1,042
Views
1
CrossRef citations to date
0
Altmetric
Research Article

Persistence and extinction of a modified Leslie–Gower Holling-type II two-predator one-prey model with Lévy jumps

& ORCID Icon
Pages 117-143 | Received 27 Aug 2021, Accepted 16 Feb 2022, Published online: 14 Mar 2022

Abstract

This paper is concerned with a modified Leslie–Gower and Holling-type II two-predator one-prey model with Lévy jumps. First, we use an Ornstein–Uhlenbeck process to describe the environmental stochasticity and prove that there is a unique positive solution to the system. Moreover, sufficient conditions for persistence in the mean and extinction of each species are established. Finally, we give some numerical simulations to support the main results.

1. Introduction

The relationship between prey and predator is one of the most important and interesting topics in biomathematics. Functional response is a significant component of the predator–prey relationship. The famous predator–prey framework with modified Leslie–Gower and Holling-type II schemes proposed by Aziz-Alaoui and Okiye [Citation4] can be denoted as follows: (1) {dx(t)dt=x(t)(r1ax(t)cy(t)h+x(t)),dy(t)dt=y(t)(r2fy(t)h+x(t)),(1) where x(t) and y(t) represent the population sizes of the prey and the predator, respectively. r1,r2,a,c,f and h are positive constants. r1 and r2 are the growth rates of the prey and the predator, respectively, a represents the competitive strength among individuals of the prey, c stands for the per capita reduction rate of prey x, the meaning of f is similar to c, and h describes the protection of the environment. Aziz-Alaoui and Okiye [Citation4] studied the boundedness and global stability of model (Equation1). From then on, many authors have paid attention to model (Equation1) and its generalized forms (see, e.g. [Citation1, Citation2, Citation5, Citation10–14, Citation26, Citation27, Citation30, Citation31, Citation33, Citation35]).

The above studies have focused on two-species models. However, it is a common phenomenon that several predators compete for a prey in the natural world. At the same time, the growth of the population is inevitably affected by environmental fluctuations in real situations. Suppose that the growth rate ri is affected by white noise (see, e.g. [Citation8, Citation15–17, Citation19, Citation24, Citation32, Citation37]), with riri+σiW˙i(t), Xu et al. [Citation32] proposed a stochastic two-predator one-prey system with modified Leslie–Gower and Holling-type II schemes: {dx(t)=x(t)(r1ax(t)c1y1(t)h1+x(t)c2y2(t)h2+x(t))dt+σ1x(t)dW1(t),dy1(t)=y1(t)(r2f1y1(t)h1+x(t))dt+σ2y1(t)dW2(t),dy2(t)=y2(t)(r3f2y2(t)h2+x(t))dt+σ3y2(t)dW3(t),where Wi(t) is a standard Brownian motion defined on a complete probability space (Ω,F,P) with a filtration {Ft}t>0 satisfying the usual conditions and σi2 stands for the intensity of the white noise.

However, the growth of species in the real world is often affected by sudden random perturbations, such as epidemics, harvesting, earthquakes, and so on; and these phenomena cannot be described by white noise. Bao and Yuan [Citation6] and Bao et al. [Citation7] suggested that these phenomena can be described by a Lévy jump process. Therefore, we can obtain the following two-predator one-prey model with white noise and Lévy jumps, which introduced Lévy noise into the population model in the same way as [Citation22]: (2) {dx(t)=x(t)(r1ax(t)c1y1(t)h1+x(t)c2y2(t)h2+x(t))dt+σ1x(t)dW1(t)+Yλ1(u)x(t)N~(dt,du),dy1(t)=y1(t)(r2f1y1(t)h1+x(t))dt+σ2y1(t)dW2(t)+Yλ2(u)y1(t)N~(dt,du),dy2(t)=y2(t)(r3f2y2(t)h2+x(t))dt+σ3y2(t)dW3(t)+Yλ3(u)y2(t)N~(dt,du),(2) with initial data x(0)>0, y1(0)>0 and y2(0)>0, where x(t), y1(t) and y2(t) are the left limit of x(t), y1(t) and y2(t), respectively. N is a Poisson counting measure with characteristic measure η on a measurable subset Y of (0,+) with η(Y)<+, N~(dt,du)=N(dt,du)η(du)dt, λi:Y×ΩR is bounded and continuous with respect to η, and is B(Y)×Ft-measurable, i = 1, 2, 3.

