Permanence of a stochastic delay competition model with Lévy jumps
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Authors
Meng Liu
- School of Mathematical Science, Huaiyin Normal University, Huaian 223300, P. R. China.
- School of Mathematics and Statistics, Northeast Normal University, Jilin 130024, P. R. China.
Meiling Deng
- School of Mathematical Science, Huaiyin Normal University, Huaian 223300, P. R. China.
Zhaojuan Wang
- School of Mathematical Science, Huaiyin Normal University, Huaian 223300, P. R. China.
Abstract
Permanence is one of the most important topics in biomathematics. The question of permanence of stochastic multi-species
models is challenging because the current approaches can not be used. In this paper, an asymptotic approach is used, and
sufficient criteria for permanence of a general n-species stochastic delay Lotka-Volterra competition model with Lévy jumps are
established. It is also shown that these criteria are sharp in some cases. The results reveal that the stochastic noises play a key
role in the permanence. This approach can be also applied to investigate the permanence of other stochastic population models
with/without time delay and/or Lévy noises.
Share and Cite
ISRP Style
Meng Liu, Meiling Deng, Zhaojuan Wang, Permanence of a stochastic delay competition model with Lévy jumps, Journal of Nonlinear Sciences and Applications, 10 (2017), no. 6, 3245--3260
AMA Style
Liu Meng, Deng Meiling, Wang Zhaojuan, Permanence of a stochastic delay competition model with Lévy jumps. J. Nonlinear Sci. Appl. (2017); 10(6):3245--3260
Chicago/Turabian Style
Liu, Meng, Deng, Meiling, Wang, Zhaojuan. "Permanence of a stochastic delay competition model with Lévy jumps." Journal of Nonlinear Sciences and Applications, 10, no. 6 (2017): 3245--3260
Keywords
- Permanence
- stochastic perturbations
- delay.
MSC
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