Research article Special Issues

A stochastic enterprise cluster model with mean-reverting Ornstein-Uhlenbeck process

  • Published: 11 May 2026
  • MSC : 34B13, 60H10

  • In this paper, we construct and analyze a stochastic enterprise cluster model with a mean-reverting Ornstein-Uhlenbeck process. We first investigate the existence of a global unique positive solution for the system. After that, the stochastically ultimate boundedness of the system is considered. Based on a series of Lyapunov functions, sufficient criteria for the system's dynamic behaviors, including exponential extinction and persistence in the mean of the system, are established. Two numerical examples validate the theoretical results of this paper. This article provides a theoretical basis for promoting the development of enterprise clusters.

    Citation: Shuxiang Shao, Bo Du, Xiaoliang Li. A stochastic enterprise cluster model with mean-reverting Ornstein-Uhlenbeck process[J]. AIMS Mathematics, 2026, 11(5): 13110-13125. doi: 10.3934/math.2026540

    Related Papers:

  • In this paper, we construct and analyze a stochastic enterprise cluster model with a mean-reverting Ornstein-Uhlenbeck process. We first investigate the existence of a global unique positive solution for the system. After that, the stochastically ultimate boundedness of the system is considered. Based on a series of Lyapunov functions, sufficient criteria for the system's dynamic behaviors, including exponential extinction and persistence in the mean of the system, are established. Two numerical examples validate the theoretical results of this paper. This article provides a theoretical basis for promoting the development of enterprise clusters.



