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

DOI10.1016/J.AMC.2018.01.054MaRDI QIDQ2323463zbMATH OpenOpenAlexFDO

Authors 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

discontinuous cocyclesinvariant measuresLévy noisemultiplicative ergodic theoremstochastic bifurcation

Mathematics Subject Classification ID

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

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Cited in

(6)

• Fractal and multifractal descriptors restore ergodicity broken by non-Gaussianity in time series
• Dynamics in a stochastic diffusive plant-herbivore system
• The global attraction of logistic equation with Lévy noise
• Mean exit time and escape probability for the stochastic logistic growth model with multiplicative -stable Lévy noise
• Stochastic n-point D-bifurcations of stochastic Lévy flows and their complexity on finite spaces
• Stochastic bifurcation and density function analysis of a stochastic logistic equation with distributed delay and strong kernel

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