• Previous Article
    Strong Allee effect in a stochastic logistic model with mate limitation and stochastic immigration
  • DCDS-B Home
  • This Issue
  • Next Article
    Controlling stochasticity in epithelial-mesenchymal transition through multiple intermediate cellular states
September  2016, 21(7): 2293-2319. doi: 10.3934/dcdsb.2016048

Kolmogorov-type systems with regime-switching jump diffusion perturbations

1. 

School of Mathematics and Statistics, Huazhong University of Science and Technology, Wuhan, Hubei 430074, China

2. 

Department of Mathematics, Wayne State University, Detroit, Michigan 48202

3. 

Centre for Actuarial Studies, Department of Economics, The University of Melbourne, VIC 3010, Australia

Received  August 2015 Revised  November 2015 Published  August 2016

Population systems are often subject to various different types of environmental noises. This paper considers a class of Kolmogorov-type systems perturbed by three different types of noise including Brownian motions, Markovian switching processes, and Poisson jumps, which is described by a regime-switching jump diffusion process. This paper examines these three different types of noises and determines their effects on the properties of the systems. The properties to be studied include existence and uniqueness of global positive solutions, boundedness of this positive solution, and asymptotic growth property, and extinction in the senses of the almost sure and the $p$th moment. Finally, this paper also considers a stochastic Lotka-Volterra system with regime-switching jump diffusion processes as a special case.
Citation: Fuke Wu, George Yin, Zhuo Jin. Kolmogorov-type systems with regime-switching jump diffusion perturbations. Discrete and Continuous Dynamical Systems - B, 2016, 21 (7) : 2293-2319. doi: 10.3934/dcdsb.2016048
References:
[1]

W. J. Anderson, Continuous-Time Markov Chains, Springer-Verlag, New York, 1991. doi: 10.1007/978-1-4612-3038-0.

[2]

D. Applebaum, Levy Processes and Stochastic Calculus, $2^{nd}$ Edition, Cambridge University Press, New York, 2009. doi: 10.1017/CBO9780511809781.

[3]

D. Applebaum and M. Siakalli, Asymptotic stability properties of stochastic differential equations driven by Lévy noise, Journal of Applied Probability, 46 (2009), 1116-1129.

[4]

A. Bahar and X. Mao, Stochastic delay Lotka-Volterra model, Journal of Mathematical Analysis and Applications, 292 (2004), 364-380.

[5]

A. Bahar and X. Mao, Stochastic delay population dynamcis, International Journal of pure and applied mathematics, 11 (2004), 377-400.

[6]

J. Bao, X. Mao, G. Yin and C. Yuan, Competitive Lotka-Volterra population dynamics with jumps, Nonlinear Analysis: Theory, Methods & Applications, 74 (2011), 6601-6616. doi: 10.1016/j.na.2011.06.043.

[7]

J. Bao and C. Yuan, Stochastic population dynamics driven by Lévy noise, Journal of Mathematical Analysis and Applications, 391 (2012), 363-375. doi: 10.1016/j.jmaa.2012.02.043.

[8]

N. H. Dang, N. H. Du and G. Yin, Existence of stationary distributions for Kolmogorov systems of competitive type under telegraph noise, Journal of Differential Equations, 257 (2014), 2078-2101. doi: 10.1016/j.jde.2014.05.029.

[9]

A. Dembo and O. Zeitouni, Large Deviation Techniques and Applications, $2^{nd}$, Jones and Bartlett, Boston, 1998. doi: 10.1007/978-1-4612-5320-4.

[10]

J. D. Deuschel and D. W. Stroock, Large Deviations, Academic Press, Boston, 1989.

[11]

M. D. Donsker and S. R. S. Varadhan, Asymptotic evaluation of certain Markov process expectations for large time, I, Communications on Pure and Applied Mathematics, 28 (1975), 1-47.

[12]

M. D. Donsker and S. R. S. Varadhan, Asymptotic evaluation of certain Markov process expectations for large time, II, Communications on Pure and Applied Mathematics, 28 (1975), 279-301.

[13]

M. D. Donsker and S. R. S. Varadhan, Asymptotic evaluation of certain Markov process expectations for large time, III, Communications on Pure and Applied Mathematics, 29 (1976), 389-461. doi: 10.1002/cpa.3160290405.

