3 papers
math.PR2021
General Fully Coupled Forward Backward Stochastic Differential Equations with delayed generator
Auguste Aman, Harouna Coulibaly, Jasmina Djordjevic
This paper is devoted to study different type of BSDE with delayed generator. We first establish an existence and uniqueness result under delayed Lipschitz condition for non homoge…
math.OC2021
Global Controllability for Quasilinear Non-negative Definite System of ODEs and SDEs
Jasmina Djordjevic, Sanja Konjik, Darko Mitrović +1
We consider exact and averaged control problem for a system of quasi-linear ODEs and SDEs with a non-negative definite symmetric matrix of the system. The strategy of the proof is…
q-bio.PE2018
A stochastic SICA epidemic model for HIV transmission
Jasmina Djordjevic, Cristiana J. Silva, Delfim F. M. Torres
We propose a stochastic SICA epidemic model for HIV transmission, described by stochastic ordinary differential equations, and discuss its perturbation by environmental white noise…