Analysis and Approximation of a Stochastic Growth Model with Extinction

作者：Campillo Fabien; Joannides Marc^*; Larramendy Valverde Irene

来源：Methodology and Computing in Applied Probability, 2016, 18(2): 499-515.

DOI：10.1007/s11009-015-9438-7

• Logistic model
• Markov processes
• Diffusion processes
• Extinction
• Fokker-Planck equation
• PDE

We consider a stochastic growth model for which extinction eventually occurs almost surely. The associated complete Fokker-Planck equation describing the law of the process is established and studied. This equation combines a PDE and an ODE, connected one to each other. We then design a finite differences numerical scheme under a probabilistic viewpoint. The model and its approximation are evaluated through numerical simulations.

• 出版日期2016-6
• 单位INRIA