Stochastic population dynamics driven by Lévy noise

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Publication:412436

DOI10.1016/J.JMAA.2012.02.043zbMATH Open1316.92063arXiv1105.1174OpenAlexW2963483626MaRDI QIDQ412436FDOQ412436


Authors: Jianhai Bao, Chenggui Yuan Edit this on Wikidata


Publication date: 4 May 2012

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Abstract: This paper considers stochastic population dynamics driven by Levy noise. The contributions of this paper lie in that (a) Using Khasminskii-Mao theorem, we show that the stochastic differential equation associated with the model has a unique global positive solution; (b) Applying an exponential martingale inequality with jumps, we discuss the asymptotic pathwise estimation of such model.


Full work available at URL: https://arxiv.org/abs/1105.1174




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