[14]

M. D. Donsker and S. R. S. Varadhan, Asymptotic evaluation of certain Markov process expectations for large time, IV, Communications on Pure and Applied Mathematics, 36 (1983), 183-212. doi: 10.1002/cpa.3160360204.

[15]

N. H. Du and N. H. Dang, Dynamics of Kolmogorov systems of competitive type under the telegraph noise, Journal of Differential Equations, 250 (2011), 386-409. doi: 10.1016/j.jde.2010.08.023.

[16]

N. H. Du, D. H. Nguyen and G. Yin, Conditions for permanence and ergodicity of certain stochastic predator-prey models,, to appear in Journal of Applied Probability., ().  doi: 10.1017/jpr.2015.18.

[17]

T. Faria and J. J. Oliveira, Local and global stability for Lotka-Volterra systems with distributed delays and instantaneous negative feedbacks, Journal of Differential Equations, 244 (2008), 1049-1079. doi: 10.1016/j.jde.2007.12.005.

[18]

B. M. Gary, A functional equation characterizing monomial functions used in permanence theory for ecological differential equation, Universitatis Iagellonicae acta mathematica, 42 (2004), 69-76.

[19]

T. C. Gard, Persistence in stochastic food web models, Bulletin of Mathematical Biology, 46 (1984), 357-370. doi: 10.1007/BF02462011.

[20]

T. C. Gard, Stability for multispecies population models in random environments, Nonlinear Analysis, 10 (1986), 1411-1419. doi: 10.1016/0362-546X(86)90111-2.

[21]

T. C. Gard, Introduction to Stochastic Differential Equations, Dekker, New York, 1988.

[22]

K. Gopalsamy, Global asymptotic stability in a periodic Lotka-Volterra system, The Journal of the Australian Mathematical Society. Series B, Applied Mathematics, 27 (1985), 66-72. doi: 10.1017/S0334270000004768.

[23]

X. Han, Z. Teng and D. Xiao, Persistence and average persistence of a nonautonomous Kolmogorov system, Chaos Solitons Fractals, 30 (2006), 748-758. doi: 10.1016/j.chaos.2006.04.026.

[24]

O. Kallenberg, Foundations of Modern Probability, $2^{nd}$ Edition, Springer, 2002.

[25]

Y. Kuang, Delay Differential Equations with Applications in Population Dynamics, Academic press, Bosten, 1993.

[26]

Y. Li and Y. Kuang, Periodic solutions of periodic delay Lotka-Volterra equations and systems, Journal of Mathematical Analysis and Applications, 255 (2001), 260-280. doi: 10.1006/jmaa.2000.7248.

[27]

M. Liu and K. Wang, Stochastic Lotka-Volterra systems with Lévy noise, Journal of Mathematical Analysis and Applications, 410 (2014), 750-763. doi: 10.1016/j.jmaa.2013.07.078.

[28]

Q. Luo and X. Mao, Stochastic population dynamics under regime switching, Journal of Mathematical Analysis and applications, 334 (2007), 69-84. doi: 10.1016/j.jmaa.2006.12.032.

[29]

Q. Luo and X. Mao, Stochastic population dynamics under regime switching II, Journal of Mathematical Analysis and Applications, 355 (2009), 577-593. doi: 10.1016/j.jmaa.2009.02.010.

[30]

E. Lungu and B. Øksendal, Optimal harvesting from a population in a stochastic crowded environment, Mathematical Biosciences, 145 (1997), 47-75. doi: 10.1016/S0025-5564(97)00029-1.

[31]

E. Lungu and B. Øksendal, Optimal Harvesting from Interacting Populations in a Stochastic Environment, Bernoulli, 7 (2001), 527-539. doi: 10.2307/3318500.

[32]

X. Mao, G. Marion and E. Renshaw, Environmental noise supresses explosion in population dynamics, Stochastic Processes and their Applications, 97 (2002), 95-110. doi: 10.1016/S0304-4149(01)00126-0.

[33]

X. Mao, Delay population dynamics and environmental noise, Stochastics and Dynamics, 5 (2005), 149-162. doi: 10.1142/S021949370500133X.

[34]

X. Mao and C. Yuan, Stochastic Differential Equations with Markovian Switching, Imperial College Press, Londen, 2006. doi: 10.1142/p473.

