Numerical Solution of the Lotka-Volterra Stochastic Differential Equation

Authors

  • Erisbey Mar Cardona Departamento de Matem
  • Carlos Alberto Ram Departamento de Matem
  • José Rodrigo Gonz Departamento de Matem

DOI:

https://doi.org/10.19139/soic-2310-5070-2307

Keywords:

Stochastic differential equations, Lotka-Volterra model, Euler-Maruyama method, Milstein method

Abstract

This paper presents the modeling of the stochastic differential equation of Lotka-Volterra and introduces the application of two numerical methods to approximately obtain the solution to this stochastic model. The methods used to solve the stochastic differential equation are the Euler-Maruyama method and the Milstein method. Additionally, a methodology will be presented to obtain the parameters of the predator-prey model equation based on empirically obtained data from observations conducted over a fixed period of time.

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Published

2025-03-04

How to Cite

Cardona, E. M., Ram, C. A. ., & Gonz, J. R. . (2025). Numerical Solution of the Lotka-Volterra Stochastic Differential Equation. Statistics, Optimization & Information Computing, 13(6), 2511–2520. https://doi.org/10.19139/soic-2310-5070-2307

Issue

Vol. 13 No. 6 (2025)

Section

Research Articles

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