Pathwise estimation of the stochastic functional Kolmogorov-type system

被引：2

作者：

Wu, Fuke ^{[1
]}

Hu, Yangzi ^{[1
]}

机构：

[1] Huazhong Univ Sci & Technol, Dept Math, Wuhan 430074, Hubei, Peoples R China

来源：

JOURNAL OF THE FRANKLIN INSTITUTE-ENGINEERING AND APPLIED MATHEMATICS | 2009年 / 346卷 / 03期

关键词：

Kolmogorov-type system; Lotka-Volterra-type system; Stochastic functional differential equations; Pathwise estimation; DELAY; STABILITY; DYNAMICS;

D O I：

10.1016/j.jfranklin.2008.06.011

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

In this paper we stochastically perturb the functional Kolmogorov-type system <(x)over dot>(t) = diag(x(1)(t), ..., x(n)(t))f(x(t)) into the stochastic functional differential equation dx(t) = diag(x(1)(t), ..., x(n)(t))[f(x(t))dt + g(x(t))dw(t)]. This paper studies pathwise estimation of the solution to this equation. As the applications, this paper also discusses the pathwise estimation of the solutions of various stochastic Lotka-Volterra- type systems. (C) 2008 The Franklin Institute. Published by Elsevier Ltd. All rights reserved.

引用

页码：191 / 205

页数：15

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