Dynamics of a stochastic one-prey two-predator model with Lévy jumps

Meng Liu and Chuanzhi Bai

Applied Mathematics and Computation, 2016, vol. 284, issue C, 308-321

Abstract: This paper is concerned with a one-prey two-predator model with both white noises and Lévy noises. We first carry out the almost complete parameters analysis for the model. In each case we show that each species is either persistent in the mean or extinct, depending on some critical values. Then we establish the sufficient criteria for stability in distribution of the model. Finally, we use some numerical examples to demonstrate the analytical findings.

Keywords: White noises; Lévy jumps; Persistence; Extinction; Stability (search for similar items in EconPapers)
Date: 2016
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Citations: View citations in EconPapers (8)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:apmaco:v:284:y:2016:i:c:p:308-321

DOI: 10.1016/j.amc.2016.02.033

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