[35]

X. Mao, Stochastic Differential Equations and Applications, $2^{nd}$ Edition, Horwood, Chichester, UK, 2008. doi: 10.1533/9780857099402.

[36]

J. D. Murray, Mathematical Biology, I. an Introduction, $3^{rd}$ Edition, Springer, 2002.

[37]

H. D. Nguyen, N. H. Du and G. Yin, Existence of stationary distributions for Kolmogorov systems of competitive type under telegraph noise, Journal of Differential Equations, 257 (2014), 2078-2101. doi: 10.1016/j.jde.2014.05.029.

[38]

S. Pang, F. Deng and X. Mao, Asymptotic properties of stochastic population dynamics, Dynamics of Continuous Discrete and Impulsive Systems Series A, 15 (2008), 603-620.

[39]

P. E. Protter, Stochastic Integration and Differential Equations, $2^{nd}$ Edition, Springer, 2004.

[40]

M. Slatkin, The dynamics of a population in a Markovian environment, Ecology, 59 (1978), 249-256. doi: 10.2307/1936370.

[41]

Y. Takeuchi, Global Dynamical Properties of Lotka-Volterra Systems, World Scientific, Singapore, 1996. doi: 10.1142/9789812830548.

[42]

Y. Takeuchi, N. H. Du, N. T. Hieu and K. Sato, Evolution of predator-prey systems described by a Lotka-Volterra equation under random environment, Journal of Mathematical Analysis and applications, 323 (2006), 938-957. doi: 10.1016/j.jmaa.2005.11.009.

[43]

B. Tang and Y. Kuang, Permanence in Kolmogorov-type systems of nonautonomous functional differential equations, Journal of Mathematical Analysis and Applications, 197 (1996), 427-447. doi: 10.1006/jmaa.1996.0030.

[44]

Z. Teng, The almost periodic Kolmogorov competitive sysems, Nonlinear Analysis, 42 (2000), 1221-1230. doi: 10.1016/S0362-546X(99)00149-2.

[45]

F. Wu and S. Hu, Stochastic functional Kolmogorov-type population dynamics, Journal of Mathematical analysis and applications, 347 (2008), 534-549. doi: 10.1016/j.jmaa.2008.06.038.

[46]

F. Wu and S. Hu, Suppression and stabilisation of noise, International Journal of Control, 82 (2009), 2150-2157. doi: 10.1080/00207170902968108.

[47]

F. Wu and Y. Xu, Stochastic Lotka-Volterra population dynamics with infinite delay, SIAM Journal on Applied Mathematics, 70 (2009), 641-657. doi: 10.1137/080719194.

[48]

F. Wu, S. Hu and Y. Liu, Positive solution and its asymptotic behaviour of stochastic functional Kolmogorov-type system, Journal of Mathematical Analysis and Applications, 364 (2010), 104-118. doi: 10.1016/j.jmaa.2009.10.072.

[49]

F. Wu and G. Yin, Environmental noise impact on regularity and extinction of population systems with infinite delay, Journal of Mathematical Analysis and Applications, 396 (2012), 772-785. doi: 10.1016/j.jmaa.2012.07.017.

[50]

G. Yin and F. Xi, Stablity of regime-switching jump diffusions, SIAM Journal on Control and Optimization, 48 (2010), 4525-4549. doi: 10.1137/080738301.

[51]

G. Yin and C. Zhu, Hybrid Switching Diffusions: Properties and Applications, Springer, New York, 2010. doi: 10.1007/978-1-4419-1105-6.

[52]

G. Yin, G. Zhao and F. Wu, Regularization and stabilization of randomly switching dynamic systems, SIAM Journal on Applied Mathematics, 72 (2012), 1361-1382. doi: 10.1137/110851171.

[53]

C. Zhu and G. Yin, On hybrid competitive Lotka-Volterra ecosystems, Nonlinear Analysis: Theory, Methods & Applications, 71 (2009), e1370-e1379. doi: 10.1016/j.na.2009.01.166.

[54]

C. Zhu and G. Yin, On competitive Lotka-Volterra model in random environments, Journal of Mathematical Analysis and Applications, 357 (2009), 154-170. doi: 10.1016/j.jmaa.2009.03.066.