Model (Equation2) assumes that the growth rate is linearly dependent on the Gaussian white noise in the random environments r~i(t)=ri+σidWi(t)dt,i=1,2,3.Integrating on the interval [0,T], we can see that r¯i=1T0Tr~i(t)dtri+σiWi(T)TN(ri,σi2/T).Hence, the variance of the average per capita growth rate r¯i over an interval of length T tends to ∞ as T0. According to this point, we can see that model (Equation2) cannot accurately describe the real situation. Therefore, many authors (see [Citation9, Citation34]) have proposed that using the mean-reverting Ornstein–Uhlenbeck process is a more appropriate way to incorporate the environmental perturbations. On account of this approach, one has dr~i(t)=αi(rir~i(t))dt+ξidWi(t),i=1,2,3,i.e. r~i(t)=ri+(ri0ri)eαit+ξi0teαi(ts)dWi(s)=ri+(ri0ri)eαit+σi(t)dWi(t)dt,i=1,2,3,where ri0=r~i(0),σi(t)=ξi2αi1e2αit, ξi2 means the intensity of stochastic perturbations and αi>0 characterizes the speed of reversion. As a result, Zhou et al. [Citation36] considered the following stochastic model: (3) {dx(t)=x(t)(r1+(r10r1)eα1tax(t)cy(t)h+x(t))dt+σ1(t)x(t)dW1(t),dy(t)=y(t)(r2+(r20r2)eα2tfy(t)h+x(t))dt+σ2(t)y(t)dW2(t).(3) Motivated by these, according to model (Equation2), we can derive the following stochastic two-predator one-prey model with modified Leslie–Gower and Holling-type II schemes with Lévy jumps: (4) {dx(t)=x(t)(r1+(r10r1)eα1tax(t)c1y1(t)h1+x(t)c2y2(t)h2+x(t))dt+σ1(t)x(t)dW1(t)+Yλ1(u)x(t)N~(dt,du),dy1(t)=y1(t)(r2+(r20r2)eα2tf1y1(t)h1+x(t))dt+σ2(t)y1(t)dW2(t)+Yλ2(u)y1(t)N~(dt,du),dy2(t)=y2(t)(r3+(r30r3)eα3tf2y2(t)h2+x(t))dt+σ3(t)y2(t)dW3(t)+Yλ3(u)y2(t)N~(dt,du).(4) To the best of our knowledge, there are few studies related to model (Equation4), so we mainly study the properties of model (Equation4) in this paper.

The rest of this paper is organized as follows. In Section 2, we give some lemmas for our main results and obtain sufficient conditions for persistence in the mean and extinction for each species. In Section 3, we introduce some simulation figures to illustrate our main theoretical results. Some concluding remarks are given in Section 4.

2. Main results

For convenience and simplicity, we define some notations as follows: R+3={zR3|zi>0,i=1,2,3},f(t)=t10tf(s)ds,f=lim supt+t10tf(s)ds,f=lim inft+t10tf(s)ds,bi(t)=riξi24αi+ξi24αie2αit,b¯i=limt+t10tbi(s)ds=riξi24αi,βi=Y[λi(u)ln(1+λi(u))]η(du),ki(t)=0tYln(1+λi(u))N~(ds,du),i=1,2,3.First, we give the following assumption and definition.

Assumption 2.1

There exists a constant m>0 such that 1+λi(u)>0,Y[ln(1+λi(u))]2η(du)<m,i=1,2,3,which means that the jump noise is not too strong.

Definition 2.1

[Citation22]

  • x(t) is said to be extinctive if limt+x(t)=0a.s.

  • x(t) is said to be persistent in the mean if lim inft+t10tx(s)ds>0a.s.

Before we state and prove our main results, we recall some lemmas which will be used later.

Lemma 2.1

[Citation23]

Suppose that f(t)C(Ω×[0,+),[0,+)), where C(Ω×[0,+),[0,+)) denotes the family of all positive-valued functions defined on Ω×[0,+).

  1. If there are three positive constants T, λ0, λ such that for all tT, lnf(t)λtλ00tf(s)ds+F(t),where F(t)/t0 as t+, then f=lim supt+t10tf(s)dsλ/λ0a.s.

  2. If there are three positive constants T, λ0, λ such that for all tT, lnf(t)λtλ00tf(s)ds+F(t),where F(t)/t0 as t+, then f=lim inft+t10tf(s)dsλ/λ0a.s.

Lemma 2.2

[Citation20]

Suppose that M(t),t0, is a local martingale vanishing at time zero. Then limt+ρM(t)<+limt+M(t)t=0a.s.where ρM(t)=0tdM,M(s)(1+s)2,t0and M,M(t) is Meyer's angle bracket process (see, e.g. [Citation3, Citation18]).

Lemma 2.3

For any given initial value (x(0),y1(0),y2(0))R+3, model (Equation4) has a unique solution (x(t),y1(t),y2(t))R+3 for all t0 almost surely.

Proof.

