TY - JOUR
T1 - Sufficient and necessary conditions of stochastic permanence and extinction for stochastic logistic populations under regime switching
AU - Li, Xiaoyue
AU - Gray, Alison
AU - Jiang, Daqing
AU - Mao, Xuerong
PY - 2011/4/1
Y1 - 2011/4/1
N2 - In this paper, we prove that a stochastic logistic population under regime switching controlled by a Markov chain is either stochastically permanent or extinctive, and we obtain the sufficient and necessary conditions for stochastic permanence and extinction under some assumptions. In the case of stochastic permanence we estimate the limit of the average in time of the sample path of the solution by two constants related to the stationary probability distribution of the Markov chain and the parameters of the subsystems of the population model. Finally, we illustrate our conclusions through two examples.
AB - In this paper, we prove that a stochastic logistic population under regime switching controlled by a Markov chain is either stochastically permanent or extinctive, and we obtain the sufficient and necessary conditions for stochastic permanence and extinction under some assumptions. In the case of stochastic permanence we estimate the limit of the average in time of the sample path of the solution by two constants related to the stationary probability distribution of the Markov chain and the parameters of the subsystems of the population model. Finally, we illustrate our conclusions through two examples.
KW - brownian motion
KW - stochastic differential equation
KW - generalized Itô's formula
KW - markov chain
KW - stochastic permanence
UR - http://www.sciencedirect.com/science?_ob=ArticleURL&_udi=B6WK2-51BBM27-2&_user=875629&_coverDate=04%2F01%2F2011&_rdoc=1&_fmt=high&_orig=search&_origin=search&_sort=d&_docanchor=&view=c&_searchStrId=1625299499&_rerunOrigin=google&_acct=C000046979&_version=1&_urlVersion=0&_userid=875629&md5=272eee77d84b18289af55e9d8c517e2f&searchtype=a
U2 - 10.1016/j.jmaa.2010.10.053
DO - 10.1016/j.jmaa.2010.10.053
M3 - Article
SN - 0022-247X
VL - 376
SP - 11
EP - 28
JO - Journal of Mathematical Analysis and Applications
JF - Journal of Mathematical Analysis and Applications
IS - 1
ER -