Exponential ergodicity for population dynamics driven by -stable processes
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Cites work
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- Asymptotic properties of estimators in a stable Cox-Ingersoll-Ross model
- Competitive Lotka-Volterra population dynamics with jumps
- Environmental Brownian noise suppresses explosions in population dynamics.
- Ergodicity for time-changed symmetric stable processes
- Global stability and stochastic permanence of a non-autonomous logistic equation with random perturbation
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- Long-time behavior of stable-like processes
- Lévy Processes and Stochastic Calculus
- On some path properties of symmetric stable-like processes for one dimension
- On the First Exit Time of a Completely Asymmetric Stable Process from a Finite Interval
- Persistence in stochastic food web models
- Persistence, attractivity, and delay in facultative mutualism
- Stability of Markovian processes III: Foster–Lyapunov criteria for continuous-time processes
- Stationary distribution of stochastic population systems
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- Stochastic population dynamics driven by Lévy noise
- Strong solutions for stochastic differential equations with jumps
- Systems of equations driven by stable processes
- The stationary distribution of the facultative population model with a degenerate noise
- The threshold of survival for system of two species in polluted environment
Cited in
(15)- Maximum likelihood estimation for stochastic Lotka-Volterra model with jumps
- Stochastic SIR Lévy jump model with heavy-tailed increments
- Least squares estimation for discretely observed stochastic Lotka-Volterra model driven by small \(\alpha \)-stable noises
- Stochastic differential game for management of non-renewable fishery resource under model ambiguity
- Ergodicity and transience of SDEs driven by -stable processes with Markovian switching
- Population dynamics driven by truncated stable processes with Markovian switching
- Nonparametric estimation of periodic signal disturbed by α-stable noises
- Ergodicity for population dynamics driven by stable processes with Markovian switching
- Parameter estimation for stochastic Lotka-Volterra model driven by small Lévy noises from discrete observations
- Long time behaviour for population model by \(\alpha \)-stable processes with Markov switching
- Invariant measure of the backward Euler method for stochastic differential equations driven by α \alpha ‐stable process
- Stability of stochastic Gilpin-Ayala model driven by α -stable process under regime switching
- Ergodicity for population dynamics by pure-jump noise with switching
- Ergodicity and exponential ergodicity of generalized stochastic Gilpin-Ayala model driven by -stable process
- Weak ergodicity of population evolution processes
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