Environmental Brownian noise suppresses explosions in population dynamics
Mao, Xuerong and Marion, Glenn and Renshaw, Eric (2002) Environmental Brownian noise suppresses explosions in population dynamics. Stochastic Processes and their Applications, 97 (1). pp. 95-110. ISSN 0304-4149 (https://doi.org/10.1016/S0304-4149(01)00126-0)
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Population systems are often subject to environmental noise, and our aim is to show that (surprisingly) the presence of even a tiny amount can suppress a potential population explosion. To prove this intrinsically interesting result, we stochastically perturb the multivariate deterministic system ẋ(t) = f(x(t)) into the Itô form dx(t) = f(x(t))dt + g(x(t))dw(t), and show that although the solution to the original ordinary differential equation may explode to infinity in a finite time, with probability one that of the associated stochastic differential equation does not.
ORCID iDs
Mao, Xuerong ORCID: https://orcid.org/0000-0002-6768-9864, Marion, Glenn and Renshaw, Eric;-
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Item type: Article ID code: 57409 Dates: DateEvent2002PublishedSubjects: Science > Mathematics Department: Faculty of Science > Mathematics and Statistics Depositing user: Pure Administrator Date deposited: 15 Aug 2016 10:14 Last modified: 11 Nov 2024 17:47 Related URLs: URI: https://strathprints.strath.ac.uk/id/eprint/57409