TY - JOUR
T1 - Stochastic delay Lotka-Volterra model
AU - Bahar, Arifah
AU - Mao, Xuerong
PY - 2004/4/15
Y1 - 2004/4/15
N2 - We reveal in this paper that the environmental noise will not only suppress a potential population explosion in the stochastic delay Lotka-Volterra model but will also make the solutions to be stochastically ultimately bounded. To reveal these interesting facts, we stochastically perturb the delay Lotka-Volterra model ̇ x(t) = diag(x1 (t),..., xn(t))[b + Ax(t - τ)] into the Itô form dx(t) = diag(x1 (t),..., xn(t) [(b + Ax(t - τ))dt + σ x(t) dw(t)], and show that although the solution to the original delay equation may explode to infinity in a finite time, with probability one that of the associated stochastic delay equation does not. We also show that the solution of the stochastic equation will be stochastically ultimately bounded without any additional condition on the matrix A.
AB - We reveal in this paper that the environmental noise will not only suppress a potential population explosion in the stochastic delay Lotka-Volterra model but will also make the solutions to be stochastically ultimately bounded. To reveal these interesting facts, we stochastically perturb the delay Lotka-Volterra model ̇ x(t) = diag(x1 (t),..., xn(t))[b + Ax(t - τ)] into the Itô form dx(t) = diag(x1 (t),..., xn(t) [(b + Ax(t - τ))dt + σ x(t) dw(t)], and show that although the solution to the original delay equation may explode to infinity in a finite time, with probability one that of the associated stochastic delay equation does not. We also show that the solution of the stochastic equation will be stochastically ultimately bounded without any additional condition on the matrix A.
KW - Brownian motion
KW - explosion
KW - Itô's formula
KW - stochastic differential delay equation
KW - ultimate boundedness
UR - http://www.scopus.com/inward/record.url?scp=1942508139&partnerID=8YFLogxK
UR - http://www.sciencedirect.com/science/article/pii/S0022247X03009089
U2 - 10.1016/j.jmaa.2003.12.004
DO - 10.1016/j.jmaa.2003.12.004
M3 - Article
AN - SCOPUS:1942508139
SN - 0022-247X
VL - 292
SP - 364
EP - 380
JO - Journal of Mathematical Analysis and Applications
JF - Journal of Mathematical Analysis and Applications
IS - 2
ER -