[55]

X. Zong, F. Wu, G. Yin and Z. Jin, Almost sure and $p$th-moment stability and stabilization of regime-switching jump diffusion systems, SIAM Journal on Control and Optimization, 52 (2014), 2595-2622. doi: 10.1137/14095251X.

show all references

References:
[1]

W. J. Anderson, Continuous-Time Markov Chains, Springer-Verlag, New York, 1991. doi: 10.1007/978-1-4612-3038-0.

[2]

D. Applebaum, Levy Processes and Stochastic Calculus, $2^{nd}$ Edition, Cambridge University Press, New York, 2009. doi: 10.1017/CBO9780511809781.

[3]

D. Applebaum and M. Siakalli, Asymptotic stability properties of stochastic differential equations driven by Lévy noise, Journal of Applied Probability, 46 (2009), 1116-1129.

[4]

A. Bahar and X. Mao, Stochastic delay Lotka-Volterra model, Journal of Mathematical Analysis and Applications, 292 (2004), 364-380.

[5]

A. Bahar and X. Mao, Stochastic delay population dynamcis, International Journal of pure and applied mathematics, 11 (2004), 377-400.

[6]

J. Bao, X. Mao, G. Yin and C. Yuan, Competitive Lotka-Volterra population dynamics with jumps, Nonlinear Analysis: Theory, Methods & Applications, 74 (2011), 6601-6616. doi: 10.1016/j.na.2011.06.043.

[7]

J. Bao and C. Yuan, Stochastic population dynamics driven by Lévy noise, Journal of Mathematical Analysis and Applications, 391 (2012), 363-375. doi: 10.1016/j.jmaa.2012.02.043.

[8]

N. H. Dang, N. H. Du and G. Yin, Existence of stationary distributions for Kolmogorov systems of competitive type under telegraph noise, Journal of Differential Equations, 257 (2014), 2078-2101. doi: 10.1016/j.jde.2014.05.029.

[9]

A. Dembo and O. Zeitouni, Large Deviation Techniques and Applications, $2^{nd}$, Jones and Bartlett, Boston, 1998. doi: 10.1007/978-1-4612-5320-4.

[10]

J. D. Deuschel and D. W. Stroock, Large Deviations, Academic Press, Boston, 1989.

[11]

M. D. Donsker and S. R. S. Varadhan, Asymptotic evaluation of certain Markov process expectations for large time, I, Communications on Pure and Applied Mathematics, 28 (1975), 1-47.

[12]

M. D. Donsker and S. R. S. Varadhan, Asymptotic evaluation of certain Markov process expectations for large time, II, Communications on Pure and Applied Mathematics, 28 (1975), 279-301.

[13]

M. D. Donsker and S. R. S. Varadhan, Asymptotic evaluation of certain Markov process expectations for large time, III, Communications on Pure and Applied Mathematics, 29 (1976), 389-461. doi: 10.1002/cpa.3160290405.

[14]

M. D. Donsker and S. R. S. Varadhan, Asymptotic evaluation of certain Markov process expectations for large time, IV, Communications on Pure and Applied Mathematics, 36 (1983), 183-212. doi: 10.1002/cpa.3160360204.

[15]

N. H. Du and N. H. Dang, Dynamics of Kolmogorov systems of competitive type under the telegraph noise, Journal of Differential Equations, 250 (2011), 386-409. doi: 10.1016/j.jde.2010.08.023.

[16]

N. H. Du, D. H. Nguyen and G. Yin, Conditions for permanence and ergodicity of certain stochastic predator-prey models,, to appear in Journal of Applied Probability., ().  doi: 10.1017/jpr.2015.18.

[17]

T. Faria and J. J. Oliveira, Local and global stability for Lotka-Volterra systems with distributed delays and instantaneous negative feedbacks, Journal of Differential Equations, 244 (2008), 1049-1079. doi: 10.1016/j.jde.2007.12.005.

[18]

B. M. Gary, A functional equation characterizing monomial functions used in permanence theory for ecological differential equation, Universitatis Iagellonicae acta mathematica, 42 (2004), 69-76.

[19]

T. C. Gard, Persistence in stochastic food web models, Bulletin of Mathematical Biology, 46 (1984), 357-370. doi: 10.1007/BF02462011.

[20]

T. C. Gard, Stability for multispecies population models in random environments, Nonlinear Analysis, 10 (1986), 1411-1419. doi: 10.1016/0362-546X(86)90111-2.

