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Stochastic modeling and control of bioreactors
(Elsevier, 2017)
In this work we propose a stochastic model for a sequencing-batch reactor (SBR) and for a chemostat. Both models are described by systems of Stochastic Differential Equations (SDEs), which are obtained as limits of suitable ...
Stochastic dynamics of Musca domestica (Diptera: Muscidae) and Chrysomya putoria (Diptera: Calliphoridae)
(Medwell Online, 2009-03-01)
We analysed the stochastic dynamics of Musca domestica L. (Muscidae) and Chrysomya putoria (Wiedemann) (Calliphoridae), 2 important dipteran species that are pests of poultry housing. The study, is an attempt to examine ...
Testing a predictive control with stochastic model in a balls mill grinding circuit
(Institute of Electrical and Electronics Engineers Inc., 2014-12)
In this paper, the formulation of a stochastic model and its subsequent incorporation into a predictive control of a balls mill grinding circuit, is presented. The apparition of stochastic variables is a consequence of ...
PRICING VIA ANTICIPATIVE STOCHASTIC CALCULUS
(APPLIED PROBABILITY TRUST, 1994)
The paper proposes a general model for pricing of derivative securities. The underlying dynamics follows stochastic equations involving anticipative stochastic integrals. These equations are solved explicitly and structural ...
Matrix of rotation for stochastic dynamical systems
(Springer HeidelbergHeidelbergAlemanha, 1999)
Stochastic Skellam model
(Elsevier B.V., 2010-01-01)
We consider the dynamics of a biological population described by the Fisher-Kolmogorov Petrovskii-Piskunov (FKPP) equation in the case where the spatial domain consists of alternating favorable and adverse patches whose ...
Stochastic Skellam model
(Elsevier B.V., 2010-01-01)
We consider the dynamics of a biological population described by the Fisher-Kolmogorov Petrovskii-Piskunov (FKPP) equation in the case where the spatial domain consists of alternating favorable and adverse patches whose ...
Protein synthesis driven by dynamical stochastic transcription
(Springer, 2016)
In this manuscript, we propose a mathematical framework to couple transcription and translation in which mRNA production is described by a set of master equations, while the dynamics of protein density is governed by a ...
Stochastic control and differential games with path-dependent controls
(2017-03-05)
In this paper we consider the functional Itˆo calculus framework to find a path- dependent version of the Hamilton-Jacobi-Bellman equation for stochastic control problems with path-dependence in the controls. We also prove ...