    加载中


    [1] X. Tian, Q. Nie, On model construction of enterprises, interactive relationship from the perspective of business ecosystem, South. Econ. J., 4 (2006), 50–57.
    [2] M. Liao, C. Xu, X. Tang, Stability and Hopf bifurcation for a competition and cooperation model of two enterprises with delay, Commun, Commun. Nonlinear Sci. Numer. Simul., 19 (2014), 3845–3856. http://doi.org/10.1016/j.cnsns.2014.02.031 doi: 10.1016/j.cnsns.2014.02.031
    [3] M. Liao, C. Xu, X. Tang, Dynamical behaviors for a competition and cooperation model of enterprises with two delays, Nonlinear Dyn., 275 (2014), 257–266. http://doi.org/10.1007/s11071-013-1063-9 doi: 10.1007/s11071-013-1063-9
    [4] C. Xu, Y. Shao, TExistence and global attractivity of periodic solution for enterprise clusters based on ecology theory with impulse, J. Appl. Math. Comput., 39 (2012), 367–384. http://doi.org/10.1007/s12190-011-0530-z doi: 10.1007/s12190-011-0530-z
    [5] Y. Zhi, Z. Ding, Y. Li, Permanence and Almost Periodic Solution for an Enterprise Cluster Model Based on Ecology Theory with Feedback Controls on Time Scales, Discrete Dyn. Nat. Soc., 2013 (2013), 639138. http://doi.org/10.1155/2013/639138 doi: 10.1155/2013/639138
    [6] A. Muhammadhaji, Y. Maimaiti, New Criteria for Analyzing the Permanence, Periodic Solution, and Global Attractiveness of the Competition and Cooperation Model of Two Enterprises with Feedback Controls and Delays, Mathematics, 11 (2023), 4442. http://doi.org/10.3390/math11214442 doi: 10.3390/math11214442
    [7] F. Wu, X. Mao, K. Chen, A highly sensitive mean-reverting process in finance and the euler-Maruyama approximations, J. Math. Anal. Appl., 348 (2008), 540–554. http://doi.org/10.1016/j.jmaa.2008.07.069 doi: 10.1016/j.jmaa.2008.07.069
    [8] X. Mao, Stochastic Differential Equations and Applications, Chichester: Horwood Publishing, 1997.
    [9] X. Zhang, R. Yuan, A stochastic chemostat model with mean-reverting Ornstein-Uhlenbeck process and Monod-Haldane response function, Appl. Math. Comput., 394 (2021), 125833. http://doi.org/10.1016/j.amc.2020.125833 doi: 10.1016/j.amc.2020.125833
    [10] A. Dixit, R. Pindyck, Investment under uncertainty, Princenton University Press, 1994.
    [11] E. Allen, Environmental variability and mean-reverting processes, Discrete Contin. Dyn.-B, 21 (2016), 2073. http://doi.org/10.3934/dcdsb.2016037 doi: 10.3934/dcdsb.2016037
    [12] Y. Song, X. Zhang, Stationary distribution and extinction of a stochastic SVEIS epidemic model incorporating Ornstein-Uhlenbeck process, Appl. Math. Lett., 133 (2022), 108284. http://doi.org/10.1016/j.aml.2022.108284 doi: 10.1016/j.aml.2022.108284
    [13] X. Zhang, Q. Yang, D. Jiang, A stochastic predator-prey model with distributed delay and Ornstein?Uhlenbeck process: Characterization of stationary distribution, extinction, and probability density function, Math. Meth. Appl. Sci., 47 (2024), 1643–1662. http://doi.org/10.1002/mma.9714 doi: 10.1002/mma.9714
    [14] Q. Yang, X. Zhang, D. Jiang, Dynamical behaviors of a stochastic food chain system with Ornstein-Uhlenbeck process, J. Nonlinear Sci., 32 (2022), 34. http://doi.org/10.1007/s00332-022-09796-8 doi: 10.1007/s00332-022-09796-8
    [15] G. Ascione, Y. Mishura, E. Pirozzi, Fractional Ornstein-Uhlenbeck process with stochastic forcing, and its applications, Methodol. Comput. Appl. Probab., 23 (2021), 53–84. http://doi.org/10.1007/s11009-019-09748-y doi: 10.1007/s11009-019-09748-y
    [16] Y. Zhou, D. Jiang, Dynamical behavior of a stochastic SIQR epidemic model with Ornstein-Uhlenbeck process and standard incidence rate after dimensionality reduction, Commun. Nonlinear Sci., 116 (2022), 106878. http://doi.org/10.1016/j.cnsns.2022.106878 doi: 10.1016/j.cnsns.2022.106878
    [17] W. Li, Q. Zhang, M. Anke, M. Ye, Y. Li, Taylor approximation of the solution of age-dependent stochastic delay population equations with Ornstein-Uhlenbeck process and Poisson jumps, Math. Biosci. Eng., 17 (2020), 2650–2675. http://doi.org/10.3934/mbe.2020145 doi: 10.3934/mbe.2020145
    [18] J. Bao, J. Shao, Permanence and extinction of regime-switching predator-prey models, SIAM J. Math. Anal., 48 (2016), 725–739. http://doi.org/10.1137/15M1024512 doi: 10.1137/15M1024512
    [19] H. Freedman, P. Moson, Persistence definitions and their connections, Proc. Amer. Math. Soc., 109 (1990), 1025–1033. http://doi.org/10.2307/2048133 doi: 10.2307/2048133
    [20] R. Lipster, A strong law of large numbers for local martingales, Stochastic, 3 (1980), 217–228. http://doi.org/10.1080/17442508008833146 doi: 10.1080/17442508008833146
    [21] Y. Zhou, W. Zhang, S. Yuan, Survival and stationary distribution of a SIR epidemic model with stochastic perturbations, Appl. Math. Comput., 244 (2014), 118–131. http://doi.org/10.1016/j.amc.2014.06.100 doi: 10.1016/j.amc.2014.06.100
    [22] S. Sun, X. Zhang, Asymptotic behavior of a stochastic delayed chemostat model with nutrient storage, J. Biolog. Syst., 26 (2018), 225–246. http://doi.org/10.1142/S0218339018500110 doi: 10.1142/S0218339018500110
    [23] C. Ji, D. Jiang, Threshold behaviour of a stochastic SIR model, Appl. Math. Model, 38 (2014), 5067–5079. http://doi.org/10.1016/j.apm.2014.03.037 doi: 10.1016/j.apm.2014.03.037
  • Reader Comments
  • © 2026 the Author(s), licensee AIMS Press. This is an open access article distributed under the terms of the Creative Commons Attribution License (http://creativecommons.org/licenses/by/4.0)
通讯作者: 陈斌, bchen63@163.com
  • 1. 

    沈阳化工大学材料科学与工程学院 沈阳 110142

  1. 本站搜索
  2. 百度学术搜索
  3. 万方数据库搜索
  4. CNKI搜索

Metrics

Article views(72) PDF downloads(19) Cited by(0)

Article outline

Figures and Tables

Figures(3)  /  Tables(2)

Other Articles By Authors

/

DownLoad:  Full-Size Img  PowerPoint
Return
Return

Catalog