Stochastic population dynamics driven by Levy noise
Stochastic population dynamics driven by Levy noise
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DOI：
10.1016/j.jmaa.2012.02.043
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发表时间：
2012-07-15
影响因子：
1.3
通讯作者：
Yuan, Chenggui
中科院分区：
文献类型：
--
作者：
Bao, Jianhai;Yuan, Chenggui
本文考虑由Levy噪声驱动的随机种群动力学。本文的贡献在于：(A)利用Khasminskii-Mao定理，我们证明了与我们的模型相关的随机微分方程有唯一的整体正解：(B)应用一个带跳的指数鞅不等式，我们讨论了这类模型的渐近路径估计。(C)2012 Elsevier Inc.保留所有权利。
This paper considers stochastic population dynamics driven by Levy noise. The contributions of this paper lie in that: (a) Using the Khasminskii-Mao theorem, we show that the stochastic differential equation associated with our model has a unique global positive solution: (b) Applying an exponential martingale inequality with jumps, we discuss the asymptotic pathwise estimation of such a model. (C) 2012 Elsevier Inc. All rights reserved.