On the Global Stability of a Stochastic Logistic-Type Equation in x0>K Regime

We investigate a stochastic logistic-type differential equation with multiplicative noise acting on the intrinsic growth rate. While this equation has been widely studied as a prototypical nonlinear stochastic system, existing analytical results have largely focused on initial conditions below the equilibrium level. The asymptotic behavior for super-equilibrium initial data has remained insufficiently understood. In this work, we establish almost sure convergence to the equilibrium for all initial conditions satisfying [Formula: see text]. Using a Lyapunov-based approach, we prove that trajectories starting above the carrying capacity converge to the equilibrium regardless of the sign of the effective growth rate. In addition, we demonstrate that the extinction-like behavior sometimes observed in numerical simulations in this regime can arise from coarse time discretization rather than from the underlying continuous-time dynamics. Numerical experiments based on refined Milstein schemes confirm the stability behavior predicted by the theoretical analysis. These results provide a rigorous characterization of the dynamics for [Formula: see text] and highlight the importance of numerical consistency when simulating stochastic differential equations with multiplicative noise.

Authors

Institutions

Publication Details

Journal
Fluctuation and Noise Letters
Published
2026-04-06
DOI
https://doi.org/10.1142/s0219477526500343
Primary Topic
Stochastic processes and financial applications
Type
article
Field-Weighted Citation Impact
0.00
Controls
|||
ALL TIME
JAN
FEB
MAR
APR
MAY
JUN
JUL
AUG
SEP
OCT
article

On the Global Stability of a Stochastic Logistic-Type Equation in x0>K Regime

Islam M. Elbaz, M. A. Sohaly, H. El-Metwally
Fluctuation and Noise Letters
Stochastic processes and financial applications
article

On the Global Stability of a Stochastic Logistic-Type Equation in x0>K Regime

Islam M. Elbaz, M. A. Sohaly, H. El-Metwally
article en

Abstract

We investigate a stochastic logistic-type differential equation with multiplicative noise acting on the intrinsic growth rate. While this equation has been widely studied as a prototypical nonlinear stochastic system, existing analytical results have largely focused on initial conditions below the equilibrium level. The asymptotic behavior for super-equilibrium initial data has remained insufficiently understood. In this work, we establish almost sure convergence to the equilibrium for all initial conditions satisfying [Formula: see text]. Using a Lyapunov-based approach, we prove that trajectories starting above the carrying capacity converge to the equilibrium regardless of the sign of the effective growth rate. In addition, we demonstrate that the extinction-like behavior sometimes observed in numerical simulations in this regime can arise from coarse time discretization rather than from the underlying continuous-time dynamics. Numerical experiments based on refined Milstein schemes confirm the stability behavior predicted by the theoretical analysis. These results provide a rigorous characterization of the dynamics for [Formula: see text] and highlight the importance of numerical consistency when simulating stochastic differential equations with multiplicative noise.

Fluctuation and Noise Letters
Suez University (EG), Qassim University (SA), Mansoura University (EG), Buraydah Colleges (SA)
Openalex Percentile: Top 22%
Stochastic processes and financial applications
AI Navigator

Ask Laika to Summarize, Analyze, and Connect papers live on the map.

Summarize Papers & Methodologies

Extract key findings, datasets, and comparative methods across publications.

Benchmark Rankings & Visual Analytics

Rank top research institutions, authors, funders, topics, and journals by Field-Weighted Citation Impact (FWCI) and paper volume with instant charts.

Connect Distant Disciplines

Bridge topological clusters on the map to find hidden collaborative intersections.