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Introduction to stochastic delay differential equations
 

Summary: Introduction to
stochastic delay differential equations
Markus Riedle
School of Mathematics
The University of Manchester
Sheffield, 8 November 2007
Overview
· models with delay
· general theory of stochastic differential equations with delay
· solutions and problems
1
Australian blowfly (1)
N(t) = rN(t) 1 -
1
K
N(t)
· N population size of the adult blowflies
· r growth rate
· K parameter for supplied food
Time to maturity from larva to adult (about 11 days)

  

Source: Applebaum, David - Department of Probability and Statistics, University of Sheffield

 

Collections: Mathematics