期刊文献+

一类随机微分方程的参数估计 被引量:3

The Parameter Estimation for One Kind of Stochastic Differential Equations
在线阅读 下载PDF
导出
摘要 随机Gilpin-Ayala方程其用幂函数的表达式来更好的刻画各种密度制约机制,具有一般代表性,本文以随机微分方程理论和统计学方法作为工具,探讨随机种群生态模型Gilpin-Ayala方程在It随机积分意义下的正解存在唯一性和参数估计问题. Stochastic Gilpin-Ayala equation is generally representative owing to use power function to better characterize the expression of various density control mechanism. So this article which is by the theory of stochastic differential equations and statistical methods dis- cusses two points:one is existence uniqueness of positive solutions of stochastic population e- cology model;the other is parameter estimation of the model.
作者 李群
机构地区 喀什师范学院
出处 《应用数学》 CSCD 北大核心 2012年第4期771-776,共6页 Mathematica Applicata
基金 喀什师范学院校内青年专项课题((12)2447)
关键词 随机Gilpin-Ayala方程 正解存在唯一性 参数极大似然估计 四点式平均值法 Stochastic Gilpin-Ayala equation Existence uniqueness of positive solution Maximum likelihood estimation Average four-point method
  • 相关文献

参考文献6

二级参考文献14

  • 1May R M. Stability and Complexity in Model Ecosystems. Princeton: Princeton University Press, 1973
  • 2Gopalsamy K. Stability and Oscillations in Delay Differential Equations of Population Dynamics. London: Kluwer Academic Publishers, 1992
  • 3Hale J K. Nonlinear oscillations in equations with delays, nonlinear oscillations in biolgy. Lect in Appl Math, 17:157-185 (1979)
  • 4Mao X, Marion G, Renshaw E. Environmental Brownian noise suppresses explosions in population dynamics. Stoc Proc and Appl, 97:95 110 (2002)
  • 5Arnold L. Stochastic Differential Equations: Theory and Applications. New York: Wiley, 1972
  • 6Fredman A. Stochastic Differential Equations and Their Applications. San Diego: Academic Press, 1976
  • 7Fan J, Zhang C. A reexamination of diffusion estimators with applications to financial model validation. J Amer Star Assoc, 98:118-134 (2003)
  • 8Fan J, Yao Q. Nonlinear Time Series, Nonparametric and Parametric Methods. New York: Springers 2003
  • 9Kendall M G. Advanced Theory of Statistics. Griffin: Charles, 1987
  • 10Gilpin M E, Ayala F G. Global models of growth and competition. Proc Nat Acad Scis USA, 1973, 70: 3590-3593

共引文献13

同被引文献18

  • 1http://www.stats.gov.cn/tjsj/.
  • 2Desmond J. Higham An Algorithmic Introduction toNumerical Simulation of Stochastic Differential Equations .SIAM REVIEW. 2001,43 (3): 525-546 .
  • 3Konstantinos Spilipoulos, Alexadr Chronpoulou. Maximum likelihood estimation for small noise multiscale diffusion [ D ]. Department of Mathematics Statistics, Boston Uni- versity, 2015 : 3 - 5.
  • 4刘金山,吴付科.随机微分方程导论与应用[M].北京:科学出版社,2007:135-147.
  • 5LIPSTER. R. S. , SHIRYAEY. A. N. Statistic of Random Processes [ M ]. New York: SPINGER VERLAG, 1997 : 682 - 696.
  • 6Andrew Paranicolaou, Konstantinos Spilipoulos. Filtering the maximum like lihood for muhiscale problems [ J ]. De- partment of mathematics statistics ,2015:5 - 9.
  • 7CHERIDITO. Gaussion moving averages semimartingales and option pricing [ J ]. Stochastic Process App, 2004 : 47 -68.
  • 8E. Pardoux, A. Y. Veretennikov. On the Poisson equation and diffusion approximationl [ M]. The Annals of proba- bility,2001:1061 - 1085.
  • 9E. Pardoux, A. Y. Veretennikov. On the Poisson equation and diffusion approximation2 [ M 1. The Annals of proba- bility,2003 : 1166 - 1192.
  • 10G. A. Pavliotis, A. M. Stuart. Multiscale methods : avera- ging and homogenization, in:Texts in applied Mathemat- ics [ J ]. Springer Science &Business Media, 2008 ( 53 ).

引证文献3

二级引证文献2

相关作者

内容加载中请稍等...

相关机构

内容加载中请稍等...

相关主题

内容加载中请稍等...

浏览历史

内容加载中请稍等...
;
使用帮助 返回顶部