4.5 Article

Stochastic population dynamics under regime switching II

期刊

出版社

ACADEMIC PRESS INC ELSEVIER SCIENCE
DOI: 10.1016/j.jmaa.2009.02.010

关键词

Brownian motion; Markov chain; Stochastic differential equation; Ito's formula; Extinction; Average in time

资金

  1. National Natural Science Foundation of China [60874110]
  2. EPSRC (UK)
  3. London Mathematical Society
  4. Edinburgh Mathematical Society

向作者/读者索取更多资源

This is a continuation of our paper [Q. Luo, X. Mao, Stochastic population dynamics under regime switching, J. Math. Anal. Appl. 334 (2007) 69-84] on stochastic population dynamics under regime switching. In this paper we still take both white and color environmental noise into account. We show that a sufficient large white noise may make the underlying population extinct while for a relatively small noise we give both asymptotically upper and lower bound for the underlying population. In some special but important situations we precisely describe the limit of the average in time of the population. (c) 2009 Elsevier Inc. All rights reserved.

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