Stochastic Population Dynamics Driven by Levy Noise
Probability
2011-05-09 v1
Abstract
This paper considers stochastic population dynamics driven by Levy noise. The contributions of this paper lie in that (a) Using Khasminskii-Mao theorem, we show that the stochastic differential equation associated with the model has a unique global positive solution; (b) Applying an exponential martingale inequality with jumps, we discuss the asymptotic pathwise estimation of such model.
Cite
@article{arxiv.1105.1174,
title = {Stochastic Population Dynamics Driven by Levy Noise},
author = {Jianhai Bao and Chenggui Yuan},
journal= {arXiv preprint arXiv:1105.1174},
year = {2011}
}
Comments
16 pages