Abstract
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.
Original language | English |
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Pages (from-to) | 95-110 |
Number of pages | 16 |
Journal | Stochastic Processes and their Applications |
Volume | 97 |
Issue number | 1 |
DOIs | |
Publication status | Published - 2002 |
Keywords
- boundedness
- Brownian motion
- explosion
- Itô's formula
- stochastic differential equation