Stochastic functional Kolmogorov equations. I: Persistence

DOI10.1016/J.SPA.2021.09.007zbMATH Open1484.34187arXiv2105.03551OpenAlexW3199411255MaRDI QIDQ2239261FDOQ2239261

George Yin, Dang Hai Nguyen, Nhu N. Nguyen

Publication date: 3 November 2021

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Abstract: This work (Part (I)) together with its companion (Part (II) [45]) develops a new framework for stochastic functional Kolmogorov equations, which are nonlinear stochastic differential equations depending on the current as well as the past states. Because of the complexity of the results, it seems to be instructive to divide our contributions to two parts. In contrast to the existing literature, our effort is to advance the knowledge by allowing delay and past dependence, yielding essential utility to a wide range of applications. A long-standing question of fundamental importance pertaining to biology and ecology is: What are the minimal necessary and sufficient conditions for long-term persistence and extinction (or for long-term coexistence of interacting species) of a population? Regardless of the particular applications encountered, persistence and extinction are properties shared by Kolmogorov systems. While there are many excellent treaties of stochastic-differential-equation-based Kolmogorov equations, the work on stochastic Kolmogorov equations with past dependence is still scarce. Our aim here is to answer the aforementioned basic question. This work, Part (I), is devoted to characterization of persistence, whereas its companion, Part (II) [45], is devoted to extinction. The main techniques used in this paper include the newly developed functional It^o formula and asymptotic coupling and Harris-like theory for infinite dimensional systems specialized to functional equations. General theorems for stochastic functional Kolmogorov equations are developed first. Then a number of applications are examined to obtain new results substantially covering, improving, and extending the existing literature. Furthermore, these conditions reduce to that of Kolmogorov systems when there is no past dependence.

Full work available at URL: https://arxiv.org/abs/2105.03551

zbMATH Keywords

extinctionpersistenceKolmogorov systeminvariance measureecological and biological applicationstochastic functional equation

Mathematics Subject Classification ID

Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Diffusion processes (60J60) Population dynamics (general) (92D25) Ecology (92D40) Asymptotic theory of functional-differential equations (34K25) Stochastic functional-differential equations (34K50) Qualitative investigation and simulation of models involving functional-differential equations (34K60)

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Cited In (15)

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• Hybrid stochastic SIS epidemic models with vaccination: stability of the disease-free state and applications
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• Harvesting of a stochastic population under a mixed regular-singular control formulation

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