A note on stability of stochastic logistic equation
From MaRDI portal
Publication:1950193
DOI10.1016/j.aml.2012.12.015zbMath1355.34095OpenAlexW2006928050MaRDI QIDQ1950193
Publication date: 10 May 2013
Published in: Applied Mathematics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.aml.2012.12.015
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stability of solutions to ordinary differential equations (34D20) Ordinary differential equations and systems with randomness (34F05)
Related Items (19)
Dynamic analysis of stochastic virus infection model with delay effect ⋮ Persistence and extinction in stochastic delay logistic equation by incorporating Ornstein-Uhlenbeck process ⋮ Stabilization of Stochastic Coupled Systems With Time Delay Via Feedback Control Based on Discrete‐Time State Observations ⋮ Chebyshev cardinal wavelets for nonlinear stochastic differential equations driven with variable-order fractional Brownian motion ⋮ Strong convergence of semi-implicit split-step methods for SDE with locally Lipschitz coefficients ⋮ Almost sure permanence of stochastic single species models ⋮ Numerical simulation of the Hurst index of solutions of fractional stochastic dynamical systems driven by fractional Brownian motion ⋮ Some analysis of a stochastic logistic growth model ⋮ Integration of the stochastic logistic equation via symmetry analysis ⋮ The extinction and persistence of tumor evolution influenced by external fluctuations and periodic treatment ⋮ Stability of stochastic Richards growth model ⋮ An efficient computational method for solving nonlinear stochastic Itô integral equations: application for stochastic problems in physics ⋮ Survival analysis for tumor growth model with stochastic perturbation ⋮ Stability analysis of a stochastic Gilpin-Ayala model driven by Lévy noise ⋮ Ergodic property of a Lotka-Volterra predator-prey model with white noise higher order perturbation under regime switching ⋮ Analysis and computation of an optimality equation arising in an impulse control problem with discrete and costly observations ⋮ Phenomenological bifurcation in a stochastic logistic model with correlated colored noises ⋮ Chelyshkov least squares support vector regression for nonlinear stochastic differential equations by variable fractional Brownian motion ⋮ On a stochastic nonlocal system with discrete diffusion modeling life tables
This page was built for publication: A note on stability of stochastic logistic equation