A famous nonlinear stochastic equation (Lotka-Volterra model with diffusion) Export

@article{citeulike:165113, abstract = { In our paper, we are interested in the generalization of the famous Lotka-Volterra models by the help of stochastic nonlinear differential equations (called diffusion type processes). We propose by Ito's rule some two- and multidimensional systems of stochastic differential equation, which can be used in statistical inference. For this reason, we give the Radon-Nikodym derivative of measures, the related linear stochastic models, and the discussion of the stability problems. We use the author's earlier results in parameter estimation, stochastic control, and Kalman filtering.}, author = {Arato, M.}, citeulike-article-id = {165113}, citeulike-linkout-0 = {http://dx.doi.org/10.1016/S0895-7177(03)90056-2}, citeulike-linkout-1 = {http://www.ingentaconnect.com/content/els/08957177/2003/00000038/00000007/art90056}, doi = {10.1016/S0895-7177(03)90056-2}, issn = {0895-7177}, journal = {Mathematical and Computer Modelling}, keywords = {differential, equations, estimation, nonlinear, parameter, stochastic}, month = {October}, number = {7}, pages = {709--726}, posted-at = {2005-04-19 19:19:41}, priority = {3}, title = {A famous nonlinear stochastic equation (Lotka-Volterra model with diffusion)}, url = {http://dx.doi.org/10.1016/S0895-7177(03)90056-2}, volume = {38}, year = {2003} }

TY - JOUR ID - citeulike:165113 L3 - citeulike-article-id:165113 N2 - In our paper, we are interested in the generalization of the famous Lotka-Volterra models by the help of stochastic nonlinear differential equations (called diffusion type processes). We propose by Ito's rule some two- and multidimensional systems of stochastic differential equation, which can be used in statistical inference. For this reason, we give the Radon-Nikodym derivative of measures, the related linear stochastic models, and the discussion of the stability problems. We use the author's earlier results in parameter estimation, stochastic control, and Kalman filtering. IS - 7 JF - Mathematical and Computer Modelling SN - 0895-7177 EP - 726 TI - A famous nonlinear stochastic equation (Lotka-Volterra model with diffusion) VL - 38 SP - 709 KW - differential KW - equations KW - estimation KW - nonlinear KW - parameter KW - stochastic AU - Arato, M PY - 2003/10// UR - http://dx.doi.org/10.1016/S0895-7177(03)90056-2 ER -