3 papers
math.ST2025
Expanding the Standard Diffusion Process to Specified Non-Gaussian Marginal Distributions
Robert Richardson, H. Dennis Tolley, Kenneth Kuttler
We develop a class of non-Gaussian translation processes that extend classical stochastic differential equations (SDEs) by prescribing arbitrary absolutely continuous marginal dist…
q-bio.PE2020
A mathematical model of the COVID-19 pandemic dynamics with dependent variable infection rate: Application to the Republic of Korea
Aycil Cesmelioglu, Kenneth L. Kuttler, Meir Shillor +1
This work constructs, analyzes, and simulates a new compartmental SEIR-type model for the dynamics and potential control of the current COVID-19 pandemic. The novelty in this work…
math.AP2013
A Generalized Ito Formula
Kenneth L. Kuttler, Ji Li
An Ito formula is developed in a context consistent with the development of abstract existence and unique- ness theorems for nonlinear stochastic partial differential equations, wh…