IDEAS home Printed from https://ideas.repec.org/a/eee/phsmap/v392y2013i20p4739-4748.html
   My bibliography  Save this article

Stochastic bifurcation for a tumor–immune system with symmetric Lévy noise

Author

Listed:
  • Xu, Yong
  • Feng, Jing
  • Li, JuanJuan
  • Zhang, Huiqing

Abstract

In this paper, we investigate stochastic bifurcation for a tumor–immune system in the presence of a symmetric non-Gaussian Lévy noise. Stationary probability density functions will be numerically obtained to define stochastic bifurcation via the criteria of its qualitative change, and bifurcation diagram at parameter plane is presented to illustrate the bifurcation analysis versus noise intensity and stability index. The effects of both noise intensity and stability index on the average tumor population are also analyzed by simulation calculation. We find that stochastic dynamics induced by Gaussian and non-Gaussian Lévy noises are quite different.

Suggested Citation

  • Xu, Yong & Feng, Jing & Li, JuanJuan & Zhang, Huiqing, 2013. "Stochastic bifurcation for a tumor–immune system with symmetric Lévy noise," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(20), pages 4739-4748.
    • Handle: RePEc:eee:phsmap:v:392:y:2013:i:20:p:4739-4748
    DOI: 10.1016/j.physa.2013.06.010
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0378437113005086
    Download Restriction: Full text for ScienceDirect subscribers only. Journal offers the option of making the article available online on Science direct for a fee of $3,000
    File URL: https://libkey.io/10.1016/j.physa.2013.06.010?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Chiarella, Carl & He, Xue-Zhong & Wang, Duo & Zheng, Min, 2008. "The stochastic bifurcation behaviour of speculative financial markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 387(15), pages 3837-3846.
    2. Aleksander Janicki & Aleksander Weron, 1994. "Simulation and Chaotic Behavior of Alpha-stable Stochastic Processes," HSC Books, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number hsbook9401, December.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Liu, Xiangdong & Li, Qingze & Pan, Jianxin, 2018. "A deterministic and stochastic model for the system dynamics of tumor–immune responses to chemotherapy," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 500(C), pages 162-176.
    2. Duan, Wei-Long, 2020. "The stability analysis of tumor-immune responses to chemotherapy system driven by Gaussian colored noises," Chaos, Solitons & Fractals, Elsevier, vol. 141(C).
    3. Liu, Pei & Ning, Li Juan, 2016. "Transitions induced by cross-correlated bounded noises and time delay in a genotype selection model," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 441(C), pages 32-39.
    4. Cui, Yingxue & Ning, Lijuan, 2023. "Transport of coupled particles in fractional feedback ratchet driven by Bounded noise," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 615(C).
    5. Das, Parthasakha & Das, Pritha & Mukherjee, Sayan, 2020. "Stochastic dynamics of Michaelis–Menten kinetics based tumor-immune interactions," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 541(C).
    6. Cao, Boqiang & Shan, Meijing & Zhang, Qimin & Wang, Weiming, 2017. "A stochastic SIS epidemic model with vaccination," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 486(C), pages 127-143.
    7. Wang, Xiao & Duan, Jinqiao & Li, Xiaofan & Luan, Yuanchao, 2015. "Numerical methods for the mean exit time and escape probability of two-dimensional stochastic dynamical systems with non-Gaussian noises," Applied Mathematics and Computation, Elsevier, vol. 258(C), pages 282-295.
    8. Duan, Wei-Long & Lin, Ling, 2021. "Noise and delay enhanced stability in tumor-immune responses to chemotherapy system," Chaos, Solitons & Fractals, Elsevier, vol. 148(C).
    9. Guo, Qin & Sun, Zhongkui & Xu, Wei, 2016. "The properties of the anti-tumor model with coupling non-Gaussian noise and Gaussian colored noise," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 449(C), pages 43-52.
    10. Liu, Yuting & Shan, Meijing & Lian, Xinze & Wang, Weiming, 2016. "Stochastic extinction and persistence of a parasite–host epidemiological model," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 462(C), pages 586-602.
    11. Hao, Mengli & Jia, Wantao & Wang, Liang & Li, Fuxiao, 2022. "Most probable trajectory of a tumor model with immune response subjected to asymmetric Lévy noise," Chaos, Solitons & Fractals, Elsevier, vol. 165(P1).
    12. Fahimi, Milad & Nouri, Kazem & Torkzadeh, Leila, 2020. "Chaos in a stochastic cancer model," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 545(C).
    13. Hua, Mengjiao & Wu, Yu, 2022. "Transition and basin stability in a stochastic tumor growth model with immunization," Chaos, Solitons & Fractals, Elsevier, vol. 158(C).

