arXiv subjects

Jasmina Djordjevic

Publications and source records attributed to Jasmina Djordjevic.

3 recordsLinked to original sources

arXiv2021

General Fully Coupled Forward Backward Stochastic Differential Equations with delayed generator

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 homogenous backward stochastic differential equation with delayed generator. Next, existence and uniqueness result for general fully coupled forward backward stochastic differential equation with delayed coefficients has been derived.

math.PR↗

arXiv2021

Global Controllability for Quasilinear Non-negative Definite System of ODEs and SDEs

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 the standard linearization of the system by fixing the function appearing in the nonlinear part of the system, and then applying the Leray-Schauder fixed point theorem. We shall also need the continuous induction arguments to prolong the control to the final state which is a novel approach in the field. This enables us to obtain controllability for arbitrarily large initial data (so called global controllability).

math.OC↗

arXiv2018

A stochastic SICA epidemic model for HIV transmission

We propose a stochastic SICA epidemic model for HIV transmission, described by stochastic ordinary differential equations, and discuss its perturbation by environmental white noise. Existence and uniqueness of the global positive solution to the stochastic HIV system is proven, and conditions under which extinction and persistence in mean hold, are given. The theoretical results are illustrated via numerical simulations.

q-bio.PE↗