English

The stochastic evolution of an infinite population with logistic-type interaction

Probability 2025-11-11 v2

Abstract

An infinite population of point entities dwelling in the habitat X=\mathdsRdX=\mathds{R}^d is studied. Its members arrive at and depart from XX at random. The departure rate has a term corresponding to a logistic-type interaction between the entities. Thereby, the corresponding Kolmogorov operator LL has an additive quadratic part, which usually produces essential difficulties in its study. The population's pure states are locally finite counting measures defined on XX. The set of such states Γ\Gamma is equipped with the vague topology and thus with the corresponding Borel σ\sigma-field. The population evolution is described at two levels. At the first level, we deal with the Fokker-Planck equation for (L,F,μ0)(L,\mathcal{F},\mu_0) where F\mathcal{F} is an appropriate set of bounded test functions F:Γ\mathdsRF:\Gamma\to \mathds{R} (domain of LL) and μ0\mu_0 is an initial state, which is supposed to belong to the set Pexp\mathcal{P}_{\rm exp} of sub-Poissonian probability measures on Γ\Gamma. We prove that the Fokker-Planck equation has a unique solution tμtt\mapsto\mu_t which also belongs to Pexp\mathcal{P}_{\rm exp}. Some of the properties of this solution are also obtained. The second level description yields a Markov process such that its one dimensional marginals coincide with the mentioned states μt\mu_t. The process is obtained as the unique solution of the corresponding martingale problem.

Keywords

Cite

@article{arxiv.2411.16647,
  title  = {The stochastic evolution of an infinite population with logistic-type interaction},
  author = {Yuri Kozitsky and Michael Röckner},
  journal= {arXiv preprint arXiv:2411.16647},
  year   = {2025}
}
R2 v1 2026-06-28T20:11:51.994Z