Permanence and asymptotical behavior of stochastic prey–predator system with Markovian switching

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摘要

In this paper, we investigate the stochastic permanence and extinction of a stochastic ratio-dependent prey–predator model controlled by a Markov chain. In the permanent case we estimate the superior limit and the inferior limit of the average in time of the sample path of the solution. The boundaries are related to the stationary probability distribution of the Markov chain and the parameters of the subsystems. Finally, we illustrate our main results by two examples and some numerical experiments.

论文关键词:Brownian motion,Stochastic differential equation,Generalized Itô’s formula,Markov chain,Ratio-dependent prey-predator model

论文评审过程:Received 19 May 2014, Revised 20 November 2014, Accepted 18 May 2015, Available online 11 June 2015, Version of Record 11 June 2015.

论文官网地址:https://doi.org/10.1016/j.amc.2015.05.083