scholarly journals Dynamics of the Exponential Population Growth System with Mixed Fractional Brownian Motion

Complexity ◽  
2021 ◽  
Vol 2021 ◽  
pp. 1-18
Author(s):  
Weijun Ma ◽  
Wei Liu ◽  
Quanxin Zhu ◽  
Kaibo Shi

This paper examines the dynamics of the exponential population growth system with mixed fractional Brownian motion. First, we establish some useful lemmas that provide powerful tools for studying the stochastic differential equations with mixed fractional Brownian motion. We offer some explicit expressions and numerical characteristics such as mathematical expectation and variance of the solutions of the exponential population growth system with mixed fractional Brownian motion. Second, we propose two sufficient and necessary conditions for the almost sure exponential stability and the k th moment exponential stability of the solution of the constant coefficient exponential population growth system with mixed fractional Brownian motion. Furthermore, we conduct some large deviation analysis of this mixed fractional population growth system. To the best of the authors’ knowledge, this is the first paper to investigate how the Hurst index affects the exponential stability and large deviations in the biological population system. It is interesting that the phenomenon of large deviations always occurs for addressed system when 1 / 2 < H < 1 . Moreover, several numerical simulations are reported to show the effectiveness of the proposed approach.

Author(s):  
Xia Zhou ◽  
Dongpeng Zhou ◽  
Shouming Zhong

Abstract This paper consider the existence, uniqueness and exponential stability in the pth moment of mild solution for impulsive neutral stochastic integro-differential equations driven simultaneously by fractional Brownian motion and by standard Brownian motion. Based on semigroup theory, the sufficient conditions to ensure the existence and uniqueness of mild solutions are obtained in terms of fractional power of operators and Banach fixed point theorem. Moreover, the pth moment exponential stability conditions of the equation are obtained by means of an impulsive integral inequality. Finally, an example is presented to illustrate the effectiveness of the obtained results.


2020 ◽  
Vol 28 (3) ◽  
pp. 183-196
Author(s):  
Kouacou Tanoh ◽  
Modeste N’zi ◽  
Armel Fabrice Yodé

AbstractWe are interested in bounds on the large deviations probability and Berry–Esseen type inequalities for maximum likelihood estimator and Bayes estimator of the parameter appearing linearly in the drift of nonhomogeneous stochastic differential equation driven by fractional Brownian motion.


2010 ◽  
Vol 10 (03) ◽  
pp. 315-339 ◽  
Author(s):  
A. A. DOROGOVTSEV ◽  
O. V. OSTAPENKO

We establish the large deviation principle (LDP) for stochastic flows of interacting Brownian motions. In particular, we consider smoothly correlated flows, coalescing flows and Brownian motion stopped at a hitting moment.


2021 ◽  
Vol 2021 ◽  
pp. 1-9
Author(s):  
Elhoussain Arhrrabi ◽  
M’hamed Elomari ◽  
Said Melliani ◽  
Lalla Saadia Chadli

The existence, uniqueness, and stability of solutions to fuzzy fractional stochastic differential equations (FFSDEs) driven by a fractional Brownian motion (fBm) with the Lipschitzian condition are investigated. Finally, we investigate the exponential stability of solutions.


2019 ◽  
Vol 11 (1) ◽  
pp. 76
Author(s):  
Eric Djeutcha ◽  
Didier Alain Njamen Njomen ◽  
Louis-Aimé Fono

This study deals with the arbitrage problem on the financial market when the underlying asset follows a mixed fractional Brownian motion. We prove the existence and uniqueness theorem for the mixed geometric fractional Brownian motion equation. The semi-martingale approximation approach to mixed fractional Brownian motion is used to eliminate the arbitrage opportunities.


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