On the large-time behaviour of the solution of a stochastic differential equation driven by a Poisson point process

DOI10.1017/APR.2017.4MaRDI QIDQ5233171zbMATH OpenOpenAlexWikidataFDO

Authors Elma Nassar, Etienne Pardoux

Publication date 16 September 2019

Published in Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1602.01325

zbMATH Keywords

large-time behaviourrecurrencestochastic differential equations with jumpstransience

Mathematics Subject Classification ID

Random measures (60G57) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Continuous-time Markov processes on general state spaces (60J25)

Abstract: We study a stochastic differential equation driven by a Poisson point process, which models continuous changes in a population's environment, as well as the stochastic fixation of beneficial mutations that might compensate for this change. The fixation probability of a given mutation increases as the phenotypic lag X_t between the population and the optimum grows larger, and successful mutations are assumed to fix instantaneously (leading to an adaptive jump). Our main result is that the process is transient (i.e., continued adaptation is impossible) if the rate of environmental change v exceeds a parameter m, which can be interpreted as the rate of adaptation in case every beneficial mutation gets fixed with probability 1. If v < m, the process is positive recurrent, while in the limiting case m=v, null recurrence or transience depends upon additional technical conditions. We show how our results can be extended to the case of a time varying rate of environmental change.

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Cites work

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Cited in

(4)

• Phenotypic lag and population extinction in the moving-optimum model: insights from a small-jumps limit
• Small jumps asymptotic of the moving optimum Poissonian SDE
• On large time asymptotics for drift-diffusion-poisson systems
• Adaptation of a population to a changing environment in the light of quasi-stationarity

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