Modification of two-step method in estimating the parameters of stochastic differential equation models by Lazim, N. H. M., Rahman, H. A., Bahar, A.

“…Two-step method is introduced as an alternative method to classical methods in estimating the drift and diffusion parameters of the Stochastic Differential Equations (SDEs) models. Previous studies indicated that this method provides high percentage of accuracy of the estimated diffusion parameter of Lotka-Volterra model with simulated data. …”

Comparative study of stochastic Taylor methods and derivative-free methods for stochastic differential equations by Muhammad Fahmi, Ahmad Zuber, Norhayati, Rosli

“…However, modelling these systems using deterministic model such as ODEs is inadequate as the system is subjected to the uncontrolled factors of environmental noise. Stochastic differential equations (SDEs) which are originating from the irregular Brownian motion can be applied to model such systems that subjected to the uncontrolled factors of noisy behaviour. …”
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Stochastic differential equation model for linear growth birth and death processes with immigration and emigration by Granita, Granita, Bahar, A.

“…This paper discusses on linear birth and death with immigration and emigration (BIDE) process to stochastic differential equation (SDE) model. Forward Kolmogorov equation in continuous time Markov chain (CTMC) with a central-difference approximation was used to find Fokker-Planckequation corresponding to a diffusion process having the stochastic differential equation of BIDE process. …”

New Proof for the Theorem of Existence And Uniqueness of a Class of Fractional Stochastic Differential Equations by Alhagyan, Mohammed, Misiran, Masnita, Omar, Zurni

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Stochastic model of gelatinised sago starch to solvent production by C. acetobutylicum P262 by Bahar, Arifah, Rosli, Norhayati, Yeak, Su Hoe, Abd. Rahman, Haliza, Mohd. Aziz, Mohd. Khairul Bazli, Md. Salleh, Madihah

“…In order to describe the system embedded with the above effect, the system is modelled using stochastic differential equations (SDEs). This work is carried out to model the growth of C. acetobutylicum P262 in batch fermentation and solvent production using SDE. …”
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Performance of stochastic Runge-Kutta Methods in approximating the solution of stochastic model in biological system by Noor Amalina Nisa, Ariffin, Norhayati, Rosli, Mazma Syahidatul Ayuni, Mazlan, Adam, Samsudin

“…Recently, modelling the biological systems by using stochastic differential equations (SDEs) are becoming an interest among researchers. …”
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Performance of 5-stage, 4-stage and specific stochastic Runge-Kutta methods in approximating the solution of stochastic biological model by Noor Amalina Nisa, Ariffin, Norhayati, Rosli, Abdul Rahman, Mohd Kasim, Mazma Syahidatul Ayuni, Mazlan

“…In recent years, the transition on modelling physical systems via stochastic differential equations (SDEs) has attracted great interest among researchers. …”
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