2011
DOI: 10.1016/j.jde.2010.08.023
|View full text |Cite
|
Sign up to set email alerts
|

Dynamics of Kolmogorov systems of competitive type under the telegraph noise

Abstract: MSC: 34C12 60H10 92D25Keywords: Kolmogorov systems of competitive type Telegraph noise Stationary distribution ω-limit set This paper studies the dynamics of Kolmogorov systems of competitive type under the telegraph noise. The telegraph noise switches at random two Kolmogorov competition-type deterministic models. The aim of this work is to describe the omega-limit set of the system and investigates properties of stationary density.

Help me understand this report

Search citation statements

Order By: Relevance

Paper Sections

Select...
3
1
1

Citation Types

2
27
0

Year Published

2016
2016
2021
2021

Publication Types

Select...
6

Relationship

0
6

Authors

Journals

citations
Cited by 42 publications
(29 citation statements)
references
References 17 publications
2
27
0
Order By: Relevance
“…For each state e ∈ M, we denote by π e t (z 0 ) the solution of system (1.2) in the state e with the initial value z 0 ∈ K. As in [11], the Ω-limit set of the trajectory starting from an initial value z 0 ∈ K is defined by Ω(z 0 , ω) = T >0 t>T (S(t, ω, z 0 ), I(t, ω, z 0 ), R(t, ω, z 0 )). We here use the notation "Ω-limit set" in lieu of the usual one "ω-limit set" in the deterministic dynamical system for avoiding notational conflict with the element notation ω in the probability sample space.…”
Section: ω-Limit Set and Attractormentioning
confidence: 99%
See 4 more Smart Citations
“…For each state e ∈ M, we denote by π e t (z 0 ) the solution of system (1.2) in the state e with the initial value z 0 ∈ K. As in [11], the Ω-limit set of the trajectory starting from an initial value z 0 ∈ K is defined by Ω(z 0 , ω) = T >0 t>T (S(t, ω, z 0 ), I(t, ω, z 0 ), R(t, ω, z 0 )). We here use the notation "Ω-limit set" in lieu of the usual one "ω-limit set" in the deterministic dynamical system for avoiding notational conflict with the element notation ω in the probability sample space.…”
Section: ω-Limit Set and Attractormentioning
confidence: 99%
“…Step 3. We now shall that the stationary distribution ν * of the process ((S(t), I(t), R(t)), r(t)) has a density f * with respect to the product measure m on X and supp(f * ) = Γ × M. Since the argument is similar to that of [11], we here only sketch the proof to point out the difference with it.…”
Section: )mentioning
confidence: 99%
See 3 more Smart Citations