In this paper, we study the phase transition property of an Ising model defined on a special random graph—the stochastic block model (SBM). Based on the Ising model, we propose a stochastic estimator to achieve the exact recovery for the SBM. T...
We propose and study the stochastic stationary root model. The model resembles the cointegrated VAR model but is novel in that: (i) the stationary relations follow a random coefficient autoregressive process, i.e., exhibhits heavy-tailed dynamics, an...
Stochastic correlation models have become increasingly important in financial markets. In order to be able to price vanilla options in stochastic volatility and correlation models, in this work, we study the extension of the Heston model by imposing...
After collecting data from observations or experiments, the next step is to analyze the data to build an appropriate mathematical or stochastic model to describe the data so that further studies can be done with the help of the model. In this article...
The stochastic model, together with the functional model, form the mathematical model of observation that enables the estimation of the unknown parameters. In Global Navigation Satellite Systems (GNSS), the stochastic model is an especially important...
For decades, mosquito-borne diseases such as dengue fever and Zika have posed serious threats to human health. Diverse mosquito vector control strategies with different advantages have been proposed by the researchers to solve the problem. However, d...
Thin fiber networks are widely represented in nature and can be found in man-made materials such as paper and packaging. The strength of such materials is an intricate subject due to inherited randomness and size-dependencies. Direct fiber-level nume...
Environmental disturbances have a strong impact on cholera transmission. Stochastic differential equations are an effective tool for characterizing environmental perturbations. In this paper, a stochastic infectious disease model for cholera is estab...
A comparative study of two state-of-the-art stochastic model predictive controllers for linear systems with parametric and additive uncertainties is presented. On the one hand, Stochastic Model Predictive Control (SMPC) is based on analytical methods...
This paper proposes a new stochastic model updating method to update structural models based on the improved cross-model cross-mode (ICMCM) technique. This new method combines the stochastic hybrid perturbation-Galerkin method with the ICMCM method t...
In this study, we explore the concept of symmetry as it applies to the dynamics of the Hepatitis B Virus (HBV) epidemic model. By incorporating symmetric principles in the stochastic model, we ensure that the control strategies derived are not only e...
This paper studies the optimal asset allocation problem of a defined contribution (DC) pension plan with a stochastic salary and value under a constraint within a stochastic volatility model. It is assumed that the financial market contains a risk-fr...
The point kinetic model is a system of differential equations that enables analysis of reactor dynamics without the need to solve coupled space-time system of partial differential equations (PDEs). The random variations, especially during the startup...
In this study, we consider an intensity-based model for pricing a commodity-linked bond with credit risk. Recently, the pricing of a commodity-linked bond with credit risk under the structural model has been studied. We extend the result using an int...
The population models allow for a better understanding of the dynamical interactions with the environment and hence can provide a way for understanding the population changes. They are helpful in studying the biological invasions, environmental conse...
In this paper, a stochastic SIRC epidemic model for Influenza A is proposed and investigated. First, we prove that the system exists a unique global positive solution. Second, the extinction of the disease is explored and the sufficient conditions fo...
This paper explores a high-dimensional stochastic SIS epidemic model characterized by a mean-reverting, stochastic process. Firstly, we establish the existence and uniqueness of a global solution to the stochastic system. Additionally, by constructin...
Nowadays, the stochastic resetting process is an attractive research topic in stochastic process. At the same time, a series of researches on stochastic diffusion in complex structures introduced ways to understand the anomalous diffusion in complex...
Motivated by important biophysical applications, we study the stochastic version of a mathematical model of calcium oscillations. For the deterministic model proposed by Li and Rinzel, a parametric zone of tristability, where two stable equilibria an...
This paper discusses Bayesian model averaging (BMA) in Stochastic Frontier Analysis and investigates inference sensitivity to prior assumptions made about the scale parameter of (in)efficiency. We turn our attention to the “standard” prio...
The purpose of this paper is to study the generalized method of moments (GMM) estimation procedures of the realized stochastic volatility model; we give the moment conditions for this model and then obtain the estimation of parameters. Then, we apply...
A suitable replacement model for random lifetimes is extended to the context of past lifetimes. At a fixed time u an item is planned to be replaced by another one having the same age but a different lifetime distribution. We investigate the past life...
In this paper, we study the pricing of vulnerable options, which are exposed to the option issuer’s default risk. We develop a pricing framework that integrates a reduced-form model for default risk with the 4/2 stochastic volatility model for...
This paper introduces stochastic disturbances into a semi-parametric SEIR model with infectivity in an incubation period. The model combines the randomness of disease transmission and the nonlinearity of transmission rate, providing a flexible framew...
The known mathematical model of rumor spreading, which is described by a system of four nonlinear differential equations and is very popular in research, is considered. It is supposed that the considered model is influenced by stochastic perturbation...
