Parameter estimation in stochastic differential equations by Weber, Gerhard-Wilhelm, Gorgulu, Zafer-Korcan, Abd.Rahman, Haliza, Bahar, Arifah

“…Financial processes as processes in nature, are subject to stochastic fluctuations. Stochastic differential equations turn out to be an advantageous representation of such noisy, real-world problems, and together with their identification, they play an important role in the sectors of finance, but also in physics and biotechnology. …”

Parameter estimation of stochastic differential equation : Bayesian regression by Abd.Rahman, Haliza, Bahar, Arifah, Rosli, Norhayati, Md. Salleh, Madihah

“…Regression spline with Bayesian approach is considered in the first step of a two-step method in estimating the structural parameters for stochastic differential equation (SDE). The selection of knot and order of spline can be done heuristically based on the scatter plot. …”

Stochastic differential equation for two-phase growth model by Granita, Granita

“…To overcome this problem, stochastic differential equation (SDE) for two-phase growth model is proposed in this study. …”
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Modified two-step method for stochastic differential equation's parameter estimation by Md. Lazim, Nur Hashida

“…A previous study introduced two-step method of Stochastic Differential Equations (SDEs) for estimating the parameters of SDEs models where the selection of optimal knot is required when regression spline is used in the first step of this method. …”
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An improved two-step method in stochastic differential equation's structural parameter estimation by Abd. Rahman, Haliza

“…Regression spline characterised by the truncated power series basis with Bayesian approach is considered in the first step of a two-step method for estimating the structural parameters for stochastic differential equation (SDE). Previous methodology revealed the selection of knot and order of spline can be done heuristically based on a scatter plot. …”
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Application of stochastic differential equations and stochastic delay differential equations in population dynamics by Bahar, Arifah

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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. …”

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. …”

Stochastic modelling of the growth of C. Acetobutylicum with missing data by Mohd. Lip, Norliana

“…In this study, we used the stochastic differential equation to describe the population dynamics of the cell growth of C. …”
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Stochastic approach to a rain attenuation time series synthesizer for heavy rain regions by Masoud, Mohebbi Nia, Din, Jafri, Lam, Hong Yin, Athanosios, D. Panagopoulos

“…The model combines a well­known interestrate prediction model in finance namely the Cox­Ingersoll­Ross (CIR) model, and a stochastic differential equation approach to generate a longterm gamma distributed rain attenuation time series, particularly appropriate for heavy rain regions. …”

Probability distribution of returns in Heston model for index prices of FTSE Bursa Malaysia KLCI by Tey, Seah Ying

“…The solutions of the stochastic differential equation were approximated by Euler-Maruyama method. …”
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Stochastic modeling for river pollution of sungai Perlis by Mohd. Yunus, Nurul Izzaty

“…Then, the model was developed into a stochastic differential equation (SDE) model. Results from this study shows that the SDE model is more adequate to describe and predict the BOD concentration and the water quality systems in Sungai Perlis by having smaller value of mean squared error (MSE).…”
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A simulation-based product diffusion forecasting method using geometric Brownian motion and spline interpolation by Madadi, Najmeh, Ma'aram, Azanizawati, Kuan, Yew Wong

“…The constructed stochastic differential equation is coded as the forecast model and is simulated using MATLAB. …”
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Exponential growth model and stochastic population models: a comparison via goat population data by Mohamad Radzi, Nurul Ashikin, Abd. Rahman, Haliza, Syed Jamaludin, Shariffah Suhaila, Bahar, Arifah

“…In this study, both types of models such as exponential, discrete-time Markov chain (DTMC), continuous-time Markov chain (CTMC) and stochastic differential equation (SDE) are applied to goat population data of small size. …”
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Stabilisation in distribution of hybrid ordinary differential equations by periodic noise. by Bahar, Arifah, Dong, Ran, Mao, Xuerong

“…Periodic hybrid stochastic differential equations are often used to model them. …”
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Performance of Euler-Maruyama, 2-Stage SRK and 4-Stage SRK in approximating the strong solution of stochastic model by Rosli, Norhayati, Bahar, Arifah, Su Hoe, Yeak, Abdul Rahman, Haliza, Md. Salleh, Madihah

“…Stochastic differential equations play a prominent role in many application areas including finance, biology and epidemiology. …”

Stochastic model of gelatinised sago starch to solvent production by c. acetobutylicum P262 by Rosli, Norhayati, Bahar, Arifah, 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. …”

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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Parameter estimation of Stochastic Logistic Model : Levenberg-Marquardt Method by Abd. Rahman, Haliza, Bahar, Arifah, Mohd. Aziz, Mohd. Khairul Bazli, Rosli, Norhayati, Salleh, Madihah, Weber, Gerhard-Wilhelm

“…The solution of the deterministic models has been approximated using Fourth Order Runge-Kutta and for the solution of the stochastic differential equations, Milstein numerical scheme has been used. …”
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Modelling the cervical cancer growth process by stochastic delay differential equations by Mazlan,, M. S. A., Rosli, N., Azmi, N. S., Bahar, A.

“…The growth process under Gompertz's law is considered, thus lead to stochastic differential equations of Gompertzian with time delay. …”
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