On the stability of stochastic jump kinetics

DOI10.4236/AM.2014.519300MaRDI QIDQ6231090FDOQ6231090

Publication date: 17 February 2012

Abstract: Motivated by the lack of a suitable constructive framework for analyzing popular stochastic models of Systems Biology, we devise conditions for existence and uniqueness of solutions to certain jump stochastic differential equations (SDEs). Working from simple examples we find reasonable and explicit assumptions on the driving coefficients for the SDE representation to make sense. By `reasonable' we mean that stronger assumptions generally do not hold for systems of practical interest. In particular, we argue against the traditional use of global Lipschitz conditions and certain common growth restrictions. By `explicit', finally, we like to highlight the fact that the various constants occurring among our assumptions all can be determined once the model is fixed. We show how basic long time estimates and some limit results for perturbations can be derived in this setting such that these can be contrasted with the corresponding estimates from deterministic dynamics. The main complication is that the natural path-wise representation is generated by a counting measure with an intensity that depends nonlinearly on the state.

Mathematics Subject Classification ID

Applications of continuous-time Markov processes on discrete state spaces (60J28) Systems biology, networks (92C42) Continuous-time Markov processes on discrete state spaces (60J27) Kinetics in biochemical problems (pharmacokinetics, enzyme kinetics, etc.) (92C45)

This page was built for publication: On the stability of stochastic jump kinetics

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6231090)