Stochastic Models Describing Human Metabolic Processes Using SDEs with Reflection

DOI10.1080/15326340600649037zbMath1092.92012OpenAlexW1999755236MaRDI QIDQ5478908

Toshihiko Kawamura, Yasumasa Saisho

Publication date: 13 July 2006

Published in: Stochastic Models (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/15326340600649037

zbMATH Keywords

Euler methodlimit distributionSkorohod SDEhuman metabolic processespenalized SDESDEs with reflecting barriers

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30) Ordinary differential equations and systems with randomness (34F05) Physiology (general) (92C30) Numerical solutions to stochastic differential and integral equations (65C30) Distribution theory (60E99)

Related Items (5)

Limit distribution of a one-dimensional reflecting process of jump type ⋮ Modelling biochemical reaction systems by stochastic differential equations with reflection ⋮ Some periodic type solutions for stochastic reaction-diffusion equation with cubic nonlinearities ⋮ The solutions with recurrence property for stochastic linearly coupled complex cubic-quintic Ginzburg–Landau equations ⋮ Stochastic systems of diffusion equations with polynomial reaction terms

Uses Software

• Mathematica

Cites Work

• Stochastic differential equations for multi-dimensional domain with reflecting boundary
• On the symmetry of a reflecting Brownian motion defined by Skorohod's equation for a multi-dimensional domain
• Criteria for recurrence and existence of invariant measures for multidimensional diffusions
• Continuous Markov processes and stochastic equations
• Stochastic differential equations with reflecting boundary conditions
• Strong Approximation of Reflecting Brownian Motion Using Penalty Method and its Application to Cumputer Simulation

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