Stochastic population dynamics driven by L茅vy noise

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• 作者：Jianhai Bao ; Chenggui Yuan ; ^{C.Yuan@swansea.ac.uk}
• 关键词：Brownian motion ; Lé ; vy noise ; Exponential martingale inequality with jumps ; Pathwise estimation
• 刊名：Journal of Mathematical Analysis and Applications
• 出版年：2012
• 期刊代码：76_0022247x
• 类别：mt
• 出版时间：15 July, 2012
• 卷：391
• 期：2
• 页码：363-375
• 文件大小：188 K

摘要

This paper considers stochastic population dynamics driven by L茅vy 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.