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

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成果类型:
期刊论文
作者:
Ouyang, Mengqian;Li, Xiaoyue*
通讯作者:
Li, Xiaoyue
作者机构:
[Ouyang, Mengqian] Hengyang Normal Univ, Sch Math & Stat, Hengyang 421008, Peoples R China.
[Li, Xiaoyue; Ouyang, Mengqian] NE Normal Univ, Sch Math & Stat, Changchun 130024, Peoples R China.
通讯机构:
[Li, Xiaoyue] N
NE Normal Univ, Sch Math & Stat, Changchun 130024, Peoples R China.
语种:
英文
关键词:
Brownian motion;Stochastic differential equation;Generalized Ito's formula;Markov chain;Ratio-dependent prey-predator model
期刊:
Applied Mathematics and Computation
ISSN:
0096-3003
年:
2015
卷:
266
页码:
539-559
基金类别:
The authors would like to thank the editor and the referee for their useful suggestions. They also wish to thank, for financial support, the National Science Foundation of China.
机构署名:
本校为第一机构
院系归属:
数学与统计学院
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 numer...

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