Dynamics of a stochastic delayed chemostat model with nutrient storage and Lévy jumps
Author
Abstract
Suggested Citation
DOI: 10.1016/j.chaos.2022.112773
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Xi, Fubao, 2009. "Asymptotic properties of jump-diffusion processes with state-dependent switching," Stochastic Processes and their Applications, Elsevier, vol. 119(7), pages 2198-2221, July.
- Meng, Xinzhu & Li, Fei & Gao, Shujing, 2018. "Global analysis and numerical simulations of a novel stochastic eco-epidemiological model with time delay," Applied Mathematics and Computation, Elsevier, vol. 339(C), pages 701-726.
- Zhou, Yanli & Zhang, Weiguo, 2016. "Threshold of a stochastic SIR epidemic model with Lévy jumps," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 446(C), pages 204-216.
- Guarcello, C., 2021. "Lévy noise effects on Josephson junctions," Chaos, Solitons & Fractals, Elsevier, vol. 153(P2).
- Liu, Qun & Jiang, Daqing & Shi, Ningzhong & Hayat, Tasawar, 2018. "Dynamics of a stochastic delayed SIR epidemic model with vaccination and double diseases driven by Lévy jumps," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 492(C), pages 2010-2018.
- Berrhazi, Badr-eddine & El Fatini, Mohamed & Laaribi, Aziz & Pettersson, Roger & Taki, Regragui, 2017. "A stochastic SIRS epidemic model incorporating media coverage and driven by Lévy noise," Chaos, Solitons & Fractals, Elsevier, vol. 105(C), pages 60-68.
- Carr, Peter & Wu, Liuren, 2004.
"Time-changed Levy processes and option pricing,"
Journal of Financial Economics, Elsevier, vol. 71(1), pages 113-141, January.
- Peter Carr & Liuren Wu, 2002. "Time-Changed Levy Processes and Option Pricing," Finance 0207011, University Library of Munich, Germany.
- Nualart,David & Nualart,Eulalia, 2018. "Introduction to Malliavin Calculus," Cambridge Books, Cambridge University Press, number 9781107039124, January.
- Nualart,David & Nualart,Eulalia, 2018. "Introduction to Malliavin Calculus," Cambridge Books, Cambridge University Press, number 9781107611986, January.
- Liu, Qun & Jiang, Daqing & Shi, Ningzhong & Hayat, Tasawar & Alsaedi, Ahmed, 2017. "Stationary distribution and extinction of a stochastic SIRS epidemic model with standard incidence," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 469(C), pages 510-517.
- Cheng, Yan & Li, Mingtao & Zhang, Fumin, 2019. "A dynamics stochastic model with HIV infection of CD4+ T-cells driven by Lévy noise," Chaos, Solitons & Fractals, Elsevier, vol. 129(C), pages 62-70.
- Sun, Shulin & Zhang, Xiaofeng, 2018. "Asymptotic behavior of a stochastic delayed chemostat model with nonmonotone uptake function," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 512(C), pages 38-56.
- Sun, Shulin & Sun, Yaru & Zhang, Guang & Liu, Xinzhi, 2017. "Dynamical behavior of a stochastic two-species Monod competition chemostat model," Applied Mathematics and Computation, Elsevier, vol. 298(C), pages 153-170.
- Zhao, Dianli & Zhang, Tiansi & Yuan, Sanling, 2016. "The threshold of a stochastic SIVS epidemic model with nonlinear saturated incidence," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 443(C), pages 372-379.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Gao, Miaomiao & Jiang, Daqing & Ding, Jieyu, 2024. "Dynamics of a chemostat model with Ornstein–Uhlenbeck process and general response function," Chaos, Solitons & Fractals, Elsevier, vol. 184(C).
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Sabbar, Yassine & Kiouach, Driss & Rajasekar, S.P. & El-idrissi, Salim El Azami, 2022. "The influence of quadratic Lévy noise on the dynamic of an SIC contagious illness model: New framework, critical comparison and an application to COVID-19 (SARS-CoV-2) case," Chaos, Solitons & Fractals, Elsevier, vol. 159(C).
- Gao, Miaomiao & Jiang, Daqing & Hayat, Tasawar & Alsaedi, Ahmed, 2019. "Threshold behavior of a stochastic Lotka–Volterra food chain chemostat model with jumps," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 523(C), pages 191-203.
