Analysis and approximation of a stochastic growth model with extinction

DOI10.1007/s11009-015-9438-7zbMath1339.60084OpenAlexW2042193848MaRDI QIDQ292367

Marc Joannides, Fabien Campillo, 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

zbMATH Keywords

Fokker-Planck equationfinite difference schemeMarkov processeslogistic modelextinctiondiffusion processesstochastic growth model

Mathematics Subject Classification ID

Probabilistic models, generic numerical methods in probability and statistics (65C20) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Population dynamics (general) (92D25) Applications of stochastic analysis (to PDEs, etc.) (60H30) Diffusion processes (60J60) Ecology (92D40) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Fokker-Planck equations (35Q84)

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