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Makoto Maejima & Gennady Samorodnitsky, 1999. "Certain Probabilistic Aspects of Semistable Laws," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 51(3), pages 449-462, September.
    2. Lombardi, Marco J. & Calzolari, Giorgio, 2009. "Indirect estimation of [alpha]-stable stochastic volatility models," Computational Statistics & Data Analysis, Elsevier, vol. 53(6), pages 2298-2308, April.
    3. Härdle, Wolfgang Karl & Burnecki, Krzysztof & Weron, Rafał, 2004. "Simulation of risk processes," Papers 2004,01, Humboldt University of Berlin, Center for Applied Statistics and Economics (CASE).
    4. Foad Shokrollahi & Marcin Marcin Magdziarz, 2020. "Equity warrant pricing under subdiffusive fractional Brownian motion of the short rate," Papers 2007.12228, arXiv.org, revised Nov 2020.
    5. Furrer, Hansjorg & Michna, Zbigniew & Weron, Aleksander, 1997. "Stable Lévy motion approximation in collective risk theory," Insurance: Mathematics and Economics, Elsevier, vol. 20(2), pages 97-114, September.
    6. Geoffrey Poitras & John Heaney, 2015. "Classical Ergodicity and Modern Portfolio Theory," Post-Print hal-03680380, HAL.
    7. Ortobelli, Sergio & Rachev, Svetlozar & Schwartz, Eduardo, 2000. "The Problem of Optimal Asset Allocation with Stable Distributed Returns," University of California at Los Angeles, Anderson Graduate School of Management qt3zd6q86c, Anderson Graduate School of Management, UCLA.
    8. Michna, Zbigniew, 2008. "Asymptotic behavior of the supremum tail probability for anomalous diffusions," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 387(2), pages 413-417.
    9. Menn, Christian & Rachev, Svetlozar T., 2005. "A GARCH option pricing model with [alpha]-stable innovations," European Journal of Operational Research, Elsevier, vol. 163(1), pages 201-209, May.
    10. Żaba, Mariusz & Garbaczewski, Piotr & Stephanovich, Vladimir, 2013. "Lévy flights in confining environments: Random paths and their statistics," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(17), pages 3485-3496.
    11. Kim, Panki, 2006. "Weak convergence of censored and reflected stable processes," Stochastic Processes and their Applications, Elsevier, vol. 116(12), pages 1792-1814, December.
    12. Nolan, John P., 1998. "Parameterizations and modes of stable distributions," Statistics & Probability Letters, Elsevier, vol. 38(2), pages 187-195, June.
    13. Stoyan Stoyanov & Borjana Racheva-Iotova & Svetlozar Rachev & Frank Fabozzi, 2010. "Stochastic models for risk estimation in volatile markets: a survey," Annals of Operations Research, Springer, vol. 176(1), pages 293-309, April.
    14. Foad Shokrollahi, 2016. "Subdiffusive fractional Brownian motion regime for pricing currency options under transaction costs," Papers 1612.06665, arXiv.org, revised Aug 2017.
    15. Weron, Rafał, 2004. "Computationally intensive Value at Risk calculations," Papers 2004,32, Humboldt University of Berlin, Center for Applied Statistics and Economics (CASE).
    16. Telesca, Luciano & Caggiano, Rosa & Lapenna, Vincenzo & Lovallo, Michele & Trippetta, Serena & Macchiato, Maria, 2008. "The Fisher information measure and Shannon entropy for particulate matter measurements," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 387(16), pages 4387-4392.
    17. Poitras, Geoffrey, 2018. "The pre-history of econophysics and the history of economics: Boltzmann versus the marginalists," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 507(C), pages 89-98.
    18. Marcin Magdziarz & Janusz Gajda, 2012. "Anomalous dynamics of Black–Scholes model time-changed by inverse subordinators," HSC Research Reports HSC/12/04, Hugo Steinhaus Center, Wroclaw University of Science and Technology.
    19. Weron, Rafal, 2008. "Market price of risk implied by Asian-style electricity options and futures," Energy Economics, Elsevier, vol. 30(3), pages 1098-1115, May.
    20. Weron, Karina & Kotulski, Marcin, 1996. "On the Cole-Cole relaxation function and related Mittag-Leffler distribution," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 232(1), pages 180-188.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:phsmap:v:392:y:2013:i:20:p:4739-4748. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.journals.elsevier.com/physica-a-statistical-mechpplications/ .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.