Cold induced mortality of the Burmese Python: An explanation via stochastic analysis
Author
Abstract
Suggested Citation
DOI: 10.1016/j.physa.2016.10.015
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
- Gakkhar, Sunita & Singh, Brahampal, 2005. "Complex dynamic behavior in a food web consisting of two preys and a predator," Chaos, Solitons & Fractals, Elsevier, vol. 24(3), pages 789-801.
- Parshad, Rana D. & Kumari, Nitu & Kouachi, Said, 2015. "A remark on “Study of a Leslie–Gower-type tritrophic population model” [Chaos, Solitons and Fractals 14 (2002) 1275–1293]," Chaos, Solitons & Fractals, Elsevier, vol. 71(C), pages 22-28.
- P. E. Kloeden & Eckhard Platen, 1992. "Higher-order implicit strong numerical schemes for stochastic differential equations," Published Paper Series 1992-1, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Batabyal, Saikat & Jana, Debaldev & Lyu, Jingjing & Parshad, Rana D., 2020. "Explosive predator and mutualistic preys: A comparative study," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 541(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.- Parshad, Rana D. & Takyi, Eric M. & Kouachi, Said, 2019. "A remark on “Study of a Leslie-Gower predator-prey model with prey defense and mutual interference of predators” [Chaos, Solitons & Fractals 120 (2019) 1–16]," Chaos, Solitons & Fractals, Elsevier, vol. 123(C), pages 201-205.
- Hofmann, Norbert, 1995. "Stability of weak numerical schemes for stochastic differential equations," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 38(1), pages 63-68.
- Gakkhar, Sunita & Singh, Brahampal, 2006. "Dynamics of modified Leslie–Gower-type prey–predator model with seasonally varying parameters," Chaos, Solitons & Fractals, Elsevier, vol. 27(5), pages 1239-1255.
- Ren, Quanwei & Tian, Hongjiong, 2018. "Generalized two-step Maruyama methods for stochastic differential equations," Applied Mathematics and Computation, Elsevier, vol. 332(C), pages 48-57.
- Mu Niu & Pokman Cheung & Lizhen Lin & Zhenwen Dai & Neil Lawrence & David Dunson, 2019. "Intrinsic Gaussian processes on complex constrained domains," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 81(3), pages 603-627, July.
- Shunwei Zhu & Bo Wang, 2019. "Unified Approach for the Affine and Non-affine Models: An Empirical Analysis on the S&P 500 Volatility Dynamics," Computational Economics, Springer;Society for Computational Economics, vol. 53(4), pages 1421-1442, April.
- Eckhard Platen & Renata Rendek, 2009. "Quasi-exact Approximation of Hidden Markov Chain Filters," Research Paper Series 258, Quantitative Finance Research Centre, University of Technology, Sydney.
- Yin, Zhengwei & Gan, Siqing, 2015. "An error corrected Euler–Maruyama method for stiff stochastic differential equations," Applied Mathematics and Computation, Elsevier, vol. 256(C), pages 630-641.
- Parshad, Rana D. & Kumari, Nitu & Kouachi, Said, 2015. "A remark on “Study of a Leslie–Gower-type tritrophic population model” [Chaos, Solitons and Fractals 14 (2002) 1275–1293]," Chaos, Solitons & Fractals, Elsevier, vol. 71(C), pages 22-28.
- Lay Harold A. & Colgin Zane & Reshniak Viktor & Khaliq Abdul Q. M., 2018. "On the implementation of multilevel Monte Carlo simulation of the stochastic volatility and interest rate model using multi-GPU clusters," Monte Carlo Methods and Applications, De Gruyter, vol. 24(4), pages 309-321, December.
- Patrick Assonken & Gangaram Ladde, 2017. "Simulation and Calibration of Options Prices under a Levy-Type Stochastic Dynamic and Semi Markov Market Switching Regimes Processes," Applied Economics and Finance, Redfame publishing, vol. 4(1), pages 93-126, January.
- Mahmoud A. Eissa & Boping Tian, 2017. "Lobatto-Milstein Numerical Method in Application of Uncertainty Investment of Solar Power Projects," Energies, MDPI, vol. 10(1), pages 1-19, January.
- Renata Rendek, 2013. "Modeling Diversified Equity Indices," PhD Thesis, Finance Discipline Group, UTS Business School, University of Technology, Sydney, number 23, July-Dece.
- Nicola Bruti-Liberati & Eckhard Platen, 2008. "Strong Predictor-Corrector Euler Methods for Stochastic Differential Equations," Research Paper Series 222, Quantitative Finance Research Centre, University of Technology, Sydney.
- Zhang, Jian-Gang & Li, Xian-Feng & Chu, Yan-Dong & Yu, Jian-Ning & Chang, Ying-Xiang, 2009. "Hopf bifurcations, Lyapunov exponents and control of chaos for a class of centrifugal flywheel governor system," Chaos, Solitons & Fractals, Elsevier, vol. 39(5), pages 2150-2168.
- An, Xin-Lei & Yu, Jian-Ning & Chu, Yan-Dong & Zhang, Jian-Gang & Zhang, Li, 2009. "Global chaos synchronization of three coupled nonlinear autonomous systems and a novel method of chaos encryption," Chaos, Solitons & Fractals, Elsevier, vol. 42(2), pages 865-873.
- Alejandra López-Pérez & Manuel Febrero-Bande & Wencesalo González-Manteiga, 2021. "Parametric Estimation of Diffusion Processes: A Review and Comparative Study," Mathematics, MDPI, vol. 9(8), pages 1-27, April.
- Eckhard Platen & Renata Rendek, 2009. "Exact Scenario Simulation for Selected Multi-dimensional Stochastic Processes," Research Paper Series 259, Quantitative Finance Research Centre, University of Technology, Sydney.
- Eckhard Platen & Lei Shi, 2008. "On the Numerical Stability of Simulation Methods for SDES," Research Paper Series 234, Quantitative Finance Research Centre, University of Technology, Sydney.
- Renata Rendek, 2013. "Modeling Diversified Equity Indices," PhD Thesis, Finance Discipline Group, UTS Business School, University of Technology, Sydney, number 4-2013, January-A.
More about this item
Keywords
Three species food chain model; Invasive species; White noise;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:phsmap:v:467:y:2017:i:c:p:356-364. 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: Catherine Liu (email available below). General contact details of provider: http://www.journals.elsevier.com/physica-a-statistical-mechpplications/ .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.