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Stability of a stochastic logistic model under regime switching
... Let us now take another type of environmental noise into account. It has been noted that [] population models may experience random changes in their structure and parameters by factors such as nutrition or as rain ... See full document
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Stability of Stochastic Logistic Model with Ornstein Uhlenbeck Process for Cell Growth of Microorganism in Fermentation Process
... the stability of stochastic logistic model with white noise which illustrates highly randomness in lag phase and the sta- tionary phase is steady means there is no ...the model, con- ... See full document
17
Stochastic regime switching SIS epidemic model with vaccination driven by Lévy noise
... the stability of the social and threat individual health, Moreover, the rapid devel- opment of society and frequent contacts among people can accelerate the spread of epi- demic ... See full document
15
Analysis of a Stochastic Competitive Model with Regime Switching
... of model (3) globally attractive? (Q3) In the study of population models, people always seek for the positive equilibrium state and then study its ...However, model (3) has no positive equilibri- um state, ... See full document
10
Asymptotic properties of a stochastic Lotka–Volterra model with infinite delay and regime switching
... Wu et al. [13] discussed the ergodic property of a positive recurrence. Besides, we prefer to mention the related work herewith. For example, Hu and Wang [17] investigated the asymptotic stability in distribution ... See full document
15
The viscosity solutions approach to swing options pricing under a regime switching mean reverting model
... with stochastic optimal control problems, and it is well known that the value function is the unique viscosity solu- tion to the HJB-type equation or variational inequality subject to certain conditions, and that ... See full document
23
Dynamics of Entrepreneurship under Regime Switching
... discrete regime shifts at random times. Our model builds on the dynamic framework of entrepreneur’s optimal policies (see Wang, Wang and Yang [6], henceforth WWY) by adding stochastic investment ... See full document
9
Stochastic Stability and Stabilization of Semi-Markov Jump Linear Systems with Uncertain Transition Rates
... semi-Markovian model with precise TRs is very complicated or generally ex- pensive, especially when there are a limited number of data samples or when the information is ...as switching probability ... See full document
16
On input-to-state stability of stochastic retarded systems with Markovian switching
... to model many practical systems where they may experience abrupt changes in system structure and parameters such as failure prone manufacturing, power systems, solar-powered systems and battle management in ... See full document
12
Options Pricing and Hedging in a Regime-Switching Volatility Model
... using stochastic di ff erential equations, however this would add a level of complexity to the option pricing problem from an analysis ...our regime-switching framework to observed op- tions price ... See full document
176
Regime Switching And Levy Jump Dynamics In Option Adjusted Spreads
... of stochastic regime ...this model implies that the underlying asset price can switch between two states, exhibiting continuous changes in each ... See full document
23
Persistence in mean and extinction on stochastic competitive Gilpin Ayala systems with regime switching
... in stochastic Gilpin-Ayala systems because of the nonlinear ...of regime-switching mech- anism, which can make the problem ...the stochastic competitive Gilpin-Ayala system with regime ... See full document
23
Pricing and Hedging in Stochastic Volatility Regime Switching Models
... of regime switching models driven by a Markov process to various financial ...Markov switching in diffusions allows us to have different levels of drift or volatility during ...these regime ... See full document
11
Stochastic population dynamics under regime switching II
... Example 4.4 To make it simple, we classify the environment of a population system for 2 interacting species as ”good” and ”bad” seasons. Assume that in the good season, the envi- ronmental noise has little effect on the ... See full document
26
Sufficient and necessary conditions of stochastic permanence and extinction for stochastic logistic populations under regime switching
... extinctive under some assumptions, and, moreover, that it is stochastically permanent if and only if a constant related to the stationary probability distribution of the Markov chain is ... See full document
27
A stochastic ratio dependent predator prey model under regime switching
... This article presents an investigation of asymptotic properties of a stochastic ratio- dependent predator-prey model under regime switching. Both the white and color noises are taken ... See full document
17
Essays on Macroeconometrics
... volatility model is distinct from the regime switching model in two ...the regime switching model, it continuously changes with persistence in the stochastic ... See full document
119
Stabilisation of stochastic differential equations with Markovian switching by feedback control based on discrete-time state observation with a time delay
... Markovian switching is the automatic ...of stability, and we just mention some of the works [14, 15, 8, 13, 19, 17, 18, 20, 21, 22, 23, 24] and the references ... See full document
15
A constructive way to design a switching rule and switching regions to mean square exponential stability of switched stochastic systems with non differentiable and interval time varying delay
... exponential stability of switched stochastic systems with interval time-varying ...exponential stability of switched stochastic systems with interval time-varying ...exponential ... See full document
14
Markov Switching Time Varying Copula Modeling of Dependence Structure between Oil and GCC Stock Markets
... copula model to examine the presence of regime change in the time-varying dependence structure between oil price changes and stock market returns in six GCC ...long-memory model while the copula ... See full document
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