[21]

T. C. Gard, Introduction to Stochastic Differential Equations, Dekker, New York, 1988.

[22]

K. Gopalsamy, Global asymptotic stability in a periodic Lotka-Volterra system, The Journal of the Australian Mathematical Society. Series B, Applied Mathematics, 27 (1985), 66-72. doi: 10.1017/S0334270000004768.

[23]

X. Han, Z. Teng and D. Xiao, Persistence and average persistence of a nonautonomous Kolmogorov system, Chaos Solitons Fractals, 30 (2006), 748-758. doi: 10.1016/j.chaos.2006.04.026.

[24]

O. Kallenberg, Foundations of Modern Probability, $2^{nd}$ Edition, Springer, 2002.

[25]

Y. Kuang, Delay Differential Equations with Applications in Population Dynamics, Academic press, Bosten, 1993.

[26]

Y. Li and Y. Kuang, Periodic solutions of periodic delay Lotka-Volterra equations and systems, Journal of Mathematical Analysis and Applications, 255 (2001), 260-280. doi: 10.1006/jmaa.2000.7248.

[27]

M. Liu and K. Wang, Stochastic Lotka-Volterra systems with Lévy noise, Journal of Mathematical Analysis and Applications, 410 (2014), 750-763. doi: 10.1016/j.jmaa.2013.07.078.

[28]

Q. Luo and X. Mao, Stochastic population dynamics under regime switching, Journal of Mathematical Analysis and applications, 334 (2007), 69-84. doi: 10.1016/j.jmaa.2006.12.032.

[29]

Q. Luo and X. Mao, Stochastic population dynamics under regime switching II, Journal of Mathematical Analysis and Applications, 355 (2009), 577-593. doi: 10.1016/j.jmaa.2009.02.010.

[30]

E. Lungu and B. Øksendal, Optimal harvesting from a population in a stochastic crowded environment, Mathematical Biosciences, 145 (1997), 47-75. doi: 10.1016/S0025-5564(97)00029-1.

[31]

E. Lungu and B. Øksendal, Optimal Harvesting from Interacting Populations in a Stochastic Environment, Bernoulli, 7 (2001), 527-539. doi: 10.2307/3318500.

[32]

X. Mao, G. Marion and E. Renshaw, Environmental noise supresses explosion in population dynamics, Stochastic Processes and their Applications, 97 (2002), 95-110. doi: 10.1016/S0304-4149(01)00126-0.

[33]

X. Mao, Delay population dynamics and environmental noise, Stochastics and Dynamics, 5 (2005), 149-162. doi: 10.1142/S021949370500133X.

[34]

X. Mao and C. Yuan, Stochastic Differential Equations with Markovian Switching, Imperial College Press, Londen, 2006. doi: 10.1142/p473.

[35]

X. Mao, Stochastic Differential Equations and Applications, $2^{nd}$ Edition, Horwood, Chichester, UK, 2008. doi: 10.1533/9780857099402.

[36]

J. D. Murray, Mathematical Biology, I. an Introduction, $3^{rd}$ Edition, Springer, 2002.

[37]

H. D. Nguyen, N. H. Du and G. Yin, Existence of stationary distributions for Kolmogorov systems of competitive type under telegraph noise, Journal of Differential Equations, 257 (2014), 2078-2101. doi: 10.1016/j.jde.2014.05.029.

[38]

S. Pang, F. Deng and X. Mao, Asymptotic properties of stochastic population dynamics, Dynamics of Continuous Discrete and Impulsive Systems Series A, 15 (2008), 603-620.

[39]

P. E. Protter, Stochastic Integration and Differential Equations, $2^{nd}$ Edition, Springer, 2004.

[40]

M. Slatkin, The dynamics of a population in a Markovian environment, Ecology, 59 (1978), 249-256. doi: 10.2307/1936370.

[41]

Y. Takeuchi, Global Dynamical Properties of Lotka-Volterra Systems, World Scientific, Singapore, 1996. doi: 10.1142/9789812830548.

[42]

Y. Takeuchi, N. H. Du, N. T. Hieu and K. Sato, Evolution of predator-prey systems described by a Lotka-Volterra equation under random environment, Journal of Mathematical Analysis and applications, 323 (2006), 938-957. doi: 10.1016/j.jmaa.2005.11.009.

