Asymptotic analysis and extinction in a stochastic Lotka-Volterra model

DOI10.1214/AOAP/1015345403zbMath1015.92044OpenAlexW1988071563WikidataQ57712793 ScholiaQ57712793MaRDI QIDQ1872443

Fima C. Klebaner, Robert Sh. Liptser

Publication date: 6 May 2003

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aoap/1015345403

zbMATH Keywords

semimartingalesextinctionpredator-prey models

Mathematics Subject Classification ID

Generalizations of martingales (60G48) Signal detection and filtering (aspects of stochastic processes) (60G35) Population dynamics (general) (92D25) Large deviations (60F10) Stochastic functional-differential equations (34K50) Ecology (92D40)

Related Items (8)

Structural classification of continuous time Markov chains with applications ⋮ Likely path to extinction in simple branching models with large initial population ⋮ Explorations of a family of stochastic Newmark methods in engineering dynamics ⋮ The long-run behavior of the stochastic replicator dynamics ⋮ Large deviations for the stochastic predator–prey model with nonlinear functional response ⋮ Opinion dynamics with Lotka-Volterra type interactions ⋮ FCLT and MDP for stochastic Lotka-Volterra model ⋮ Large deviations for stochastic integrodifferential equations of the Itô type with multiple randomness

Cites Work

• Random and deterministic perturbations of nonlinear oscillators
• Random environments and stochastic calculus
• Recurrence properties of Lotka-Volterra models with random fluctuations
• Random perturbations of nonlinear oscillators
• An Asymptotic Solution to a Two-Dimensional Exit Problem Arising in Population Dynamics
• Extinction probabilities in predator–prey models
• Limit theorems on large deviations for semimartingales
• Large Deviations Of Semimartingales: A Maxingale Problem Approach.II. Uniqueness For The Maxingale Problem. Applications
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