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