DOI
https://doi.org/10.25772/0QQE-WQ72
Defense Date
2014
Document Type
Thesis
Degree Name
Master of Science
Department
Mathematical Sciences
First Advisor
Angela Reynolds
Abstract
We will explore the topic of stochastic differential equations (SDEs) first by developing a foundation in probability theory and It\^o calculus. Formulas are then derived to simulate these equations analytically as well as numerically. These formulas are then applied to a basic population model as well as a logistic model and the various methods are compared. Finally, we will study a model for low dose anthrax exposure which currently implements a stochastic probabilistic uptake in a deterministic differential equation, and analyze how replacing the probablistic uptake with an SDE alters the dynamics.
Rights
© The Author
Is Part Of
VCU University Archives
Is Part Of
VCU Theses and Dissertations
Date of Submission
May 2014