Analysis and Approximation of a Stochastic Growth Model with Extinction
Analysis and Approximation of a Stochastic Growth Model with Extinction
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DOI：
10.1007/s11009-015-9438-7
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发表时间：
2016-06-01
影响因子：
0.9
通讯作者：
Larramendy-Valverde, Irene
中科院分区：
文献类型：
--
作者：
Campillo, Fabien;Joannides, Marc;Larramendy-Valverde, Irene
我们考虑一个随机增长模型，灭绝最终几乎必然发生。建立并研究了描述该过程规律的完整Fokker-Planck方程。这个方程结合了一个PDE和一个ODE，彼此相连。然后，我们设计了一个有限差分数值方案下的概率观点。通过数值模拟对模型及其近似进行了评价。
We consider a stochastic growth model for which extinction eventually occurs almost surely. The associated complete Fokker-Planck equation describing the law of the process is established and studied. This equation combines a PDE and an ODE, connected one to each other. We then design a finite differences numerical scheme under a probabilistic viewpoint. The model and its approximation are evaluated through numerical simulations.