To begin with, let us consider the following system: (5) {du(t)=[b1(t)β1+(r10r1)eα1taeu(t)c1ev1(t)h1+eu(t)c2ev2(t)h2+eu(t)]dt+σ1(t)dW1(t)+Yln(1+λ1(u))N~(dt,du),dv1(t)=[b2(t)β2+(r20r2)eα2tf1ev1(t)h1+eu(t)]dt+σ2(t)dW2(t)+Yln(1+λ2(u))N~(dt,du),dv2(t)=[b3(t)β3+(r30r3)eα3tf2ev2(t)h2+eu(t)]dt+σ3(t)dW3(t)+Yln(1+λ3(u))N~(dt,du),(5) on t0 with initial data u(0)=lnx(0), v1(0)=lny1(0), v2(0)=lny2(0). The coefficients of system (Equation5) satisfy the local Lipschitz condition, then there is a unique local solution on [0,τe) (see Theorems 3.15–3.17 in [Citation25]), where τe means the explosion time. Therefore, it follows from Itô's formula that on [0,τe) model (Equation4) has a unique solution (x(t),y1(t),y2(t))=(eu(t),ev1(t),ev2(t)) which is positive. Now we validate τe=+. Consider the following systems: (6) dΦ(t)=Φ(t)[r1+(r10r1)eα1taΦ(t)]dt+σ1(t)Φ(t)dW1(t)+Yλ1(u)Φ(t)N~(dt,du),Φ(0)=x(0);(6) (7) dΨ1(t)=Ψ1(t)[r2+(r20r2)eα2tf1h1Ψ1(t)]dt+σ2(t)Ψ1(t)dW2(t)+Yλ2(u)Ψ1(t)N~(dt,du),Ψ1(0)=y1(0);(7) (8) dΨ2(t)=Ψ2(t)[r2+(r20r2)eα2tf1h1+Φ(t)Ψ2(t)]dt+σ2(t)Ψ2(t)dW2(t)+Yλ2(u)Ψ2(t)N~(dt,du),Ψ2(0)=y1(0);(8) (9) dφ1(t)=φ1(t)[r3+(r30r3)eα3tf2h2φ1(t)]dt+σ3(t)φ1(t)dW3(t)+Yλ3(u)φ1(t)N~(dt,du),φ1(0)=y2(0);(9) (10) dφ2(t)=φ2(t)[r3+(r30r3)eα3tf2h2+Φ(t)φ2(t)]dt+σ3(t)φ2(t)dW3(t)+Yλ3(u)φ2(t)N~(dt,du),φ2(0)=y2(0).(10) On the basis of the comparison theorem [Citation28], we get for t[0,τe), (11) x(t)Φ(t),Ψ1(t)y1(t)Ψ2(t),φ1(t)y2(t)φ2(t)a.s.(11) According to Lemma 4.2 in [Citation7], Equation (Equation6) has the explicit formula (12) Φ(t)=e0tb1(s)dsβ1tr10r1α1(eα1t1)+0tσ1(s)dW1(s)+k1(t)x1(0)+a0te0sb1(τ)dτβ1sr10r1α1(eα1s1)+0sσ1(τ)dW1(τ)+k1(s)ds.(12) Similarly (13) Ψ1(t)=e0tb2(s)dsβ2tr20r2α2(eα2t1)+0tσ2(s)dW2(s)+k2(t)y11(0)+f1h10te0sb2(τ)dτβ2sr20r2α2(eα2s1)+0sσ2(τ)dW2(τ)+k2(s)ds,(13) (14) Ψ2(t)=e0tb2(s)dsβ2tr20r2α2(eα2t1)+0tσ2(s)dW2(s)+k2(t)y11(0)+0tf1h1+Φ(s)e0sb2(τ)dτβ2sr20r2α2(eα2s1)+0sσ2(τ)dW2(τ)+k2(s)ds,(14) (15) φ1(t)=e0tb3(s)dsβ3tr30r3α3(eα3t1)+0tσ3(s)dW3(s)+k3(t)y21(0)+f2h20te0sb3(τ)dτβ3sr30r3α3(eα3s1)+0sσ3(τ)dW3(τ)+k3(s)ds,(15) (16) φ2(t)=e0tb3(s)dsβ3tr30r3α3(eα3t1)+0tσ3(s)dW3(s)+k3(t)y21(0)+0tf2h2+Φ(s)e0sb3(τ)dτβ3sr30r3α3(eα3s1)+0sσ3(τ)dW3(τ)+k3(s)ds.(16) Due to the fact that Φ(t), Ψ1(t), Ψ2(t), φ1(t), and φ2(t) are existent on t0, then we can obtain τe=+.

Lemma 2.4

Let b¯1>β1. If b¯2>β2 (respectively, b¯3>β3), then limt+t1lny1(t)=0(respectively,limt+t1lny2(t)=0)a.s.

Proof.

Here we only prove the case b¯2>β2, the proof of b¯3>β3 is similar.

