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Full-Text Articles in Physical Sciences and Mathematics
Time Varying Parameter Estimation Scheme For A Linear Stochastic Differential Equation, Olusegun Michael Otunuga
Time Varying Parameter Estimation Scheme For A Linear Stochastic Differential Equation, Olusegun Michael Otunuga
Mathematics Faculty Research
In this work, an attempt is made to estimate time varying parameters in a linear stochastic differential equation. By defining mk as the local admissible sample/data observation size at time tk, parameters and state at time tk are estimated using past data on interval [tk−mk+1, tk]. We show that the parameter estimates at each time tk converge in probability to the true value of the parameters being estimated. A numerical simulation is presented by applying the local lagged adapted generalized method of moments (LLGMM) method to the stochastic differential models governing prices of energy …
Controlling Viral Outbreaks: Quantitative Strategies, Anna Mummert, Howard Weiss
Controlling Viral Outbreaks: Quantitative Strategies, Anna Mummert, Howard Weiss
Mathematics Faculty Research
Preparing for and responding to outbreaks of serious livestock infectious diseases are critical measures to safeguard animal health, public health, and food supply. Almost all of the current control strategies are empirical, and mass culling or “stamping out” is frequently the principal strategy for controlling epidemics. However, there are ethical, ecological, and economic reasons to consider less drastic control strategies. Here we use modeling to quantitatively study the efficacy of different control measures for viral outbreaks, where the infectiousness, transmissibility and death rate of animals commonly depends on their viral load. We develop a broad theoretical framework for exploring and …