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.
- 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.
- 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).
- Nualart,David & Nualart,Eulalia, 2018. "Introduction to Malliavin Calculus," Cambridge Books, Cambridge University Press, number 9781107039124, September.
- Nualart,David & Nualart,Eulalia, 2018. "Introduction to Malliavin Calculus," Cambridge Books, Cambridge University Press, number 9781107611986, September.
- 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.
- 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.
- 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.
- 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.
- 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.- 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.
- 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).
- 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).
- 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.
- 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.
- 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 Sep 2024.
- 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).
- Azmoodeh, Ehsan & Ljungdahl, Mathias Mørck & Thäle, Christoph, 2022. "Multi-dimensional normal approximation of heavy-tailed moving averages," Stochastic Processes and their Applications, Elsevier, vol. 145(C), pages 308-334.
- He, Lingyun & Banihashemi, Seddigheh & Jafari, Hossein & Babaei, Afshin, 2021. "Numerical treatment of a fractional order system of nonlinear stochastic delay differential equations using a computational scheme," Chaos, Solitons & Fractals, Elsevier, vol. 149(C).
- Jin, Manli, 2019. "Classification of asymptotic behavior in a stochastic SIS epidemic model with vaccination," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 521(C), pages 661-666.
- Kohatsu-Higa, Arturo & Nualart, Eulalia & Tran, Ngoc Khue, 2022. "Density estimates for jump diffusion processes," Applied Mathematics and Computation, Elsevier, vol. 420(C).
- Lv, Xuejin & Meng, Xinzhu & Wang, Xinzeng, 2018. "Extinction and stationary distribution of an impulsive stochastic chemostat model with nonlinear perturbation," Chaos, Solitons & Fractals, Elsevier, vol. 110(C), pages 273-279.
- Jie Xiong & Zuo quan Xu & Jiayu Zheng, 2019. "Mean-variance portfolio selection under partial information with drift uncertainty," Papers 1901.03030, arXiv.org, revised Oct 2020.
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.