Maximum likelihood estimation for stochastic Lotka–Volterra model with jumps
Abstract In this paper, we consider the stochastic Lotka–Volterra model with additive jump noises. We show some desired properties of the solution such as existence and uniqueness of positive strong solution, unique stationary distribution, and exponential ergodicity. After that, we investigate the...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
SpringerOpen
2018-04-01
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| Series: | Advances in Difference Equations |
| Subjects: | |
| Online Access: | http://link.springer.com/article/10.1186/s13662-018-1605-z |