Stability analysis of a stochastic logistic model (Q597525)

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scientific article; zbMATH DE number 2082758
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    Stability analysis of a stochastic logistic model
    scientific article; zbMATH DE number 2082758

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      Stability analysis of a stochastic logistic model (English)
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      6 August 2004
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      The authors consider the following Itô-type initial value problem \[ dy_t= -K\overline r(t) y_t(1+ y_t)\,dt-K \sigma(t) y_t(1+ y_t)\,dz_t,\quad y_0= y(0).\tag{\(*\)} \] They prove the following main results: Let be given the stochastic logistic model \((*)\). If \[ \sigma^2(t)\leq {2\overline r(t)\over K},\quad\text{for }t\geq 0, \] then the equilibrium position \(y\equiv 0\) is stochastically stable, i.e., for every \(\varepsilon> 0\), we have \[ \lim_{y_0\to 0} P\Biggl(\sup_{t\geq 0}| y(t, y_0)|\geq \varepsilon\Biggr)= 0.\tag{\(**\)} \] If, in addition \[ \overline r(t)- \tfrac 12 K\sigma^2(t)> \eta> 0,\quad\text{for }t\geq 0, \] then the equilibirum position is stochastically asymptotically stable in the large on the interval \((-1,\infty)\), i.e., \((**)\) is satisfied and in addition, for every \(y_0> -1\), we have \[ P\Biggl(\lim_{t\to\infty} y(t, y_0)= 0\Biggr)= 1. \]
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      Stochastic stability
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      Logistic model
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