3 papers
math.PR2025
A Natural Stochastic SIS Model, Analysis of Moments and Comparison of Different Perturbation Techniques
Berk Tan Perçin
In this study, a new and natural way of constructing a stochastic Susceptible-Infected-Susceptible (SIS) model is proposed. This approach is natural in the sense that the disease t…
math.PR2024
A new numerical scheme for Itô stochastic differential equations based on Wick-type Wong-Zakai arguments
Alberto Lanconelli, Berk Tan Perçin
The aim of this note is to propose a novel numerical scheme for drift-less one dimensional stochastic differential equations of Itô's type driven by standard Brownian motion. Our a…
math.PR2023
Probabilistic derivation and analysis of the chemical diffusion master equation with mutual annihilation
Alberto Lanconelli, Berk Tan Perçin
We propose a probabilistic derivation of the so-called chemical diffusion master equation (CDME) and describe an infinite dimensional moment generating function method for finding…