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 ().