We apply the recently developed theory of symmetry of stochastic differential equations to a stochastic version of the logistic equation, obtaining an explicit integration, i.e. an explicit formula for the process in terms of any single realization of the driving Wiener process.
Integration of the stochastic logistic equation via symmetry analysis / G. Gaeta. - In: JOURNAL OF NONLINEAR MATHEMATICAL PHYSICS. - ISSN 1402-9251. - 26:3(2019 Jul 03), pp. 454-467. [10.1080/14029251.2019.1613052]
Integration of the stochastic logistic equation via symmetry analysis
G. Gaeta
Primo
2019
Abstract
We apply the recently developed theory of symmetry of stochastic differential equations to a stochastic version of the logistic equation, obtaining an explicit integration, i.e. an explicit formula for the process in terms of any single realization of the driving Wiener process.
File in questo prodotto:
| File | Dimensione | Formato | |
|---|---|---|---|
|
1905.04906.pdf
Open Access dal 04/07/2020
Tipologia:
Pre-print (manoscritto inviato all'editore)
Dimensione
444.89 kB
Formato
Adobe PDF
|
444.89 kB | Adobe PDF | Visualizza/Apri |
|
Integration of the stochastic logistic equation via symmetry analysis.pdf
accesso riservato
Tipologia:
Publisher's version/PDF
Dimensione
657.93 kB
Formato
Adobe PDF
|
657.93 kB | Adobe PDF | Visualizza/Apri Richiedi una copia |
Pubblicazioni consigliate
I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.