[43]

B. Tang and Y. Kuang, Permanence in Kolmogorov-type systems of nonautonomous functional differential equations, Journal of Mathematical Analysis and Applications, 197 (1996), 427-447. doi: 10.1006/jmaa.1996.0030.

[44]

Z. Teng, The almost periodic Kolmogorov competitive sysems, Nonlinear Analysis, 42 (2000), 1221-1230. doi: 10.1016/S0362-546X(99)00149-2.

[45]

F. Wu and S. Hu, Stochastic functional Kolmogorov-type population dynamics, Journal of Mathematical analysis and applications, 347 (2008), 534-549. doi: 10.1016/j.jmaa.2008.06.038.

[46]

F. Wu and S. Hu, Suppression and stabilisation of noise, International Journal of Control, 82 (2009), 2150-2157. doi: 10.1080/00207170902968108.

[47]

F. Wu and Y. Xu, Stochastic Lotka-Volterra population dynamics with infinite delay, SIAM Journal on Applied Mathematics, 70 (2009), 641-657. doi: 10.1137/080719194.

[48]

F. Wu, S. Hu and Y. Liu, Positive solution and its asymptotic behaviour of stochastic functional Kolmogorov-type system, Journal of Mathematical Analysis and Applications, 364 (2010), 104-118. doi: 10.1016/j.jmaa.2009.10.072.

[49]

F. Wu and G. Yin, Environmental noise impact on regularity and extinction of population systems with infinite delay, Journal of Mathematical Analysis and Applications, 396 (2012), 772-785. doi: 10.1016/j.jmaa.2012.07.017.

[50]

G. Yin and F. Xi, Stablity of regime-switching jump diffusions, SIAM Journal on Control and Optimization, 48 (2010), 4525-4549. doi: 10.1137/080738301.

[51]

G. Yin and C. Zhu, Hybrid Switching Diffusions: Properties and Applications, Springer, New York, 2010. doi: 10.1007/978-1-4419-1105-6.

[52]

G. Yin, G. Zhao and F. Wu, Regularization and stabilization of randomly switching dynamic systems, SIAM Journal on Applied Mathematics, 72 (2012), 1361-1382. doi: 10.1137/110851171.

[53]

C. Zhu and G. Yin, On hybrid competitive Lotka-Volterra ecosystems, Nonlinear Analysis: Theory, Methods & Applications, 71 (2009), e1370-e1379. doi: 10.1016/j.na.2009.01.166.

[54]

C. Zhu and G. Yin, On competitive Lotka-Volterra model in random environments, Journal of Mathematical Analysis and Applications, 357 (2009), 154-170. doi: 10.1016/j.jmaa.2009.03.066.

[55]

X. Zong, F. Wu, G. Yin and Z. Jin, Almost sure and $p$th-moment stability and stabilization of regime-switching jump diffusion systems, SIAM Journal on Control and Optimization, 52 (2014), 2595-2622. doi: 10.1137/14095251X.

[1]

Alessia E. Kogoj, Ermanno Lanconelli, Giulio Tralli. Wiener-Landis criterion for Kolmogorov-type operators. Discrete and Continuous Dynamical Systems, 2018, 38 (5) : 2467-2485. doi: 10.3934/dcds.2018102

[2]

Isabel Coelho, Carlota Rebelo, Elisa Sovrano. Extinction or coexistence in periodic Kolmogorov systems of competitive type. Discrete and Continuous Dynamical Systems, 2021, 41 (12) : 5743-5764. doi: 10.3934/dcds.2021094

[3]

Zhuo Jin, Linyi Qian. Lookback option pricing for regime-switching jump diffusion models. Mathematical Control and Related Fields, 2015, 5 (2) : 237-258. doi: 10.3934/mcrf.2015.5.237

[4]

Wensheng Yin, Jinde Cao, Yong Ren. Inverse optimal control of regime-switching jump diffusions. Mathematical Control and Related Fields, 2021  doi: 10.3934/mcrf.2021034

[5]

Defei Zhang, Ping He. Functional solution about stochastic differential equation driven by $G$-Brownian motion. Discrete and Continuous Dynamical Systems - B, 2015, 20 (1) : 281-293. doi: 10.3934/dcdsb.2015.20.281

[6]

