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Discrete-Time Insurance Models
AbstractTwo discrete-time insurance models are considered. The first model studies nonproportional reinsurance and bank loans. For this model, we...
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Bubbles in discrete-time models
We introduce a new definition of bubbles in discrete-time models based on the discounted stock price losing mass under an equivalent martingale...
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Time scale theory on stability of explicit and implicit discrete epidemic models: applications to Swine flu outbreak
Time scales theory has been in use since the 1980s with many applications. Only very recently, it has been used to describe within-host and...
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Option Pricing in Discrete Time Models
This chapter gives an introduction to basic concepts and ideas of option pricing in the context of models in discrete time. In this frame the basic...
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The effect of dispersal on asymptotic total population size in discrete- and continuous-time two-patch models
Many populations occupy spatially fragmented landscapes. How dispersal affects the asymptotic total population size is a key question for...
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Hybrid discrete-time-continuous-time models and a SARS CoV-2 mystery: Sub-Saharan Africa’s low SARS CoV-2 disease burden
Worldwide, the recent SARS-CoV-2 virus has infected more than 670 million people and killed nearly 67.0 million. In Africa, the number of confirmed...
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Discrete-Velocity-Direction Models of BGK-Type with Minimum Entropy: II—Weighted Models
In this series of works, we develop a discrete-velocity-direction model (DVDM) with collisions of BGK-type for simulating gas flows, where the...
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Stability analysis of discrete-time tempered fractional-order neural networks with time delays
In order to accurately capture non-local properties and long-term memory effects, this study combines the tempered fractional-order operator with...
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Discrete epidemic models with two time scales
The main aim of the work is to present a general class of two time scales discrete-time epidemic models. In the proposed framework the disease...
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Portfolio Optimization in Discrete-Time Models
We restrict our interest to one-period models, and in this case the “portfolio”, which we are going to define formally below, is characterized...
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Stochastic Stability of Discrete Time Positive Markov Jump Nonlinear Systems
This paper investigates the stochastic stability of discrete time positive Markov jump nonlinear systems (PMJNS). Some definitions on stochastic...
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An Interval Observer-Based Method to Diagnose Discrete-Time Systems
AbstractThis paper proposes a method for diagnosing linear dynamic systems described by discrete-time models with exogenous disturbances based on...
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A Method to Derive Discrete Population Models
We propose a derivation method to obtain discrete multi-species population models based on the assumption that the population sizes at time...
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Nonlinear wave dispersion in monoatomic chains with lumped and distributed masses: discrete and continuum models
The main objective of this paper is to investigate the influence of inertia of nonlinear springs on the dispersion behavior of discrete monoatomic...
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Discrete Caputo Delta Fractional Economic Cobweb Models
In this paper, we consider discrete Caputo delta fractional economic cobweb models. To be more specific, we first discuss some properties of discrete...
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On discrete-time dissipative port-Hamiltonian (descriptor) systems
Port-Hamiltonian (pH) systems have been studied extensively for linear continuous-time dynamical systems. This manuscript presents a discrete-time pH...
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Discrete-Velocity-Direction Models of BGK-type with Minimum Entropy: I. Basic Idea
In this series of works, we develop a discrete-velocity-direction model (DVDM) with collisions of BGK-type for simulating rarefied flows. Unlike the...
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Discrete-Time Semi-Markov Random Evolutions and Their Applications
This book extends the theory and applications of random evolutions to semi-Markov random media in discrete time, essentially focusing on semi-Markov...
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Infection-induced increases to population size during cycles in a discrete-time epidemic model
One-dimensional discrete-time population models, such as those that involve Logistic or Ricker growth, can exhibit periodic and chaotic dynamics....
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Discrete–Time Stochastic Control Systems
For the discrete–time deterministic systems studied in Chap. 2 there is essentially a unique dynamic model.