Estimation of the parameters of a stochastic logistic growth model

We consider a stochastic logistic growth model involving both birth and death rates in the drift and diffusion coefficients for which extinction eventually occurs almost surely. The associated complete Fokker-Planck equation describing the law of the process is established and studied. We then use its solution to build a likelihood function for the unknown model parameters, when discretely sampled data is available. The existing estimation methods need adaptation in order to deal with the extinction problem. We propose such adaptations, based on the particular form of the Fokker-Planck equation, and we evaluate their performances with numerical simulations. In the same time, we explore the identifiability of the parameters which is a crucial problem for the corresponding deterministic (noise free) model.

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Source https://hal.science/hal-00842291
Author Campillo, Fabien, Joannides, Marc, Larramendy-Valverde, Irène
Maintainer CCSD
Last Updated May 10, 2026, 10:40 (UTC)
Created May 10, 2026, 10:40 (UTC)
Identifier hal-00842291
Language en
Rights https://about.hal.science/hal-authorisation-v1/
contributor Modelling and Optimisation of the Dynamics of Ecosystems with MICro-organisme (MODEMIC) ; Centre Inria d'Université Côte d'Azur ; Institut National de Recherche en Informatique et en Automatique (Inria)-Institut National de Recherche en Informatique et en Automatique (Inria)-Mathématiques, Informatique et STatistique pour l'Environnement et l'Agronomie (MISTEA) ; Institut National de la Recherche Agronomique (INRA)-Institut national d’études supérieures agronomiques de Montpellier (Montpellier SupAgro)-Institut National de la Recherche Agronomique (INRA)-Institut national d’études supérieures agronomiques de Montpellier (Montpellier SupAgro)
creator Campillo, Fabien
date 2013-05-10T00:00:00
harvest_object_id 360c8a82-1168-4a25-b554-ed7c19bfc1b7
harvest_source_id 3374d638-d20b-4672-ba96-a23232d55657
harvest_source_title test moissonnage SELUNE
metadata_modified 2025-08-26T00:00:00
relation info:eu-repo/semantics/altIdentifier/arxiv/1307.2217
set_spec type:REPORT