Asymptotic moment estimation for stochastic Lotka-Volterra model driven by G-Brownian motion

DOI10.1080/17442508.2020.1784896MaRDI QIDQ5086700zbMATH OpenOpenAlexFDO

Authors Ping He, Yong Ren, Defei Zhang

Publication date 7 July 2022

Published in Stochastics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/17442508.2020.1784896

zbMATH Keywords

\(G\)-Brownian motionasymptotic moment estimationLotka-Volterra modelnon-linear expectation

Mathematics Subject Classification ID

Nonlinear processes (e.g., (G)-Brownian motion, (G)-Lévy processes) (60G65) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Population dynamics (general) (92D25)

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Cites work

• G-expectation, G-Brownian motion and related stochastic calculus of Itô type
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• Stochastic Lotka-Volterra systems with Lévy noise
• Stochastic Lotka–Volterra Population Dynamics with Infinite Delay
• Strong laws of large numbers for sub-linear expectations
• Survey on normal distributions, central limit theorem, Brownian motion and the related stochastic calculus under sublinear expectations

Cited in

(3)

• Practical exponential stability of stochastic delayed systems with G-Brownian motion via vector G-Lyapunov function
• A stochastic epidemic model with G-Brownian motion
• Asymptotic behaviors for delay Lotka-Volterra model disturbed by \(G\)-Brownian motion

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