Stochastic serotonin model with discontinuous drift

DOI10.1016/j.matcom.2022.03.001OpenAlexW4220669152MaRDI QIDQ2140061

Marija Milošević

Publication date: 20 May 2022

Published in: Mathematics and Computers in Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.matcom.2022.03.001

zbMATH Keywords

stochastic differential equationsdiscontinuous driftserotonin model

Mathematics Subject Classification ID

Biology and other natural sciences (92-XX) Systems theory; control (93-XX)

Cites Work

• A note on strong solutions of stochastic differential equations with a discontinuous drift coeffi\-cient
• A strong order \(1/2\) method for multidimensional SDEs with discontinuous drift
• Convergence of the Euler-Maruyama method for multidimensional SDEs with discontinuous drift and degenerate diffusion coefficient
• The Euler scheme for stochastic differential equations with discontinuous drift coefficient: a numerical study of the convergence rate
• Existence, uniqueness, and approximation of solutions of jump-diffusion SDEs with discontinuous drift
• Existence and uniqueness of solutions of SDEs with discontinuous drift and finite activity jumps
• On the existence of solutions of a class of SDEs with discontinuous drift and singular diffusion

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