Asymptotic behavior of the weak approximation to a class of Gaussian processes

We study, under mild conditions, the weak approximation constructed from a standard Poisson process for a class of Gaussian processes, and establish its sample path moderate deviations. The techniques consist of a good asymptotic exponential approximation in moderate deviations, the Besov–Lèvy modulus embedding, and an exponential martingale technique. Moreover, our results are applied to the weak approximations associated with the moving average of Brownian motion, fractional Brownian motion, and an Ornstein–Uhlenbeck process.

Asymptotic Behavior of a Stochastic Two-Species Competition Model under the Effect of Disease

This paper is concerned with a stochastic two-species competition model under the effect of disease. It is assumed that one of the competing populations is vulnerable to an infections disease. By the comparison theorem of stochastic differential equations, we prove the existence and uniqueness of global positive solution of the model. Then, the asymptotic pathwise behavior of the model is given via the exponential martingale inequality and Borel-Cantelli lemma. Next, we find a new method to prove the boundedness of the pth moment of the global positive solution. Then, sufficient conditions for extinction and persistence in mean are obtained. Furthermore, by constructing a suitable Lyapunov function, we investigate the asymptotic behavior of the stochastic model around the interior equilibrium of the deterministic model. At last, some numerical simulations are introduced to justify the analytical results. The results in this paper extend the previous related results.

Stochastic Modified Bazykin Predator–Prey Model with Markovian Switching

This article is devoted to the dynamical behavior of a stochastic modified Bazykin predator–prey model under regime switching. Some sufficient conditions are derived to guarantee the asymptotic properties, persistent and extinct of solutions by using the stochastic comparison theorem, Itô formula and exponential martingale inequality. At last, some simulations are given to illustrate our main results.

Exponential Stability of Stochastic Age-Dependent Population with Diffusion

In this paper, a class of stochastic age-dependent population dynamic system with diffusion is introduced. Exponential stability of paths of a strong solution for stochastic age-dependent population dynamic system in Hilbert space is established. The analyses use exponential martingale formula, Lyapunov functional and some special inequalities for our stability purposes. Various sufficient conditions are obtained to ensure the stability of the strong solutions. In particular, by means of our results we loosen the condition of stability.

Asymptotic Stability of Stochastic Differential Equations Driven by Lévy Noise

Using key tools such as Itô's formula for general semimartingales, Kunita's moment estimates for Lévy-type stochastic integrals, and the exponential martingale inequality, we find conditions under which the solutions to the stochastic differential equations (SDEs) driven by Lévy noise are stable in probability, almost surely and moment exponentially stable.