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Stochastic population dynamics driven by Lévy noise
- 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