Title of article
Pathwise estimation of the stochastic functional Kolmogorov-type system
Author/Authors
Wu، نويسنده , , Fuke and Hu، نويسنده , , Yangzi and Wu، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2009
Pages
15
From page
191
To page
205
Abstract
In this paper we stochastically perturb the functional Kolmogorov-type system x ˙ ( t ) = diag ( x 1 ( t ) , … , x n ( t ) ) f ( x t ) into the stochastic functional differential equation d x ( t ) = diag ( x 1 ( t ) , … , x n ( t ) ) [ f ( x t ) d t + g ( x t ) d w ( 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.
Keywords
Lotka–Volterra-type system , Kolmogorov-type system , Stochastic functional differential equations , Pathwise estimation
Journal title
Journal of the Franklin Institute
Serial Year
2009
Journal title
Journal of the Franklin Institute
Record number
1543338
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