- Qi, Haokun & Zhang, Shengqiang & Meng, Xinzhu & Dong, Huanhe, 2018. "Periodic solution and ergodic stationary distribution of two stochastic SIQS epidemic systems," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 508(C), pages 223-241.
- Alkhazzan, Abdulwasea & Wang, Jungang & Nie, Yufeng & Khan, Hasib & Alzabut, Jehad, 2024. "A novel SIRS epidemic model for two diseases incorporating treatment functions, media coverage, and three types of noise," Chaos, Solitons & Fractals, Elsevier, vol. 181(C).
- Liu, Chao & Tian, Yilin & Chen, Peng & Cheung, Lora, 2024. "Stochastic dynamic effects of media coverage and incubation on a distributed delayed epidemic system with Lévy jumps," Chaos, Solitons & Fractals, Elsevier, vol. 182(C).
- Hiroaki Hata & Nien-Lin Liu & Kazuhiro Yasuda, 2022. "Expressions of forward starting option price in Hull–White stochastic volatility model," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 45(1), pages 101-135, June.
- Ji Huang, 2023. "A Probabilistic Solution to High-Dimensional Continuous-Time Macro and Finance Models," CESifo Working Paper Series 10600, CESifo.
- Nourdin, Ivan & Pu, Fei, 2022. "Gaussian fluctuation for Gaussian Wishart matrices of overall correlation," Statistics & Probability Letters, Elsevier, vol. 181(C).
- Nourdin, Ivan & Nualart, David & Peccati, Giovanni, 2021. "The Breuer–Major theorem in total variation: Improved rates under minimal regularity," Stochastic Processes and their Applications, Elsevier, vol. 131(C), pages 1-20.
- Zhang, Xiaofeng & Yuan, Rong, 2021. "Forward attractor for stochastic chemostat model with multiplicative noise," Chaos, Solitons & Fractals, Elsevier, vol. 153(P1).
- Mauricio Elizalde & Carlos Escudero & Tomoyuki Ichiba, 2022. "Optimal investment with insider information using Skorokhod & Russo-Vallois integration," Papers 2211.07471, arXiv.org, revised Dec 2024.
- Elisa Al`os & Eulalia Nualart & Makar Pravosud, 2023. "On the implied volatility of Inverse options under stochastic volatility models," Papers 2401.00539, arXiv.org, revised Sep 2024.
- Ruzong Fan & Hong-Bin Fang, 2022. "Stochastic functional linear models and Malliavin calculus," Computational Statistics, Springer, vol. 37(2), pages 591-611, April.
- Masahiro Handa & Noriyoshi Sakuma & Ryoichi Suzuki, 2024. "A Girsanov transformed Clark-Ocone-Haussmann type formula for $$L^1$$ L 1 -pure jump additive processes and its application to portfolio optimization," Annals of Finance, Springer, vol. 20(3), pages 329-352, September.
- Hyungbin Park, 2021. "Influence of risk tolerance on long-term investments: A Malliavin calculus approach," Papers 2104.00911, arXiv.org.
- Fenge Chen & Bing Li & Xingchun Peng, 2022. "Portfolio Selection and Risk Control for an Insurer With Uncertain Time Horizon and Partial Information in an Anticipating Environment," Methodology and Computing in Applied Probability, Springer, vol. 24(2), pages 635-659, June.
- Elisa Al`os & Eulalia Nualart & Makar Pravosud, 2022. "On the implied volatility of Asian options under stochastic volatility models," Papers 2208.01353, arXiv.org, revised Mar 2024.
- Elisa Al`os & Eulalia Nualart & Makar Pravosud, 2023. "On the implied volatility of European and Asian call options under the stochastic volatility Bachelier model," Papers 2308.15341, arXiv.org, revised Feb 2025.
- Liu, Qun & Jiang, Daqing, 2020. "Dynamical behavior of a higher order stochastically perturbed HIV/AIDS model with differential infectivity and amelioration," Chaos, Solitons & Fractals, Elsevier, vol. 141(C).
- Fan, Kuangang & Zhang, Yan & Gao, Shujing & Chen, Shihua, 2020. "A delayed vaccinated epidemic model with nonlinear incidence rate and Lévy jumps," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 544(C).
More about this item
Keywords
Stochastic chemostat model; Time delay; Lévy jumps; Extinction; Ergodic stationary distribution;All these keywords.
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:chsofr:v:165:y:2022:i:p1:s0960077922009523. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Thayer, Thomas R. (email available below). General contact details of provider: https://www.journals.elsevier.com/chaos-solitons-and-fractals .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.