Ergodicity and bifurcations for stochastic logistic equation with non-Gaussian Lévy noise

DOI10.1016/J.AMC.2018.01.054zbMath1427.37040OpenAlexW2789971247MaRDI QIDQ2323463

Zaitang Huang, Junfei Cao

Publication date: 2 September 2019

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2018.01.054

zbMATH Keywords

invariant measuresmultiplicative ergodic theoremLévy noisestochastic bifurcationdiscontinuous cocycles

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Generation, random and stochastic difference and differential equations (37H10)

Related Items (3)

Dynamics in a stochastic diffusive plant-herbivore system ⋮ Mean exit time and escape probability for the stochastic logistic growth model with multiplicative α-stable Lévy noise ⋮ Fractal and multifractal descriptors restore ergodicity broken by non-Gaussianity in time series

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