IDEAS home Printed from https://ideas.repec.org/a/eee/spapps/v196y2026ics0304414926000554.html

Spinal study of a population model for colonial species with interactions and environmental noise

Author

Listed:
  • Billiard, Sylvain
  • Medous, Charles
  • Smadi, Charline

Abstract

We introduce and study a stochastic model for the dynamics of colonial species, which reproduce through fission or fragmentation. The fission rate depends on the relative sizes of colonies in the population, and the growth rate of colonies is influenced by intrinsic and environmental stochasticities. Our setting thus captures the effect of an external noise, correlating the trait dynamics of all colonies. In particular, we study the effect of the strength of this correlation on the distribution of resources between colonies. We then extend this model to a large class of structured branching processes with interactions in which the particle type evolves according to a diffusion. The branching and death rates are general functions of the whole population. In this framework, we derive a ψ-spine construction and a Many-to-One formula, extending previous works on interacting branching processes. Using this spinal construction, we also propose an alternative simulation method and illustrate its efficiency on the colonial population model. The extended framework we propose can model various ecological systems with interactions, and individual and environmental noises.

Suggested Citation

  • Billiard, Sylvain & Medous, Charles & Smadi, Charline, 2026. "Spinal study of a population model for colonial species with interactions and environmental noise," Stochastic Processes and their Applications, Elsevier, vol. 196(C).
  • Handle: RePEc:eee:spapps:v:196:y:2026:i:c:s0304414926000554
    DOI: 10.1016/j.spa.2026.104923
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0304414926000554
    Download Restriction: Full text for ScienceDirect subscribers only

    File URL: https://libkey.io/10.1016/j.spa.2026.104923?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

    for a different version of it.

    References listed on IDEAS

    as
    1. Hardy, Robert & Harris, Simon C., 2006. "A conceptual approach to a path result for branching Brownian motion," Stochastic Processes and their Applications, Elsevier, vol. 116(12), pages 1992-2013, December.
    2. Monique Jeanblanc & Marc Yor & Marc Chesney, 2009. "Mathematical Methods for Financial Markets," Springer Finance, Springer, number 978-1-84628-737-4, October.
    Full references (including those not matched with items on IDEAS)

    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. Das, Kaustav & Guo, Ivan & Loeper, Grégoire, 2026. "On stochastic partial differential equations and their applications to derivative pricing through a conditional Feynman-Kac formula," Stochastic Processes and their Applications, Elsevier, vol. 195(C).
    2. Bernardo D’Auria & José A. Salmeron, 2025. "Optimal portfolios with anticipating information on the stochastic interest rate," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 48(1), pages 301-328, June.
    3. Hainaut, Donatien, 2026. "American option pricing with model constrained Gaussian process regressions," Applied Mathematics and Computation, Elsevier, vol. 512(C).
    4. Zhang Chen & Chen Kay, 2026. "Historical Developments in Probability Measures for Asset Pricing: From State Prices to Modern Pricing Kernels," Papers 2605.27658, arXiv.org.
    5. Kun Tian & Dewen Xiong & Zhongxing Ye, 2014. "The Dynamic Spread of the Forward CDS with General Random Loss," Abstract and Applied Analysis, John Wiley & Sons, vol. 2014(1).
    6. Lilian Hu & Yue Kuen Kwok, 2025. "Analytics on conditional moment generating functions of stochastic volatility models," Quantitative Finance, Taylor & Francis Journals, vol. 25(12), pages 1991-2007, December.
    7. Masashi Sekine, 2026. "Mean-field equilibrium price formation under single-default risk," Papers 2607.17502, arXiv.org.
    8. Zhang, Yi & Peng, Jun, 2026. "Functionals of reflected diffusion processes," Statistics & Probability Letters, Elsevier, vol. 236(C).
    9. Graeme Baker & Ankita Chatterjee, 2025. "Minimal Solutions to the Skorokhod Reflection Problem Driven by Jump Processes and an Application to Reinsurance," Papers 2512.24491, arXiv.org.
    10. Fu, Wenxin & Hong, Wenming, 2026. "On the maximal displacement of critical branching random walk in random environment," Stochastic Processes and their Applications, Elsevier, vol. 199(C).
    11. Jacek Wszo{l}a & Krzysztof Burnecki & Marek Teuerle & Martyna Zdeb, 2025. "Design and valuation of multi-region CoCoCat bonds," Papers 2510.17221, arXiv.org.
    12. José Carlos Dias & Mark B. Shackleton & Fernando Correia da Silva & Rafał M. Wojakowski, 2026. "Time Integrals Under the Black–Scholes–Merton and Margrabe Economies," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 46(7), pages 1256-1274, July.
    13. David Roodman, 2026. "On the probability distribution of long-term changes in the growth rate of the global economy: An outside view," Papers 2605.09182, arXiv.org.
    14. Wang, Ning & Zhang, Yumo, 2025. "Robust asset-liability management games in a stochastic market with stochastic cash flows under HARA utility," Insurance: Mathematics and Economics, Elsevier, vol. 124(C).
    15. Masaaki Fujii & Masashi Sekine, 2026. "Mean Field Equilibrium Asset Pricing Model with Habit Formation," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 33(1), pages 263-314, March.
    16. Krell, N. & Rouault, A., 2011. "Martingales and rates of presence in homogeneous fragmentations," Stochastic Processes and their Applications, Elsevier, vol. 121(1), pages 135-154, January.
    17. Qian, Yicheng & Pang, Pufan, 2025. "Adaptive hybrid spatial hypergraph convolution module with data embedding optimization for stock ranking prediction," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 680(C).
    18. Yuchao Dong & Harry Zheng, 2025. "Extended HJB Equation for Mean-Variance Stopping Problem: Vanishing Regularization Method," Papers 2510.24128, arXiv.org.
    19. Berestycki, Julien & Brunet, Éric & Harris, John W. & Harris, Simon C. & Roberts, Matthew I., 2015. "Growth rates of the population in a branching Brownian motion with an inhomogeneous breeding potential," Stochastic Processes and their Applications, Elsevier, vol. 125(5), pages 2096-2145.
    20. Bae, Se Yung & Jeon, Junkee & Koo, Hyeng Keun, 2026. "Consumption, investment, life insurance, and early retirement decisions under habit-dependent living standards," The Quarterly Review of Economics and Finance, Elsevier, vol. 106(C).

    More about this item

    Keywords

    ;
    ;
    ;
    ;
    ;
    ;
    ;
    ;

    Statistics

    Access and download statistics

    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:spapps:v:196:y:2026:i:c:s0304414926000554. 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.elsevier.com/wps/find/journaldescription.cws_home/505572/description#description .

    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.