TY - JOUR
T1 - Stochastic population dynamics under regime switching II
AU - Luo, Q.
AU - Mao, Xuerong
AU - National Natural Science Foundation of China (Funder)
AU - EPSRC (UK) (Funder)
AU - London Mathematical Society (Funder)
AU - Edinburgh Mathematical Society (Funder)
PY - 2009/7/15
Y1 - 2009/7/15
N2 - This is a continuation of our paper [Q. Luo, X. Mao, Stochastic population dynamics under regime switching, J. Math. Anal. Appl. 334 (2007) 69-84] on stochastic population dynamics under regime switching. In this paper we still take both white and color environmental noise into account. We show that a sufficient large white noise may make the underlying population extinct while for a relatively small noise we give both asymptotically upper and lower bound for the underlying population. In some special but important situations we precisely describe the limit of the average in time of the population.
AB - This is a continuation of our paper [Q. Luo, X. Mao, Stochastic population dynamics under regime switching, J. Math. Anal. Appl. 334 (2007) 69-84] on stochastic population dynamics under regime switching. In this paper we still take both white and color environmental noise into account. We show that a sufficient large white noise may make the underlying population extinct while for a relatively small noise we give both asymptotically upper and lower bound for the underlying population. In some special but important situations we precisely describe the limit of the average in time of the population.
KW - brownian motion
KW - markov chain
KW - stochastic differential equation
KW - It^o's formula
KW - extinction
KW - formula
KW - average in time.
UR - http://dx.doi.org/10.1016/j.jmaa.2006.12.032
U2 - 10.1016/j.jmaa.2009.02.010
DO - 10.1016/j.jmaa.2009.02.010
M3 - Article
VL - 355
SP - 577
EP - 593
JO - Journal of Mathematical Analysis and Applications
JF - Journal of Mathematical Analysis and Applications
SN - 0022-247X
IS - 2
ER -