Numerical Solution of Stochastic Differential Equations by use of Path Integration: A study of a stochastic Lotka-Volterra model
Some theory of real and stochastic analysis in order to introduce the Path Integration method in terms of stochastic operators. A theorem presenting sufficient conditions for convergence of the Path Integration method is then presented. The solution of a stochastic Lotka-Volterra model of a prey-predator relationship is then discussed, with and without the predator being harvested. And finally, an adaptive algorithm designed to solve the stochastic Lotka-Volterra model well, is presented.
Place, publisher, year, edition, pages
Institutt for matematiske fag , 2011. , 91 p.
ntnudaim:6680, MTFYMA fysikk og matematikk, Industriell matematikk
IdentifiersURN: urn:nbn:no:ntnu:diva-14421Local ID: ntnudaim:6680OAI: oai:DiVA.org:ntnu-14421DiVA: diva2:453366
Næss, Arvid, Professor