Stochastic functional Kolmogorov-type population dynamics (Q944347): Difference between revisions

This paper investigates the solution of the stochastic differential equation on \(\mathbb R^n\): \[ d X(t)= \text{diag}(X_1(t),\dots, X_n(t)) [f(X_t)d t+ g(X_t)d W_t], \] where for some \(\tau>0\) the \(\mathbb R^n\)-valued functions \(f\) and \(g\) are defined on \(C([-\tau, 0]; \mathbb R^n)\), \(X_t(\theta)= X(t+\theta)\) for fixed \(t\geq 0\) and variable \(\theta\in [-\tau,0],\) and \(W_t\) is the \(n\)-dimensional Brownian motion. If \(f\) and \(g\) are locally Lipschitzian then the existence and uniqueness of the local solution to this equation is confirmed, which is furthermore nonexplosive and positivity-preserving if \(f\) and \(g\) satisfy certain growth condition weaker than boundedness. Some special models are also discussed.