For sufficiently small ε>0, there is sufficiently large T such that, for tT, (b¯iε)t0tbi(s)ds(b¯i+ε)t,i=1,2;e(b¯1β1ε)t2;and for tT1=T+ln2/(b¯2β2ε), e(b¯2β2ε)t2e(b¯2β2ε)T.Then when tT, by (Equation12), Φ(t)=e0tb1(s)dsβ1tr10r1α1(eα1t1)+0tσ1(s)dW1(s)+k1(t)x1(0)+a0te0sb1(τ)dτβ1sr10r1α1(eα1s1)+0sσ1(τ)dW1(τ)+k1(s)dse0tb1(s)dsβ1tr10r1α1(eα1t1)+0tσ1(s)dW1(s)+k1(t)a0te0sb1(τ)dτβ1sr10r1α1(eα1s1)+0sσ1(τ)dW1(τ)+k1(s)dse(b¯1β1+ε)tr10r1α1(eα1t1)+0tσ1(s)dW1(s)+k1(t)aemin0vt{0vσ1(τ)dW1(τ)r10r1α1(eα1v1)+k1(v)}0te(b¯1β1ε)sds=(b¯1β1ε)e(b¯1β1+ε)tr10r1α1(eα1t1)+0tσ1(s)dW1(s)+k1(t)a(e(b¯1β1ε)t1)emin0vt{0vσ1(τ)dW1(τ)r10r1α1(eα1v1)+k1(v)}2(b¯1β1ε)e(b¯1β1+ε)tr10r1α1(eα1t1)+0tσ1(s)dW1(s)+k1(t)ae(b¯1β1ε)temin0vt{0vσ1(τ)dW1(τ)r10r1α1(eα1v1)+k1(v)}=2(b¯1β1ε)ae2εtG1(t),where G1(t)=e0tσ1(s)dW1(s)r10r1α1(eα1t1)+k1(t)emin0vt{0vσ1(τ)dW1(τ)r10r1α1(eα1v1)+k1(v)}.Note that G1(t)1. Consequently, Ttf1h1+Φ(s)e0sb2(τ)dτβ2sr20r2α2(eα2s1)+0sσ2(τ)dW2(τ)+k2(s)dsTtf1e(b¯2β2ε)sr20r2α2(eα2s1)+0sσ2(τ)dW2(τ)+k2(s)h1+2(b¯1β1ε)ae2εsG1(s)dsTtf1e(b¯2β2ε)sr20r2α2(eα2s1)+0sσ2(τ)dW2(τ)+k2(s)(h1+2(b¯1β1ε)a)e2εsG1(s)ds=Tte(b¯2β23ε)sr20r2α2(eα2s1)+0sσ2(τ)dW2(τ)+k2(s)G11(s)ds×af1ah1+2(b¯1β1ε)af1ah1+2(b¯1β1ε)1b¯2β23ε(e(b¯2β23ε)te(b¯2β23ε)T)×min0vt{G2(v)}=G3(t)(e(b¯2β23ε)te(b¯2β23ε)T),where G2(t)=G11(t)e0tσ2(τ)dW2(τ)+k2(t)r20r2α2(eα2t1),G3(t)=af1ah1+2(b¯1β1ε)1b¯2β23εmin0vt{G2(v)}.Moreover, for tT1, substituting the above inequalities into (Equation14) leads to 1Ψ2(t)eTtb2(s)ds+β2(tT)+r20r2α2(eα2(tT)1)Ttσ2(s)dW2(s)(k2(t)k2(T))×G3(t)(e(b¯2β23ε)te(b¯2β23ε)T)eTtb2(s)ds+β2(tT)+r20r2α2(eα2(tT)1)Ttσ2(s)dW2(s)(k2(t)k2(T))×12G3(t)e(b¯2β23ε)tG4(t)×e4εt,where G4(t)=12G3(t)e0Tb2(s)dsβ2T+r20r2α2(eα2(tT)1)Ttσ2(s)dW2(s)(k2(t)k2(T)).For this reason, (17) t1lnΨ2(t)t1lnG4(t)+4ε.(17) According to Assumption 2.1, we get ki(t),ki(t)=tY(ln(1+λi(u)))2η(du)<mt,i=1,2,3.In view of Lemma 2.2, then limt+ki(t)t=0a.s.,i=1,2,3.We then deduce from limt+t10tσi(s)dWi(s)=0(i=1,2,3) that if b¯2>β2, limt+t1lnG4(t)=0a.s.Substituting the above identities into (Equation17) leads to lim supt+t1lny1(t)lim supt+t1lnΨ2(t)0a.s.Now let us prove lim inft+t1lny1(t)0a.s. Making use of Itô's formula to (Equation7) deduces dlnΨ1(t)=[r2+(r20r2)eα2tf1h1Ψ1(t)12σ22(t)]dt+σ2(t)dW2(t)Y[λ2(u)ln(1+λ2(u))]η(du)dt+Yln(1+λ2(u))N~(dt,du)=[b2(t)+(r20r2)eα2tf1h1Ψ1(t)β2]dt+σ2(t)dW2(t)+Yln(1+λ2(u))N~(dt,du).That is to say (18) t1lnΨ1(t)=t1lny1(0)+t10tb2(s)ds(r20r2)α2t(eα2t1)f1h1t10tΨ1(s)dsβ2+t10tσ2(s)dW2(s)+k2(t)t.(18) For arbitrary given ε>0, there exists T>0 such that, for tT, b¯22εt1lny(0)+t10tb2(s)ds(r20r2)α2t(eα2t1)+k2(t)tb¯2+2ε.We then deduce from (Equation18) that, for tT, (19) t1lnΨ1(t)(b¯2β2+2ε)f1h1t10tΨ1(s)ds+t10tσ2(s)dW2(s),(19) (20) t1lnΨ1(t)(b¯2β22ε)f1h1t10tΨ1(s)ds+t10tσ2(s)dW2(s),(20) where ε is sufficiently small such that 0<ε<12(b¯2β2). According to Lemma 2.1, we can obtain h1(b¯2β22ε)f1Ψ1Ψ1h1(b¯2β2+2ε)f1a.s.We then deduce from the arbitrariness of ε that limt+t10tΨ1(s)ds=h1(b¯2β2)f1a.s.which indicates that limt+t1lnΨ1(t)=0a.s. In accordance with (Equation11), (21) lim inft+t1lny1(t)limt+t1lnΨ1(t)=0a.s.(21) The proof of Lemma 2.4 is completed.

Now we are in the position to give our main result.

Theorem 2.1

For model (Equation4), the following conclusions hold:

  1. If b¯1<β1,b¯2<β2 and b¯3<β3, then all the populations go to extinction, i.e. limt+x(t)=0,limt+y1(t)=0,limt+y2(t)=0a.s.

