EconPapers    
Economics at your fingertips  
 

Ergodicity and bifurcations for stochastic logistic equation with non-Gaussian Lévy noise

Zaitang Huang and Junfei Cao

Applied Mathematics and Computation, 2018, vol. 330, issue C, 1-10

Abstract: In this paper, we will prove that the local RDS φ generated by the stochastic logistic equation with non-Gaussian Lévy noise is continuous, linear and crude cocycle by basing on multiplicative ergodic theorem. Then we determine all invariant measures of the local RDS φ generated by the stochastic logistic equation with non-Gaussian Lévy noise, and we calculate the Lyapunov exponent for each of these measures. Furthermore, we will show that the stochastic logistic equation with non-Gaussian Lévy noise admits a D-bifurcations which is significantly different from the classical Brownian motion process.

Keywords: Invariant measures; Stochastic bifurcation; Discontinuous cocycles; Multiplicative ergodic theorem; Lévy noise (search for similar items in EconPapers)
Date: 2018
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (4)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0096300318300778
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:apmaco:v:330:y:2018:i:c:p:1-10

DOI: 10.1016/j.amc.2018.01.054

Access Statistics for this article

Applied Mathematics and Computation is currently edited by Theodore Simos

More articles in Applied Mathematics and Computation from Elsevier
Bibliographic data for series maintained by Catherine Liu ().

 
Page updated 2025-03-19
Handle: RePEc:eee:apmaco:v:330:y:2018:i:c:p:1-10