摘要
考虑区域转换下的随机人口模型.如果白噪声充分大时,人口将会以概率1消亡.白噪声相当小时,证明该模型存在唯一的平稳分布.
This paper considers a stochastic population model under regime switching. It is known that the population becomes extinct with probability 1 if the white noise intensity is sufficiently large. This paper obtains the existence and uniqueness of stationary distribution for the model if the white noise is relatively small.
出处
《四川师范大学学报(自然科学版)》
CAS
北大核心
2015年第2期178-181,共4页
Journal of Sichuan Normal University(Natural Science)
基金
supported by National Science Foundation of China(11271270 and 71273214)~~
关键词
随机微分方程
平稳分布
马尔科夫链
布朗运动
人口系统
Stochastic differential equation
stationary distribution
Markov chain
Brownian motion
population system