  2. If b¯1<β1,b¯2<β2 and b¯3>β3, then both x and y1 become extinct, and y2 is persistent in the mean, i.e. limt+t10ty2(s)ds=h2(b¯3β3)f2a.s.

  3. If b¯1<β1,b¯2>β2 and b¯3<β3, then both x and y2 become extinct, and y1 is persistent in the mean, i.e. limt+t10ty1(s)ds=h1(b¯2β2)f1a.s.

  4. If b¯1<β1,b¯2>β2 and b¯3>β3, then x becomes extinct, and limt+t10ty1(s)ds=h1(b¯2β2)f1,limt+t10ty2(s)ds=h2(b¯3β3)f2a.s.

  5. If b¯1>β1,b¯2<β2 and b¯3<β3, then both y1 and y2 become extinct, and x is persistent in the mean, i.e. limt+t10tx(s)ds=b¯1β1aa.s.

  6. If b¯1>β1,b¯2<β2 and b¯3>β3, then y1 becomes extinct, (a) if b¯1<β1+c2(b¯3β3)f2, then x becomes extinct and y2 is persistent in the mean, i.e. limt+t10ty2(s)ds=h2(b¯3β3)f2a.s. (b) if b¯1>β1+c2(b¯3β3)f2, then both x and y2 are persistent in the mean, i.e. limt+t10tx(s)ds=b¯1β1ac2(b¯3β3)af2,limt+t10ty2(s)k+x(s)ds=b¯3β3f2a.s.

  7. If b¯1>β1,b¯2>β2 and b¯3<β3, then y2 becomes extinct, (c) if b¯1<β1+c1(b¯2β2)f1, then x becomes extinct and y1 is persistent in the mean, i.e. limt+t10ty1(s)ds=h1(b¯2β2)f1a.s. (d) if b¯1>β1+c1(b¯2β2)f1, then both x and y1 are persistent in the mean, i.e. limt+t10tx(s)ds=b¯1β1ac1(b¯2β2)af1,limt+t10ty1(s)h1+x(s)ds=b¯2β2f1a.s.

  8. If b¯1>β1,b¯2>β2 and b¯3>β3, (e) if b¯1<β1+c1(b¯2β2)f1+c2(b¯3β3)f2, then x becomes extinct and yi is persistent in the mean: limt+t10tyi(s)ds=hi(b¯i+1βi+1)fia.s.,i=1,2; (f) if b¯1>β1+c1(b¯2β2)f1+c2(b¯3β3)f2, then all the populations are persistent in the mean: limt+t10tx(s)ds=b¯1β1ac1(b¯2β2)af1c2(b¯3β3)af2,limt+t10ty1(s)h1+x(s)ds=b¯2β2f1,limt+t10ty2(s)h2+x(s)ds=b¯3β3f2a.s.

Proof.

(i). Taking advantage of Itô's formula to model (Equation4) gives dlnx(t)=[r1+(r10r1)eα1tax(t)c1y1(t)h1+x(t)c2y2(t)h2+x(t)12σ12(t)]dt+σ1(t)dW1(t)Y[λ1(u)ln(1+λ1(u))]η(du)dt+Yln(1+λ1(u))N~(dt,du)=[b1(t)β1+(r10r1)eα1tax(t)c1y1(t)h1+x(t)c2y2(t)h2+x(t)]dt+σ1(t)dW1(t)+Yln(1+λ1(u))N~(dt,du),dlny1(t)=[b2(t)β2+(r20r2)eα2tf1y1(t)h1+x(t)]dt+σ2(t)dW2(t)+Yln(1+λ2(u))N~(dt,du),dlny2(t)=[b3(t)β3+(r30r3)eα3tf2y2(t)h2+x(t)]dt+σ3(t)dW3(t)+Yln(1+λ3(u))N~(dt,du).Integrating both sides from 0 to t, one can see that (22) lnx(t)lnx(0)=0tb1(s)dsβ1tr10r1α1(eα1t1)a0tx(s)dsc10ty1(s)h1+x(s)dsc20ty2(s)h2+x(s)ds+0tσ1(s)dW1(s)+k1(t),(22) (23) lny1(t)lny1(0)=0tb2(s)dsβ2tr20r2α2(eα2t1)+k2(t)f10ty1(s)h1+x(s)ds+0tσ2(s)dW2(s),(23) (24) lny2(t)lny2(0)=0tb3(s)dsβ3tr30r3α3(eα3t1)+k3(t)f20ty2(s)h2+x(s)ds+0tσ3(s)dW3(s).(24) It follows from (Equation22) that, for sufficiently large t, (25) t1lnx(t)x(0)b¯1β1+ε+t10tσ1(s)dW1(s)r10r1α1t(eα1t1)+k1(t)t.(25) Note that limt+t10tσ1(s)dW1(s)=0,limt+t1k1(t)=0 and b¯1β1+ε<0, then we have limt+x(t)=0a.s. In the same way, if b¯2<β2, it follows from (Equation23) that limt+y1(t)=0a.s.; if b¯3<β3, it follows from (Equation24) that limt+y2(t)=0a.s.

