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We consider anticipative Stratonovich stochastic differential equations driven by some stochastic process lifted to a rough path. Neither adaptedness of initial point and vector fields nor commuting conditions between vector field is…

Probability · Mathematics 2011-11-10 Laure Coutin , Peter Friz , Nicolas Victoir

The study of the dynamics of the size of a population via mathematical modelling is a problem of interest and widely studied. Traditionally, continuous deterministic methods based on differential equations have been used to deal with this…

Probability · Mathematics 2020-01-08 J. -C. Cortés , A. Navarro-Quiles , J. -V. Romero , M. -D. Roselló

Continuum models for the spatial dynamics of growing cell populations have been widely used to investigate the mechanisms underpinning tissue development and tumour invasion. These models consist of nonlinear partial differential equations…

Tissues and Organs · Quantitative Biology 2019-07-15 Mark AJ Chaplain , Tommaso Lorenzi , Fiona R Macfarlane

The paper examines stochastic diffusion within an expanding space-time framework. It starts with providing a rationale for the considered model and its motivation from cosmology where the expansion of space-time is used in modelling various…

Probability · Mathematics 2023-12-22 Philip Broadbridge , Illia Donhauzer , Andriy Olenko

We study the statistical properties of population dynamics evolving in a realistic two-dimensional compressible turbulent velocity field. We show that the interplay between turbulent dynamics and population growth and saturation leads to…

Fluid Dynamics · Physics 2015-05-19 Prasad Perlekar , Roberto Benzi , David R. Nelson , Federico Toschi

A new approach to estimate population size based on a stratified link-tracing sampling design is presented. The method extends on the Frank and Snijders (1994) approach by allowing for heterogeneity in the initial sample selection…

Methodology · Statistics 2017-09-25 Kyle Vincent

For stochastic implicit Taylor methods that use an iterative scheme to compute their numerical solution, stochastic B--series and corresponding growth functions are constructed. From these, convergence results based on the order of the…

Numerical Analysis · Mathematics 2011-09-22 Kristian Debrabant , Anne Kværnø

Recent theoretical studies have shown that demographic stochasticity can greatly increase the tendency of asexually reproducing phenotypically diverse organisms to spontaneously evolve into localised clusters, suggesting a simple mechanism…

Populations and Evolution · Quantitative Biology 2016-03-23 Luis F. Lafuerza , Alan J. McKane

In this paper we consider the global qualitative properties of a stochastically perturbed logistic model of population growth. In this model, the stochastic perturbations are assumed to be of the white noise type and are proportional to the…

Dynamical Systems · Mathematics 2020-09-29 Andrei Korobeinikov , Leonid Shaikhet

A new stochastic control problem of population dynamics under partial observation is formulated and analyzed both mathematically and numerically, with an emphasis on environmental and ecological problems. The decision-maker can only…

Optimization and Control · Mathematics 2020-04-13 Hidekazu Yoshioka , Yuta Yaegashi , Motoh Tsujimura

We generalize the diffusion-limited aggregation by issuing many randomly-walking particles, which stick to a cluster at the discrete time unit providing its growth. Using simple combinatorial arguments we determine probabilities of…

Statistical Mechanics · Physics 2017-05-24 Oleg Alekseev , Mark Mineev-Weinstein

Evolutionary branching is analysed in a stochastic, individual-based population model under mutation and selection. In such models, the common assumption is that individual reproduction and life career are characterised by values of a…

Populations and Evolution · Quantitative Biology 2025-10-01 S. Sagitov , B. Mehlig , P. Jagers , V. Vatutin

Dividend discount models have been developed in a deterministic setting. Some authors (Hurley and Johnson, 1994 and 1998; Yao, 1997) have introduced randomness in terms of stochastic growth rates, delivering closed-form expressions for the…

Pricing of Securities · Quantitative Finance 2017-04-24 Arianna Agosto , Alessandra Mainini , Enrico Moretto

We derive a stochastic wave equation for an inflaton in an environment of an infinite number of fields. We study solutions of the linearized stochastic evolution equation in an expanding universe. The Fokker-Planck equation for the inflaton…

High Energy Physics - Theory · Physics 2018-07-25 Z. Haba

This manuscript contains nothing new, but synthesizes known results: For the theoretical population geneticist with a probabilistic background, we provide a summary of some key results on stochastic differential equations. For the…

Populations and Evolution · Quantitative Biology 2020-08-25 Peter Czuppon , Arne Traulsen

After defining non-Gaussian L\'evy processes for two-sided time, stochastic differential equations with such L\'evy processes are considered. Solution paths for these stochastic differential equations have countable jump discontinuities in…

Probability · Mathematics 2012-10-03 Huijie Qiao , Jinqiao Duan

In this report we summarize a few methods for solving the stochastic differential equations (SDE) and the corresponding Fokker-Planck equations describing the Gompertz and logistic random dynamics. It is shown that the solutions of the…

Probability · Mathematics 2020-05-27 Nicola Cufaro Petroni , Salvatore De Martino , Silvio De Siena

Population dynamics with complex biological interactions, accounting for uncertainty quantification, is critical for many application areas. However, due to the complexity of biological systems, the mathematical formulation of the…

Dynamical Systems · Mathematics 2022-06-20 Thi Kim Thoa Thieu , Adrian Muntean , Roderick Melnik

Moving boundary problems allow to model systems with phase transition at an inner boundary. Driven by problems in economics and finance, in particular modeling of limit order books, we consider a stochastic and non-linear extension of the…

Probability · Mathematics 2018-10-31 Marvin S. Mueller

We consider an exponentially growing population of cells undergoing mutations and ask about the effect of reproductive fluctuations (genetic drift) on its long-term evolution. We combine first step analysis with the stochastic dynamics of a…

Populations and Evolution · Quantitative Biology 2022-03-14 Arman Angaji , Christoph Velling , Johannes Berg
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