4.5 Article

Stochastic population dynamics driven by Levy noise

Journal

JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS
Volume 391, Issue 2, Pages 363-375

Publisher

ACADEMIC PRESS INC ELSEVIER SCIENCE
DOI: 10.1016/j.jmaa.2012.02.043

Keywords

Brownian motion; Levy noise; Exponential martingale inequality with jumps; Pathwise estimation

Ask authors/readers for more resources

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.

Authors

I am an author on this paper
Click your name to claim this paper and add it to your profile.

Reviews

Primary Rating

4.5
Not enough ratings

Secondary Ratings

Novelty
-
Significance
-
Scientific rigor
-
Rate this paper

Recommended

No Data Available
No Data Available