(ii). Since b¯1<β1,b¯2<β2, (i) implies limt+x(t)=0,limt+y1(t)=0a.s. Then for sufficiently large t, (26) lny2(t)(b¯3β3+2ε)tf2h2+ε0ty2(s)ds+0tσ3(s)dW3(s)+k3(t),(26) (27) lny2(t)(b¯3β32ε)tf2h2ε0ty2(s)ds+0tσ3(s)dW3(s)+k3(t).(27) Making use of Lemma 2.1 to (Equation26) and (Equation27), we can obtain that (h2ε)(b¯3β32ε)f2y2y2(h2+ε)(b¯3β3+2ε)f2a.s.According to the arbitrariness of ε, we have limt+t10ty2(s)ds=h2(b¯3β3)f2a.s.

The proof of (iii) and (iv) is similar to (ii), hence is omitted.

(v). Since b¯2<β2,b¯3<β3, (i) implies limt+yi(t)=0a.s.,i=1,2. Besides, b¯1>β1, for sufficiently large t, by (Equation22), we obtain (28) lnx(t)(b¯1β1+2ε)ta0tx(s)ds+0tσ1(s)dW1(s)+k1(t),(28) (29) lnx(t)(b¯1β12ε)ta0tx(s)ds+0tσ1(s)dW1(s)+k1(t).(29) Making use of Lemma 2.1 to (Equation28) and (Equation29) results in b¯1β12εaxxb¯1β1+2εaa.s.Making use of the arbitrariness of ε gives limt+t10tx(s)ds=b¯1β1aa.s.

(vi) Since b¯2<β2, by (i) we know limt+y1(t)=0.

(a) Computing (22)×f2(24)×c2 yields (30) f2t1lnx(t)x(0)=c2t1lny2(t)y2(0)+f2t10tb1(s)dsc2t10tb3(s)dsr10r1α1t(eα1t1)f2+r30r3α3t(eα3t1)c2af2t10tx(s)dsc1f2t10ty1(s)h1+x(s)ds+f2t10tσ1(s)dW1(s)c2t10tσ3(s)dW3(s)+f2t1k1(t)c2t1k3(t)β1f2+β3c2.(30) On the basis of Lemma 2.4, for arbitrary ε>0, there is a constant T>0 such that c2t1lny2(t)y2(0)ε/5, for tT. For this reason, f2t1lnx(0)ε/5,f2t1k1(t)c2t1k3(t)ε/5,r30r3α3t(eα3t1)c2r10r1α1t(eα1t1)f2ε/5,f2t10tσ1(s)dW1(s)c2t10tσ3(s)dW3(s)ε/5,f2t10tb1(s)dsc2t10tb3(s)dsf2b¯1c2b¯3+c2ε+f2ε,for tT. Substituting the above inequalities into (Equation30) yields (31) f2t1lnx(t)(1+c2+f2)ε+f2(b¯1β1)c2(b¯3β3),(31) for all tT almost surely. Let ε be sufficiently small such that 0<ε<c2(b¯3β3)f2(b¯1β1)1+c2+f2, thus limt+x(t)=0a.s. Then similar to the proof of (ii), we can prove limt+t10ty2(s)ds=h2(b¯3β3)f2a.s.(b) By (Equation24), we have (32) t1lny2(t)y2(0)=t10tb3(s)dsβ3r30r3α3t(eα3t1)+t1k3(t)f2t10ty2(s)h2+x(s)ds+t10tσ3(s)dW3(s).(32) We then deduce from Lemmas 2.2, 2.4 and limt+t10tσ3(s)dW3(s)=0 that (33) limt+t10ty2(s)h2+x(s)ds=b¯3β3f2a.s.(33) As a result, for any ε>0, we can find out T>0 such that, for tT, (34) c2(b¯3β3)f2εt1[lnx(0)r10r1α1(eα1t1)c20ty2(s)h2+x(s)ds]c2(b¯3β3)f2+ε.(34) Substituting (Equation34) into (Equation22), one can derive that t1lnx(t)b¯1β1c2(b¯3β3)f22εat10tx(s)ds+t10tσ1(s)dW1(s)+t1k1(t),t1lnx(t)b¯1β1c2(b¯3β3)f2+2εat10tx(s)ds+t10tσ1(s)dW1(s)+t1k1(t),for sufficiently large t, where ε>0 obeys 12(b¯1β1c2(b¯3β3)f2)>ε>0. Then by Lemma 2.1, b¯1β12εac2(b¯3β3)af2xxb¯1β1+2εac2(b¯3β3)af2.Then the arbitrariness of ε means limt+t10tx(s)ds=b¯1β1ac2(b¯3β3)af2a.s.The proof of (vii) is analogous to that of (vi) and hence is left out.

