From the 1 of 8 linked papers with an AI index.
8 papers
Diffusion bridge with randomized initial and terminal times and its application to fish migration
Hidekazu Yoshioka, Mohammed Louriki
The paper develops a stochastic differential equation model, a diffusion bridge with random start and end times, to describe migratory fish counts in a river while accounting for e…
Diffusion bridge with misspecification: theory construction and application to high-resolution fish count data
Hidekazu Yoshioka
Stochastic processes of bridge types having pinned initial and terminal conditions have been widely used in applied research areas, but they all have a common drawback in that the…
Multiple timescales in collective motion: daily and intraday upstream fish migration focusing on Feller condition
Hidekazu Yoshioka
Fish migration is a collective phenomenon that has multiple timescales, ranging from daily to intraday (hourly or even finer). We propose a unified mathematical approach using diff…
Rate-induced tipping in a solvable model with the Allee effect
Hidekazu Yoshioka
We present a novel exactly solvable ordinary differential equation model for rate-induced tipping: a dynamic phenomenon of dynamical systems where a time-dependent parameter trigge…
Non-negative diffusion bridge of the McKean-Vlasov type: analysis of singular diffusion and application to fish migration
Hidekazu Yoshioka
The objective of this paper is to provide a new mathematical tool for fish migration that has not been studied well. McKean-Vlasov stochastic differential equations (MVSDEs) have b…
Theoretical and computational investigations of superposed interacting affine and more complex processes
Hidekazu Yoshioka
We theoretically and computationally investigate long-memory processes based on the Markovian lifts of affine jump-diffusion processes. A nominal superposition process consisting o…