Yousef Al-Zalzalah

Moment and sample-path behavior of Ito population models under time-varying random catastrophes

This paper develops a time-inhomogeneous Ito diffusion population model subject to multiplicative random catastrophes. Closed-form transient moments of arbitrary integer order are derived. For a homogeneous benchmark, the expected-population exponent depends on E[Y], whereas the almost-sure sample-path exponent depends...