(viii) (e) Multiplying (Equation22), (Equation23) and (Equation24) by f1f2, c1f2 and c2f1, respectively, and then adding them, one gets that for sufficiently large t, f1f2t1lnx(t)x(0)=c1f2t1lny1(t)y1(0)+c2f1t1lny2(t)y2(0)+f1f2t10tb1(s)dsc1f2t10tb2(s)dsc2f1t10tb3(s)dsβ1f1f2+β2c1f2+β3c2f1r10r1α1t(eα1t1)f1f2+r20r2α2t(eα2t1)c1f2+r30r3α3t(eα3t1)c2f1af1f2t10tx(s)ds+f1f2t10tσ1(s)dW1(s)c1f2t10tσ2(s)dW2(s)c2f1t10tσ3(s)dW3(s)+f1f2t1k1(t)c1f2t1k2(t)c2f1t1k3(t).By virtue of Lemma 2.4, we can observe that for arbitrary ε>0, c1f2t1lny1(t)y1(0)+c2f1t1lny2(t)y2(0)ε/5, and f1f2t1lnx(0)ε/5,f1f2t1k1(t)c1f2t1k2(t)c2f1t1k3(t)ε/5,r20r2α2t(eα2t1)c1f2+r30r3α3t(eα3t1)c2f1r10r1α1t(eα1t1)f1f2ε/5,f1f2t10tσ1(s)dW1(s)c1f20tσ2(s)dW2(s)c2f1t10tσ3(s)dW3(s)ε/5,f1f2t10tb1(s)dsc1f2t10tb2(s)dsc2f1t10tb3(s)dsf1f2b¯1c1f2b¯2c2f1b¯3+(f1f2+c1f2+c2f1)ε.As a result, for tT, (35) f1f2t1lnx(t)f1f2(b¯1β1)c1f2(b¯2β2)c2f1(b¯3β3)+(1+f1f2+c1f2+c2f1)ε,(35) where ε satisfies c1f2(b¯2β2)+c2f1(b¯3β3)f1f2(b¯1β1)1+f1f2+c1f2+c2f1>ε>0, thus limt+x(t)=0a.s. The proof of limt+t10ty1(s)ds=h1(b¯2β2)f1,limt+t10ty2(s)ds=h2(b¯3β3)f2a.s.is similar to (iv) and hence is omitted.

(f) Similar to the proof of (b) in (vi), we can get limt+t10ty1(s)h1+x(s)ds=b¯2β2f1,limt+t10ty2(s)h2+x(s)ds=b¯3β3f2a.s.Dividing both sides of (Equation22) by t, we can get (36) t1lnx(t)(b¯1β1c1(b¯2β2)f1c2(b¯3β3)f22ε)at10tx(s)ds+t10tσ1(s)dW1(s)+t1k1(t),t1lnx(t)(b¯1β1c1(b¯2β2)f1c2(b¯3β3)f2+2ε)at10tx(s)ds+t10tσ1(s)dW1(s)+t1k1(t).(36) Choose 0<ε<12(b¯1β1c1(b¯2β2)f1c2(b¯3β3)f2); on the basis of Lemma 2.1, b¯1β12εac1(b¯2β2)af1c2(b¯3β3)af2xxb¯1β1+2εac1(b¯2β2)af1c2(b¯3β3)af2.Using the arbitrariness of ε, one can observe that limt+t10tx(s)ds=b¯1β1ac1(b¯2β2)af1c2(b¯3β3)af2a.s.This completes the proof.

3. Discussions and numerical simulations

Now we test the functions of the mean-reverting Ornstein–Uhlenbeck process on the persistence and extinction of Model (Equation4). We note that the speed of reversion αi and the intensity of the perturbation ξi2 are two key parameters in the Ornstein–Uhlenbeck process. Theorem 2.1 shows that the persistence and extinction of system (Equation4) are entirely dominated by the signs of b¯iβi, b¯1β1c1(b¯2β2)f1, b¯1β1c2(b¯3β3)f2 and b¯1β1c1(b¯2β2)f1c2(b¯3β3)f2. Obviously, (b¯iβi)αi>0,(b¯1β1c1(b¯2β2)f1)α1>0,(b¯1β1c1(b¯2β2)f1)α2<0,(b¯iβi)(ξi2)<0,(b¯1β1c1(b¯2β2)f1)(ξ12)<0,(b¯1β1c1(b¯2β2)f1)(ξ22)>0,(b¯1β1c2(b¯3β3)f2)α1>0,(b¯1β1c2(b¯3β3)f2)α3<0,(b¯1β1c2(b¯3β3)f2)(ξ12)<0,(b¯1β1c2(b¯3β3)f2)(ξ32)>0,(b¯1β1c1(b¯2β2)f1c2(b¯3β3)f2)α1>0,(b¯1β1c1(b¯2β2)f1c2(b¯3β3)f2)(ξ12)<0,(b¯1β1c1(b¯2β2)f1c2(b¯3β3)f2)α2<0,(b¯1β1c1(b¯2β2)f1c2(b¯3β3)f2)(ξ22)>0,(b¯1β1c1(b¯2β2)f1c2(b¯3β3)f2)α3<0,(b¯1β1c1(b¯2β2)f1c2(b¯3β3)f2)(ξ32)>0.Hence, as αi (respectively, ξi2) increases, species i tends to be persistent (respectively, extinct), i = 1, 2, 3. Moreover, due to the fact that (b¯1β1c1(b¯2β2)/f1)α2<0 (respectively, (b¯1β1c1(b¯2β2)/f1)(ξ22)>0), so sufficiently large α2 (respectively, ξ22) could make x extinct (respectively, persistent) if b¯1>β1 and b¯2>β2. Similarly, sufficiently large α3 (respectively, ξ32) could make x extinct (respectively, persistent) if b¯1>β1 and b¯3>β3.

