Mean and quasideterministic equivalence for linear stochastic dynamics

DOI10.1016/0025-5564(89)90010-2zbMath0679.92018OpenAlexW1989232330WikidataQ52538647 ScholiaQ52538647MaRDI QIDQ1823190

Floyd B. Hanson, Dennis Ryan

Publication date: 1989

Published in: Mathematical Biosciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0025-5564(89)90010-2

zbMATH Keywords

exact solutionlinear stochastic differential equationgeneralized Poisson processtransformation procedureconditional infinitesimal meanindependent random jump amplitudesIto's generalized chain rulelinear Gaussian white noiselinear Ito stochastic differential equationlinear Poisson noiselinear stochastic population modelquasideterministic approximation

Mathematics Subject Classification ID

Gaussian processes (60G15) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Population dynamics (general) (92D25) Diffusion processes (60J60) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)

Related Items (3)

Robust control design for nonlinear stochastic partial differential systems with Poisson noise: fuzzy implementation ⋮ Variational Bayesian identification and prediction of stochastic nonlinear dynamic causal models ⋮ Optimal harvesting with both population and price dynamics

Cites Work

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• Optimal harvesting with exponential growth in an environment with random disasters and bonanzas
• Optimal harvesting of a logistic population in an environment with stochastic jumps
• Logistic growth with random density independent disasters
• Persistence times of populations with large random fluctuations
• Optimal Harvesting of a Randomly Fluctuating Resource. I: Application of Perturbation Methods

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