• Title of article

    A famous nonlinear stochastic equation (Lotka-Volterra model with diffusion)

  • Author/Authors

    Aratَ، نويسنده , , M.، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2003
  • Pages
    18
  • From page
    709
  • To page
    726
  • Abstract
    In our paper, we are interested in the generalization of the famous Lotka-Volterra models by the help of stochastic nonlinear differential equations (called diffusion type processes). We propose by Itoʹs rule some two- and multidimensional systems of stochastic differential equation, which can be used in statistical inference. For this reason, we give the Radon-Nikodym derivative of measures, the related linear stochastic models, and the discussion of the stability problems. We use the authorʹs earlier results in parameter estimation, stochastic control, and Kلlmلn filtering.
  • Keywords
    Coloured noise , Brownian motion , Lotka-Volterra equations , predator-prey model , stochastic differential equations , Nonlinear equations , Ito formula
  • Journal title
    Mathematical and Computer Modelling
  • Serial Year
    2003
  • Journal title
    Mathematical and Computer Modelling
  • Record number

    1592931