Persistence and extinction of an impulsive stochastic logistic model with infinite delay (Q5964048)
From MaRDI portal
scientific article; zbMATH DE number 6546526
Language | Label | Description | Also known as |
---|---|---|---|
English | Persistence and extinction of an impulsive stochastic logistic model with infinite delay |
scientific article; zbMATH DE number 6546526 |
Statements
Persistence and extinction of an impulsive stochastic logistic model with infinite delay (English)
0 references
26 February 2016
0 references
The authors consider the following one-dimensional stochastic differential equation with infinite time delay and fixed jump times \(t_k\uparrow\infty\): \[ \begin{aligned} & d x(t) = x(t)\bigg\{r(t)-a(t)x(t)+b(t)x(t-\tau)+c(t)\int_{-\infty}^0x(t+\theta)d\mu(\theta) \bigg\}\\ & d t +\sigma_1(t)x(t) d W_1(t) +\sigma_2(t)x^2(t) d W_2(t)\end{aligned} \] for \( t\neq t_k\), and \[ x(t_k+)= (1+h_k) x(t_k),\;\;k\geq 1, \] where \(r, a, b, c, \sigma_i\in C_b([0,\infty))\), \(\tau\) is a positive constant stands for the finite time delay, \(\mu\) is a probability measure on \((-\infty,0]\) with finite exponential moment which gives the infinite time delay, \((W_1(t), W_2(t))\) is a standard two-dimensional Brownian motion, and \(h_k\) are constants. Sufficient conditions are presented for the distinction and the (weak) persistence of the solution. Simulations are made to illustrate the main results. It would be nice to consider the random jump time cases, for instance, by adding an additional linear jump noise to the SDE.
0 references
extinction
0 references
persistence
0 references
impulsive stochastic logistic model
0 references
time delay
0 references
0 references
0 references
0 references
0 references
0 references