Stationary distribution of stochastic population systems

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In this paper we consider the stochastic differential equation (SDE) population model dx(t) = diag(x1(t), . . . , xn(t))[(b + Ax(t))dt + σdB(t)] for n interacting species. The main aim is to study the stationary distribution of the solution. It is known (see e.g. Bahar and Mao (2004) [2] and Mao (2005) [6]) if the noise intensity is sufficiently large then the population may become extinct with probability one. Our main aim here is to find out what happens if the noise is relatively small. In this paper we will show the existence of a unique stationary distribution. We will then develop a useful method to compute the mean and variance of the stationary distribution. Computer simulations will be used to illustrate our theory.
Original languageEnglish
Pages (from-to)398-405
Number of pages8
JournalSystems and Control Letters
Issue number6
Early online date7 Apr 2011
Publication statusPublished - Jun 2011


  • Brownian motion
  • stochastic differential equation
  • Ito's formula
  • stationary distribution

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