Article ID Journal Published Year Pages File Type
1708077 Applied Mathematics Letters 2013 6 Pages PDF
Abstract
This report is concerned with a famous stochastic logistic equation dx(t)=x(t)(1−x(t)/K)[r(t)dt+σ(t)dB(t)], where B(t) is a standard Brownian motion. Under a simple assumption, sufficient conditions that are close to the necessary conditions for global asymptotical stability of the zero solution and the positive equilibrium are established. Numerical simulations are introduced to support the results. The results show that the noise is unfavorable for the stability of the positive equilibrium.
Related Topics
Physical Sciences and Engineering Engineering Computational Mechanics
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