In this paper, a stochastic predator-prey model with stage structure for predatorand ratio-dependent functional response is concerned. Sufficient conditions for the globalasymptotic stability of positive equilibrium a...In this paper, a stochastic predator-prey model with stage structure for predatorand ratio-dependent functional response is concerned. Sufficient conditions for the globalasymptotic stability of positive equilibrium are established. Some numerical simulations arecarried out to illustrate the theoretical results.展开更多
In this paper, we establish a the LaSalle's theorem for stochastic differential equation based on Li's work, and give a more general Lyapunov function which it is more easy to apply. Our work has partly genera...In this paper, we establish a the LaSalle's theorem for stochastic differential equation based on Li's work, and give a more general Lyapunov function which it is more easy to apply. Our work has partly generalized Mao's work.展开更多
This paper addresses the problem of the interpretation of the stochastic differential equations (SDE). Even if from a theoretical point of view, there are infinite ways of interpreting them, in practice only Stratonov...This paper addresses the problem of the interpretation of the stochastic differential equations (SDE). Even if from a theoretical point of view, there are infinite ways of interpreting them, in practice only Stratonovich’s and Itô’s interpretations and the kinetic form are important. Restricting the attention to the first two, they give rise to two different Fokker-Planck-Kolmogorov equations for the transition probability density function (PDF) of the solution. According to Stratonovich’s interpretation, there is one more term in the drift, which is not present in the physical equation, the so-called spurious drift. This term is not present in Itô’s interpretation so that the transition PDF’s of the two interpretations are different. Several examples are shown in which the two solutions are strongly different. Thus, caution is needed when a physical phenomenon is modelled by a SDE. However, the meaning of the spurious drift remains unclear.展开更多
By using the Ito's calculus, a law of the iterated logarithm is established for the processes with independent increments (PⅡ). Let X = {Xt, t ≥ 0} be a PII with Ext=0,V(t)=Ext2<∞and limt∞V(t)=∞ If one of ...By using the Ito's calculus, a law of the iterated logarithm is established for the processes with independent increments (PⅡ). Let X = {Xt, t ≥ 0} be a PII with Ext=0,V(t)=Ext2<∞and limt∞V(t)=∞ If one of the following conditions is satisfied,(2) Suppose the Levy's measure of X may be written as v(dt,ds) = Ft(dx) dV(t) and there is a σ-finite measure G such tnat ,展开更多
基金Supported by the National Natural Science Foundation of China(Nos.11371368)The Natural Science Foundation of HeBei(No.A2014506015)
文摘In this paper, a stochastic predator-prey model with stage structure for predatorand ratio-dependent functional response is concerned. Sufficient conditions for the globalasymptotic stability of positive equilibrium are established. Some numerical simulations arecarried out to illustrate the theoretical results.
基金Foundation item: The project supported partially by Fund of Post-doctor of China.
文摘In this paper, we establish a the LaSalle's theorem for stochastic differential equation based on Li's work, and give a more general Lyapunov function which it is more easy to apply. Our work has partly generalized Mao's work.
文摘This paper addresses the problem of the interpretation of the stochastic differential equations (SDE). Even if from a theoretical point of view, there are infinite ways of interpreting them, in practice only Stratonovich’s and Itô’s interpretations and the kinetic form are important. Restricting the attention to the first two, they give rise to two different Fokker-Planck-Kolmogorov equations for the transition probability density function (PDF) of the solution. According to Stratonovich’s interpretation, there is one more term in the drift, which is not present in the physical equation, the so-called spurious drift. This term is not present in Itô’s interpretation so that the transition PDF’s of the two interpretations are different. Several examples are shown in which the two solutions are strongly different. Thus, caution is needed when a physical phenomenon is modelled by a SDE. However, the meaning of the spurious drift remains unclear.
文摘By using the Ito's calculus, a law of the iterated logarithm is established for the processes with independent increments (PⅡ). Let X = {Xt, t ≥ 0} be a PII with Ext=0,V(t)=Ext2<∞and limt∞V(t)=∞ If one of the following conditions is satisfied,(2) Suppose the Levy's measure of X may be written as v(dt,ds) = Ft(dx) dV(t) and there is a σ-finite measure G such tnat ,
