Asymptotic behaviors of stochastic periodic differential equation with Markovian switching

DOI10.1016/j.amc.2015.04.033zbMath1410.60054WikidataQ115361353 ScholiaQ115361353MaRDI QIDQ1659667

Guixin Hu, Yan-Fang Li

Publication date: 22 August 2018

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

Full work available at URL: https://doi.org/10.1016/j.amc.2015.04.033

zbMATH Keywords

Brownian motion; Markov chain; stochastic logistic equation; stability in distribution; stochastic periodic solution

Mathematics Subject Classification ID

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

92D25: Population dynamics (general)

34F05: Ordinary differential equations and systems with randomness

Related Items

Periodic solutions of stochastic differential equations driven by Lévy noises, Permanence, extinction and periodic solution of a stochastic single-species model with Lévy noises, Threshold behavior in a stochastic predator-prey model with general functional response, Optimal harvesting of stochastic population models with periodic coefficients

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