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Stochastic population dynamics driven by Lévy noise

Authors :
Bao, Jianhai
Yuan, Chenggui
Source :
Journal of Mathematical Analysis & Applications. Jul2012, Vol. 391 Issue 2, p363-375. 13p.
Publication Year :
2012

Abstract

Abstract: This paper considers stochastic population dynamics driven by Lévy noise. The contributions of this paper lie in that: (a) Using the Khasminskii–Mao theorem, we show that the stochastic differential equation associated with our model has a unique global positive solution; (b) Applying an exponential martingale inequality with jumps, we discuss the asymptotic pathwise estimation of such a model. [Copyright &y& Elsevier]

Details

Language :
English
ISSN :
0022247X
Volume :
391
Issue :
2
Database :
Academic Search Index
Journal :
Journal of Mathematical Analysis & Applications
Publication Type :
Academic Journal
Accession number :
73762835
Full Text :
https://doi.org/10.1016/j.jmaa.2012.02.043