Stochastic population dynamics under regime switching

被引:275
作者
Luo, Qi
Mao, Xuerong [1 ]
机构
[1] Univ Strathclyde, Dept Stat & Modelling Sci, Glasgow G1 1XH, Lanark, Scotland
[2] Nanjing Univ Informat Sci & Technol, Dept Informat & Commun, Nanjing 210044, Peoples R China
基金
英国工程与自然科学研究理事会; 中国国家自然科学基金;
关键词
brownian motion; Markov chain; stochastic differential equation; Ito's formula; boundedness;
D O I
10.1016/j.jmaa.2006.12.032
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
In this paper we will develop a new stochastic population model under regime switching. Our model takes both white and color environmental noises into account. We will show that the white noise suppresses explosions in population dynamics. Moreover, from the point of population dynamics, our new model has more desired properties than some existing stochastic population models. In particular, we show that our model is stochastically ultimately bounded. (c) 2006 Elsevier Inc. All rights reserved.
引用
收藏
页码:69 / 84
页数:16
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