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
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