Stationary distribution and density function of a stochastic SVIR epidemic model

D Li, F Wei, X Mao - Journal of the Franklin Institute, 2022 - Elsevier
We consider the long-term properties of a stochastic SVIR epidemic model with saturation
incidence rates and logistic growth in this paper. We firstly derive the fitness of a unique …

Stochastic functional Kolmogorov equations, I: persistence

DH Nguyen, NN Nguyen, G Yin - Stochastic Processes and their …, 2021 - Elsevier
Abstract This work (Part (I)) together with its companion (Part (II)) develops a new framework
for stochastic functional Kolmogorov equations, which are nonlinear stochastic differential …

Numerical solutions of stochastic functional differential equations with impulsive perturbations and Markovian switching

KQ Tran, G Yin - Nonlinear Analysis: Hybrid Systems, 2023 - Elsevier
This paper is focused on analysis of Euler–Maruyama-type approximations for stochastic
functional differential equations with impulsive perturbations and Markovian switching. The …

Stationary distribution and extinction of a Lotka–Volterra model with distribute delay and nonlinear stochastic perturbations

N Cao, X Fu - Chaos, Solitons & Fractals, 2023 - Elsevier
This paper devotes to the study of a Lotka–Volterra model which has one prey and two
predators with nonlinear stochastic perturbations and distributed delay. It is first proved that …

Stochastic Lotka-Volterra competitive reaction-diffusion systems perturbed by space-time white noise: Modeling and analysis

NN Nguyen, G Yin - Journal of Differential Equations, 2021 - Elsevier
Motivated by the traditional Lotka-Volterra competitive models, this paper proposes and
analyzes a class of stochastic reaction-diffusion partial differential equations. In contrast to …

Large deviations for regime-switching diffusions with infinite delay

Y Wang, F Wu, C Zhu - Stochastic Processes and their Applications, 2024 - Elsevier
Focusing on a class of regime-switching functional diffusion processes with infinite delay, a
Freidlin–Wentzell type large deviations principle (LDP) is established by using an extended …

Stationary distribution, density function and extinction of stochastic vegetation-water systems

B Han, D Jiang - Communications in Nonlinear Science and Numerical …, 2023 - Elsevier
In this paper, two stochastic vegetation-water dynamic systems are proposed and studied.
First, for the deterministic system, the possible equilibria and the related local stability are …

Stochastic generalized Kolmogorov systems with small diffusion: I. Explicit approximations for invariant probability density function

B Zhou, H Wang, T Wang, D Jiang - Journal of Differential Equations, 2024 - Elsevier
This paper presents Part I of a two-part series on studying the long-term coexistence states
of stochastic generalized Kolmogorov systems with small diffusion. Part I establishes a …

An explicit approximation for super-linear stochastic functional differential equations

X Li, X Mao, G Song - Stochastic Processes and their Applications, 2024 - Elsevier
Since it is difficult to implement implicit schemes on the infinite-dimensional space, we aim to
develop the explicit numerical method for approximating super-linear stochastic functional …

Two-time-scale stochastic functional differential equations with wideband noises and jumps

Y Liu, Z Wen - Chaos, Solitons & Fractals, 2024 - Elsevier
This work examines a class of path-dependent stochastic systems which are hybrid with
wideband noise, Poisson jumps and a singularly perturbed Markov chain. The addition of …