Large deviations for stochastic predator–prey model with Lévy noise
Articles
C.S. Sridevi
Bharathiar University
https://orcid.org/0000-0002-7822-0543
Murugan Suvinthra
Bharathiar University
Krishnan Balachandran
Bharathiar University
https://orcid.org/0000-0002-8834-7521
Published 2024-06-25
https://doi.org/10.15388/namc.2024.29.35318
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Keywords

large deviation principle
predator–prey model
weak convergence
Lévy noise

How to Cite

Sridevi, C., Suvinthra, M. and Balachandran, K. (2024) “Large deviations for stochastic predator–prey model with Lévy noise”, Nonlinear Analysis: Modelling and Control, pp. 1–26. doi:10.15388/namc.2024.29.35318.

Abstract

This paper discusses the large deviations for stochastic predator–prey model driven by multiplicative Lévy noise. Using Galerkin approximation, we initially prove the existence and uniqueness of solution. Due to the equivalence between Laplace principle and large deviation principle under a Polish space, the method of weak convergence has been followed in order to establish our results for this coupled system of equations.

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