This paper delves into the analysis of a stochastic epidemic model known as the susceptible–vaccinated–exposed–infectious–recovered (SVEIR) model, where transmission dynamics are governed by a nonlinear function. In the theore...
In information theory, lossless compression of general data is based on an explicit assumption of a stochastic generative model on target data. However, in lossless image compression, researchers have mainly focused on the coding procedure that outpu...
Energy transfer is one of the essentials of mechanical wave propagation (along with momentum transport). Here, it is studied in disordered one-dimensional model systems mimicking force-chains in real systems. The pre-stressed random masses (other typ...
While many previous studies have suggested well-defined procedures to find appropriate supply chains, a limited number of studies have been conducted with uncertain values relating to transportation costs. Most of these have included only limited det...
Stochastic processes are employed in this paper to capture the evolution of daily mean temperatures, with the goal of pricing temperature-based weather options. A stochastic harmonic oscillator model is proposed for the temperature dynamics and resul...
In our recently proposed stochastic version of discretized kinetic theory, the exchange of wealth in a society is modelled through a large system of Langevin equations. The deterministic part of the equations is based on non-linear transition probabi...
Natural symmetry exists in several phenomena in physics, chemistry, and biology. Incorporating these symmetries in the differential equations used to characterize these processes is thus a valid modeling assumption. The present study investigates COV...
Cancer is a common term for many diseases that can affect anybody. A worldwide leading cause of death is cancer, according to the World Health Organization (WHO) report. In 2020, ten million people died from cancer. This model identifies the interact...
In this paper, a stochastic model with relapse and temporary immunity is formulated. The main purpose of this model is to investigate the stochastic properties. For two incidence rate terms, we apply the ideas of a symmetric method to obtain the resu...
It is known that the source of a tectonic earthquake in the framework of the theory of elasticity and viscoelasticity is considered to be displacement along a certain fault surface. Usually, when describing a source, the geometry of the fault surface...
Nowadays, authorities of large cities in the world implement bus rapid transit (BRT) services to alleviate traffic problems caused by the significant development of urban areas. Therefore, a controller is required to control and dispatche buses in su...
User activities is an important input to energy modelling, simulation and performance studies of residential buildings. However, it is often difficult to obtain detailed data on user activities and related energy consumption data. This paper presents...
This paper investigates a stochastic semi-parametric SEIR model characterized by infectivity during the incubation period and influenced by white noise perturbations. First, based on the theory of stochastic persistence, we derive the conditions requ...
Marital relations depend on many factors which can increase the amount of satisfaction or unhappiness in the relation. A large percentage of marriages end up in divorce. While there are many studies about the causes of divorce and how to prevent it,...
The present paper is devoted to the study of a bank salvage model with a finite time horizon that is subjected to stochastic impulse controls. In our model, the bank’s default time is a completely inaccessible random quantity generating its own...
This paper presents a stochastic model for the least-mean-square algorithm with symmetric/antisymmetric properties (LMS-SAS), operating in a system identification setup with Gaussian input data. Specifically, model expressions are derived to describe...
In this paper, we discuss an EIQJR model with stochastic perturbation. First, a globally positive solution of the proposed model has been discussed. In addition, the global asymptotic stability and exponential mean-square stability of the disease-fre...
The purpose of this paper is to develop a data augmentation technique for statistical inference concerning stochastic cusp catastrophe model subject to missing data and partially observed observations. We propose a Bayesian inference solution that na...
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Inventory management of deteriorating drugs has attracted considerable attention recently in hospitals. Drugs are a kind of special product. Two characteristics of some drugs are the shorter shelf life and high service level. This causes hospitals a...
Although the concept of symmetry is widely used in many fields, it is almost not discussed in finance. This concept appears to be relevant in relation, for example, to mathematical models that can predict stock prices to contribute to the decision-ma...
In this paper, a stochastic avian influenza model with two different pathogenic human–avian viruses is studied. The model analyzes the spread of the avian influenza virus from poultry populations to human populations in a random environment. Th...
The stochastic reaction model (SRM) treats polymerization as a pure probability‐based issue, which is widely applied to simulate various polymerization processes. However, in many studies, active centers were assumed to react with the same prob...
A stochastic SEIR epidemic model with standard incidence and vertical transmission was developed in this work. The primary goal of this study was to determine whether stochastic environmental disturbances affect dynamic features of the epidemic model...
Site-dependent effects are now the key factors that restrict the high accuracy applications of Global Navigation Satellite System (GNSS) technology, such as deformation monitoring. To reduce the effects of non-line-of-sight (NLOS) signal and multipat...
This paper is aimed at efficient numerical implementation of the fractional-order generalization of the stochastic Stokes–Darcy model, which has important scientific, applied, and economic significance in hydrology, the oil industry, and biomed...
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