Stochastic population dynamics driven by Lévy noise

This paper considers stochastic population dynamics driven by Lévy noise. The contributions of this paper lie in that: (a) Using the Khasminskii–Mao theorem, we show that the stochastic differential equation associated with our model has a unique global positive solution; (b) Applying an exponential martingale inequality with jumps, we discuss the asymptotic pathwise estimation of such a model.