Qualitative behavior of geostochastic systems

DOI10.1016/0304-4149(80)90002-2MaRDI QIDQ1145084zbMATH OpenOpenAlexFDO

Authors Donald A. Dawson

Publication date 1980

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0304-4149(80)90002-2

zbMATH Keywords

stabilitybifurcationmoment inequalitiescritical behaviorgeostochastic logistic modelsgeostochastic systemsMcKean type nonlinear Markov approximationsspatially distributed stochastic population modelsspatially homogeneous solutions of nonlinear stochastic partial differential equations

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Population dynamics (general) (92D25) Ecology (92D40) Stochastic systems in control theory (general) (93E03)

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Cited in

(7)

• Parameter estimation for SPDEs with multiplicative fractional noise
• PRICING A CLASS OF EXOTIC OPTIONS VIA MOMENTS AND SDP RELAXATIONS
• A LINEAR PROGRAMMING APPROACH TO THE STEADY-STATE ANALYSIS OF REFLECTED BROWNIAN MOTION
• Asymptotic analysis of a kernel estimator for parabolic SPDE's with time-dependent coefficients.
• Bounding stationary averages of polynomial diffusions via semidefinite programming
• Estimation of the Hurst and diffusion parameters in fractional stochastic heat equation
• SDP vs. LP Relaxations for the Moment Approach in Some Performance Evaluation Problems

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