| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 4976324 | Journal of the Franklin Institute | 2009 | 15 Pages |
Abstract
In this paper we stochastically perturb the functional Kolmogorov-type systemxË(t)=diag(x1(t),â¦,xn(t))f(xt)into the stochastic functional differential equationdx(t)=diag(x1(t),â¦,xn(t))[f(xt)dt+g(xt)dw(t)].This paper studies pathwise estimation of the solution to this equation. As the applications, this paper also discusses the pathwise estimation of the solutions of various stochastic Lotka-Volterra-type systems.
Related Topics
Physical Sciences and Engineering
Computer Science
Signal Processing
Authors
Fuke Wu, Yangzi Hu,