Mathematical modeling in selected biological systems with fractional Brownian motion

Author

Filatova, Daria V. ; Grzywaczewski, Marek

Author_Institution

Anal. Centre, Russian Acad. of Sci., Moscow

fYear

2008

fDate

25-27 May 2008

Firstpage

909

Lastpage

914

Abstract

The stochastic differential equation (SDE) with fractional Brownian motion (fBm) is used for biological communitiespsila description. Deterministic single species population models are transformed to stochastic one. These models parametric identification is done by maximum likelihood method. The effectiveness of estimation procedure is proved by Monte Carlo simulation as well as checked on Whooping Crane population description.

Keywords

Brownian motion; Monte Carlo methods; differential equations; ecology; maximum likelihood estimation; stochastic processes; Monte Carlo simulation; biological system; deterministic single species population model; fractional Brownian motion; mathematical modeling; maximum likelihood estimation; parametric identification; stochastic differential equation; whooping crane population description; Animals; Biological system modeling; Biological systems; Brownian motion; Differential equations; Humans; Integral equations; Mathematical model; Stochastic processes; Stochastic systems; fractional Brownian motion; mathematical modeling; parameters estimation; stochastic differential equation;

fLanguage

English

Publisher

ieee

Conference_Titel

Human System Interactions, 2008 Conference on

Conference_Location

Krakow

Print_ISBN

978-1-4244-1542-7

Electronic_ISBN

978-1-4244-1543-4

Type

conf

DOI

10.1109/HSI.2008.4581546

Filename

4581546