Related papers: Analysis of a non-autonomous mutualism model drive…
We investigate a class of stochastic integro differential equations driven by Levy noise.
We analyze a specific class of random systems that are driven by a symmetric L\'{e}vy stable noise, where Langevin representation is absent. In view of the L\'{e}vy noise sensitivity to environmental inhomogeneities, the pertinent random…
We study robust nonlinear filtering for stochastic models driven by L\'evy processes, where the signal and observation processes are coupled through common Brownian and jump noise. Robustness, defined as the continuous dependence of the…
The effect of stochasticity, in the form of Gaussian white noise, in a predator-prey model with two distinct time-scales is presented. A supercritical singular Hopf bifurcation yields a Type II excitability in the deterministic model. We…
How diversity is maintained in natural ecosystems is a long-standing question in Theoretical Ecology. By studying a system that combines ecological dynamics, heterogeneous interactions and spatial structure, we uncover a new mechanism for…
Semilinear stochastic evolution equations with multiplicative Poisson noise and monotone nonlinear drift are considered. We do not impose coercivity conditions on coefficients. A novel method of proof for establishing existence and…
In order to understand the impact of random influences at physical boundary on the evolution of multiscale systems, a stochastic partial differential equation model under a fast random dynamical boundary condition is investigated. The…
We analyze the spatial asymptotic properties of the solution to the stochastic heat equation driven by an additive L\'evy space-time white noise. For fixed time $t > 0$ and space $x \in \mathbb{R}^d$ we determine the exact tail behavior of…
With the rapid increase of valuable observational, experimental and simulating data for complex systems, great efforts are being devoted to discovering governing laws underlying the evolution of these systems. However, the existing…
The stochastic motion in a nonhomogeneous medium with traps is studied and diffusion properties of that system are discussed. The particle is subjected to a stochastic stimulation obeying a general L\'evy stable statistics and experiences…
Organisms and ecological groups accumulate evidence to make decisions. Classic experiments and theoretical studies have explored this process when the correct choice is fixed during each trial. However, we live in a constantly changing…
In this paper we consider two processes driven by diffusions and jumps. The jump components are Levy processes and they can both have finite activity and infinite activity. Given discrete observations we estimate the covariation between the…
We consider one-dimensional stochastic differential equations with jumps in the general case. We introduce new technics based on local time and we prove new results on pathwise uniqueness and comparison theorems. Our approach are very easy…
In this paper, the successive approximation method is applied to investigate the existence and uniqueness of solutions to the stochastic differential equations (SDEs) driven by L\'evy noise under non-Lipschitz condition which is a much…
The dynamics of a two-species community of $N$ competing individuals is considered, with an emphasis on the role of environmental variations that affect coherently the fitness of entire populations. The chance of fixation of a mutant…
Let $A_\pm>0$, $\beta\in(0,1)$, and let $Z^{(\alpha)}$ be a strictly $\alpha$-stable L\'evy process with the jump measure $\nu(\mathrm{d} z)=(C_+\mathbb{I}_{(0,\infty)}(z)+ C_-\mathbb{I}_{(-\infty,0)}(z))|z|^{-1-\alpha}\,\mathrm{d} z$,…
Through certain appropriate constructions, we establish periodic solutions in distribution for some stochastic differential equations with infinite-dimensional Levy noise. Additionally, we obtain the corresponding periodic measures and…
With the aim of understanding the emergence of collective motion from local interactions of organisms in a "noisy" environment, we study biologically inspired, inherently non-equilibrium models consisting of self-propelled particles. In…
We study asymptotic properties of maximum likelihood estimators of drift parameters for a jump-type Heston model based on continuous time observations, where the jump process can be any purely non-Gaussian L\'evy process of not necessarily…
The transient dynamics of the Verhulst model perturbed by arbitrary non-Gaussian white noise is investigated. Based on the infinitely divisible distribution of the Levy process we study the nonlinear relaxation of the population density for…