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International Journal of Nonlinear Sciences and Numerical Simulation

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Volume 19, Issue 6


Stochastic Modified Bazykin Predator–Prey Model with Markovian Switching

Zhangzhi Wei
  • School of Mathematical Sciences, Anhui University, Hefei 230601, P.R. China
  • School of Mathematics and Statistics, Suzhou University, Suzhou 234000, P.R. China
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/ Zheng Wu / Ling Hu / Lianglong Wang
Published Online: 2018-07-13 | DOI: https://doi.org/10.1515/ijnsns-2016-0190


This article is devoted to the dynamical behavior of a stochastic modified Bazykin predator–prey model under regime switching. Some sufficient conditions are derived to guarantee the asymptotic properties, persistent and extinct of solutions by using the stochastic comparison theorem, Itô formula and exponential martingale inequality. At last, some simulations are given to illustrate our main results.

Keywords: Itô formula; Persistent in mean; Extinct; Markovian switching,Exponential martingale inequality

MSC 2010: 34E10; 34F05


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About the article

Received: 2016-12-25

Accepted: 2018-01-10

Published Online: 2018-07-13

Published in Print: 2018-09-25

Citation Information: International Journal of Nonlinear Sciences and Numerical Simulation, Volume 19, Issue 6, Pages 573–581, ISSN (Online) 2191-0294, ISSN (Print) 1565-1339, DOI: https://doi.org/10.1515/ijnsns-2016-0190.

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