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Start Over Descriptor "Itô’s formula" Topic stochastic analysis Publisher sas international publications
1 results on '"Itô’s formula"'

1. A stochastic analysis of HIV dynamics driven by fractional Brownian motion.

Author

Mbokoma, M. and Noutchie, S. C. Oukouomi

Subjects
*HIV, *POPULATION dynamics, *STOCHASTIC analysis, *BROWNIAN motion, *PERTURBATION theory
Abstract

In this paper we analyse a stochastic model driven by fractional Brownian motion representing HIV internal virus dynamics. The stochasticity in the model is introduced by parameter perturbation which is a standard technique in stochastic population modeling. We show that the model established in this paper possesses non-negative solutions as this is essential in any population dynamics model. We also carry out analysis on the asymptotic behaviour of the model. We approximate one of the variables by a mean reverting process and find out the mean and variance of this process. [ABSTRACT FROM AUTHOR]

Published
2017

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