Analysis and approximation of a stochastic growth model with extinction
DOI10.1007/s11009-015-9438-7zbMath1339.60084MaRDI QIDQ292367
Fabien Campillo, Marc Joannides, Irène Larramendy-Valverde
Publication date: 8 June 2016
Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11009-015-9438-7
Fokker-Planck equation; finite difference scheme; Markov processes; logistic model; extinction; diffusion processes; stochastic growth model
65C20: Probabilistic models, generic numerical methods in probability and statistics
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
92D25: Population dynamics (general)
60H30: Applications of stochastic analysis (to PDEs, etc.)
60J60: Diffusion processes
92D40: Ecology
60H35: Computational methods for stochastic equations (aspects of stochastic analysis)
65C30: Numerical solutions to stochastic differential and integral equations
35Q84: Fokker-Planck equations
