Conditions for permanence and ergodicity of certain stochastic predator-prey models

DOI10.1017/JPR.2015.18zbMATH Open1338.34091arXiv1506.02774OpenAlexW2963163821WikidataQ115563662 ScholiaQ115563662MaRDI QIDQ2804423FDOQ2804423

Nguyen Huu Du, G. Yin, Dang Hai Nguyen

Publication date: 29 April 2016

Published in: Journal of Applied Probability (Search for Journal in Brave)

Abstract: This work derives sufficient conditions for the permanence and ergodicity of a stochastic predator-prey model with Beddington-DeAngelis functional response. The conditions obtained in fact are very close to the necessary conditions. Both non-degenerate and degenerate diffusions are considered. One of the distinctive features of our results is that our results enables characterization of the support of a unique invariant probability measure. It proves the convergence in total variation norm of the transition probability to the invariant measure. Comparisons to existing literature and related matters to other stochastic predator-prey models are also given.

Full work available at URL: https://arxiv.org/abs/1506.02774

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zbMATH Keywords

ergodicityextinctionpermanenceBeddington-DeAngelis functional responsepredator-preystationary distribution

Mathematics Subject Classification ID

Qualitative investigation and simulation of ordinary differential equation models (34C60) Population dynamics (general) (92D25) Ergodicity, mixing, rates of mixing (37A25) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Asymptotic properties of solutions to ordinary differential equations (34D05) Ordinary differential equations and systems with randomness (34F05)

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