Restricted Gompertz-Type Diffusion Processes with Periodic Regulation Functions

Autor: Virginia Giorno, Amelia G. Nobile
Jazyk: angličtina
Rok vydání: 2019
Předmět:
Zdroj: Mathematics, Vol 7, Iss 6, p 555 (2019)
Druh dokumentu: article
ISSN: 2227-7390
DOI: 10.3390/math7060555
Popis: We consider two different time-inhomogeneous diffusion processes useful to model the evolution of a population in a random environment. The first is a Gompertz-type diffusion process with time-dependent growth intensity, carrying capacity and noise intensity, whose conditional median coincides with the deterministic solution. The second is a shifted-restricted Gompertz-type diffusion process with a reflecting condition in zero state and with time-dependent regulation functions. For both processes, we analyze the transient and the asymptotic behavior of the transition probability density functions and their conditional moments. Particular attention is dedicated to the first-passage time, by deriving some closed form for its density through special boundaries. Finally, special cases of periodic regulation functions are discussed.
Databáze: Directory of Open Access Journals
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