Shangzhi Li, Shangjiang Guo. Persistence and extinction of a stochastic SIS epidemic model with regime switching and Lévy jumps. Discrete and Continuous Dynamical Systems - B, 2021, 26 (9) : 5101-5134. doi: 10.3934/dcdsb.2020335

[7]

Zhuo Jin, George Yin, Hailiang Yang. Numerical methods for dividend optimization using regime-switching jump-diffusion models. Mathematical Control and Related Fields, 2011, 1 (1) : 21-40. doi: 10.3934/mcrf.2011.1.21

[8]

Chao Xu, Yinghui Dong, Zhaolu Tian, Guojing Wang. Pricing dynamic fund protection under a Regime-switching Jump-diffusion model with stochastic protection level. Journal of Industrial and Management Optimization, 2020, 16 (6) : 2603-2623. doi: 10.3934/jimo.2019072

[9]

Caibin Zhang, Zhibin Liang, Kam Chuen Yuen. Portfolio optimization for jump-diffusion risky assets with regime switching: A time-consistent approach. Journal of Industrial and Management Optimization, 2022, 18 (1) : 341-366. doi: 10.3934/jimo.2020156

[10]

Shaokuan Chen, Shanjian Tang. Semi-linear backward stochastic integral partial differential equations driven by a Brownian motion and a Poisson point process. Mathematical Control and Related Fields, 2015, 5 (3) : 401-434. doi: 10.3934/mcrf.2015.5.401

[11]

Nguyen Huu Du, Nguyen Thanh Dieu, Tran Dinh Tuong. Dynamic behavior of a stochastic predator-prey system under regime switching. Discrete and Continuous Dynamical Systems - B, 2017, 22 (9) : 3483-3498. doi: 10.3934/dcdsb.2017176

[12]

Manh Hong Duong, Hoang Minh Tran. On the fundamental solution and a variational formulation for a degenerate diffusion of Kolmogorov type. Discrete and Continuous Dynamical Systems, 2018, 38 (7) : 3407-3438. doi: 10.3934/dcds.2018146

[13]

Tak Kuen Siu, Yang Shen. Risk-minimizing pricing and Esscher transform in a general non-Markovian regime-switching jump-diffusion model. Discrete and Continuous Dynamical Systems - B, 2017, 22 (7) : 2595-2626. doi: 10.3934/dcdsb.2017100

[14]

Dragos-Patru Covei, Elena Cristina Canepa, Traian A. Pirvu. Stochastic production planning with regime switching. Journal of Industrial and Management Optimization, 2022  doi: 10.3934/jimo.2022013

[15]

Ishak Alia, Mohamed Sofiane Alia. Open-loop equilibrium strategy for mean-variance Portfolio selection with investment constraints in a non-Markovian regime-switching jump-diffusion model. Journal of Industrial and Management Optimization, 2022  doi: 10.3934/jimo.2022048

[16]

Zehan Lin, Chongbin Xu, Caidi Zhao, Chujin Li. Statistical solution and Kolmogorov entropy for the impulsive discrete Klein-Gordon-Schrödinger-type equations. Discrete and Continuous Dynamical Systems - B, 2022  doi: 10.3934/dcdsb.2022065

[17]

Elena Kosygina. Brownian flow on a finite interval with jump boundary conditions. Discrete and Continuous Dynamical Systems - B, 2006, 6 (4) : 867-880. doi: 10.3934/dcdsb.2006.6.867

[18]

Fabrice Baudoin, Camille Tardif. Hypocoercive estimates on foliations and velocity spherical Brownian motion. Kinetic and Related Models, 2018, 11 (1) : 1-23. doi: 10.3934/krm.2018001

[19]

Shangzhi Li, Shangjiang Guo. Permanence and extinction of a stochastic SIS epidemic model with three independent Brownian motions. Discrete and Continuous Dynamical Systems - B, 2021, 26 (5) : 2693-2719. doi: 10.3934/dcdsb.2020201

[20]

Fabio Bagagiolo. Optimal control of finite horizon type for a multidimensional delayed switching system. Discrete and Continuous Dynamical Systems - B, 2005, 5 (2) : 239-264. doi: 10.3934/dcdsb.2005.5.239

2020 Impact Factor: 1.327

Metrics

  • PDF downloads (280)
  • HTML views (0)
  • Cited by (1)

Other articles
by authors

[Back to Top]