Stochastic Lotka-Volterra Systems under Regime Switching with Jumps

A stochastic Lotka-Volterra model with Markovian switching driven by jumps is proposed and investigated. In the model, the white noise, color noise and jumping noise are taken into account at the same time. This model is more feasible and applicable. Firstly, sufficient conditions for stochastic per...

Full description

Saved in:
Bibliographic Details
Published in:Filomat 2014-01, Vol.28 (9), p.1907-1928
Main Authors: Wu, Ruihua, Zou, Xiaoling, Wang, Ke, Liu, Meng
Format: Article
Language:English
Subjects:
Markov chains
Permanence
Stochastic models
Sufficient conditions
White noise
Citations: Items that cite this one
Online Access:Get full text
Tags: Add Tag
No Tags, Be the first to tag this record!
Description
Summary:A stochastic Lotka-Volterra model with Markovian switching driven by jumps is proposed and investigated. In the model, the white noise, color noise and jumping noise are taken into account at the same time. This model is more feasible and applicable. Firstly, sufficient conditions for stochastic permanence and extinction are presented. Then the moment average in time and the asymptotic pathwise properties are estimated. Our results show that these properties have close relations with the jumps and the stationary probability distribution of the Markov chain. Finally, several numerical simulations are provided to illustrate the effectiveness of the results.
ISSN:0354-5180
2406-0933
DOI:10.2298/FIL1409907W