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Theory of Probability and Mathematical Statistics

ISSN 1547-7363(online) ISSN 0094-9000(print)

 
 

 

Asymptotic behavior of a solution of the non-autonomous logistic stochastic differential equation


Authors: O. D. Borysenko and D. O. Borysenko
Translated by: N. N. Semenov
Journal: Theor. Probability and Math. Statist. 101 (2020), 39-50
MSC (2020): Primary 60H10; Secondary 60G51, 92D25
DOI: https://doi.org/10.1090/tpms/1110
Published electronically: January 5, 2021
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Abstract | References | Similar Articles | Additional Information

Abstract: The non-autonomous logistic differential equation with coefficients perturbed by a white noise, or by a centered Poisson noise, or by a non-centered Poisson noise is studied. The existence of a unique global non-negative solution is proved. Sufficient conditions for the almost sure extinction, almost sure non-persistence in the mean, and almost sure weak persistence of a population are obtained.


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Additional Information

O. D. Borysenko
Affiliation: Department of Probability Theory, Statistics, and Actuarial Mathematics, Faculty for Mechanics and Mathematics, Kyiv Taras Shevchenko National University, Volodymyrs’ka Street, 64/13, Kyiv 01601, Ukraine
Email: odb@univ.kiev.ua

D. O. Borysenko
Affiliation: Department of Integral and Differential Equations, Faculty for Mechanics and Mathematics, Kyiv Taras Shevchenko National University, Volodymyrs’ka Street, 64/13, Kyiv 01601, Ukraine
Email: dima.borisenko.wrk@gmail.com

Keywords: Non-autonomous logistic stochastic differential equation, centered and non-centered Poisson noises, extinction, non-persistence in the mean, weak persistence
Received by editor(s): August 29, 2019
Published electronically: January 5, 2021
Article copyright: © Copyright 2020 American Mathematical Society