsterdamHolanda, 2011)
Heston stochastic vol-of-vol model for joint calibration of VIX and S&P 500 options
(Routledge, 2018)
A parsimonious generalization of the Heston model is proposed where the volatility-of-volatility is assumed to be stochastic. We follow the perturbation technique of Fouque et al [Multiscale Stochastic Volatility for Equity, ...
Uniform Threshold for Fixation of the Stochastic Sandpile Model on the Line
(Springer, 2021-03-02)
We consider the abelian stochastic sandpile model. In this model, a site is deemed unstable when it contains more than one particle. Each unstable site, independently, is toppled at rate 1, sending two of its particles to ...
Multistage stochastic capacitated discrete lot-sizing with lead times: problem definition, complexity analysis and tighter formulations
(Udelar.FI, 2020)
A stochastic capacitated discrete procurement problem with lead times, cancellation and postponement is addressed. The problem determines the expected cost minimization of satisfying the uncertain demand of a product during ...
Statistical Query Algorithms for Mean Vector Estimation and Stochastic Convex Optimization
(INFORMS, 2021)
Stochastic convex optimization, by which the objective is the expectation of a random convex function, is an important and widely used method with numerous applications in machine learning, statistics, operations research, ...
Simultaneous optimization of topology and supplemental damping distribution for buildings subjected to stochastic excitation
(2021)
Supplemental damping devices present an attractive means to improve the structural system. Typically, dampers are designed after the structural system is selected, and they are added to increase structural damping and ...