Now we use the Euler scheme offered in [Citation29] to prove our theoretical results numerically (here we only provide the functions of αi since the functions of ξi2 can be proffered analogously). Consider the following model: (37) {dx(t)=x(t)(0.60.2eα1t0.4x(t)0.4y1(t)1+x(t)0.3y2(t)1+x(t))dt+ξ12α11e2α1tx(t)dW1(t)+Yλ1(u)x(t)N~(dt,du),dy1(t)=y1(t)(0.350.15eα2t0.4y1(t)1+x(t))dt+ξ22α21e2α2ty1(t)dW2(t)+Yλ2(u)y1(t)N~(dt,du),dy2(t)=y2(t)(0.150.05eα3t0.3y2(t)1+x(t))dt+ξ32α31e2α3ty2(t)dW3(t)+Yλ3(u)y2(t)N~(dt,du),(37) where ξ1=0.2, ξ2=0.13, ξ3=0.1, Y=(0,+), η(Y)=1, and we suppose the initial data are x(0)=0.5, y1(0)=0.3 and y2(0)=0.1.

  • Choose α1=0.0172, α2=0.0124, α3=0.0171, λ1(u)=0.2136, λ2(u)=0.1631, λ3(u)=0.1034. Then b¯1=0.0186,b¯2=0.0093,b¯3=0.0038,β1=0.02,β2=0.012,β3=0.005. Thus by (i) in Theorem 2.1, all the species become extinct. Figure  confirms these.

  • Choose α1=0.0172, α2=0.0124, α3=0.455, λ1(u)=0.2136, λ2(u)=0.1631, λ3(u)=0.1034. Then b¯1=0.0186,b¯2=0.0093,b¯3=0.1445,β1=0.02,β2=0.012,β3=0.005. It, therefore, follows from (ii) in Theorem 2.1 that both x and y1 become extinct and limt+t10ty2(s)ds=h2(b¯3β3)f2=0.465>0. Figure  confirms these.

  • Choose α1=0.0172, α2=0.4225, α3=0.0171, λ1(u)=0.2136, λ2(u)=0.1631, λ3(u)=0.1034. Then b¯1=0.0186,b¯2=0.34,b¯3=0.0038,β1=0.02,β2=0.012,β3=0.005. It, therefore, follows from (iii) in Theorem 2.1 that both x and y2 become extinct and limt+t10ty1(s)ds=h1(b¯2β2)f1=0.82>0. Figure  confirms these.

  • Choose α1=0.0172, α2=0.4225, α3=0.455, λ1(u)=0.2136, λ2(u)=0.1631, λ3(u)=0.1034. Then b¯1=0.0186,b¯2=0.34,b¯3=0.1445,β1=0.02,β2=0.012,β3=0.005. It, therefore, follows from (iv) in Theorem 2.1 that x becomes extinct and limt+t10ty1(s)ds=h1(b¯2β2)f1=0.82>0, limt+t10ty2(s)ds=h2(b¯3β3)f2=0.465>0. Figure  confirms these.

  • Choose α1=0.625, α2=0.0124, α3=0.0171, λ1(u)=0.2136, λ2(u)=0.1631, λ3(u)=0.1034. Then b¯1=0.584,b¯2=0.0093,b¯3=0.0038,β1=0.02,β2=0.012,β3=0.005. Thus by (v) in Theorem 2.1, both y1 and y2 become extinct, and limt+t10tx(s)ds=b¯1β1a=1.41>0. Figure  confirms these.

    Comparing Figure with Figure , we can see that with the rise of α3, y2 tends to be persistent. Similarly, comparing Figure with Figure (respectively, Figure with Figure ), we can see that with the rise of α2 (respectively, α1), y1 (respectively, x) tends to be persistent.

  • Choose α1=0.0228, α2=0.0124, α3=0.75, λ1(u)=0.2136, λ2(u)=0.1631, λ3(u)=0.1034. Then b¯1=0.1614,b¯2=0.0093,b¯3=0.1467,β1=0.02,β2=0.012,β3=0.005,β1+c2(b¯3β3)f2=0.1617. Thus by (a) of (vi) in Theorem 2.1, both x and y1 become extinct, and limt+t10ty2(s)ds=h2(b¯3β3)f2=0.4722>0. Figure  confirms these.

  • Choose α1=0.0228, α2=0.0124, α3=0.0262, λ1(u)=0.2136, λ2(u)=0.1631, λ3(u)=0.1034. Then b¯1=0.1614,b¯2=0.0093,b¯3=0.0546,β1=0.02,β2=0.012,β3=0.005,β1+c2(b¯3β3)f2=0.0696. Thus by (b) of (vi) in Theorem 2.1, y1 becomes extinct, and limt+t10tx(s)ds=b¯1β1ac2(b¯3β3)af2=0.2296>0, limt+t10ty2(s)h2+x(s)ds=b¯3β3f2=0.1653>0. Figure  confirms these.

    Comparing Figure with Figure , we can see that with the rise of α3, the prey population tends to become extinct.

  • Choose α1=0.04, α2=0.55, α3=0.0171, λ1(u)=0.2136, λ2(u)=0.1631, λ3(u)=0.1034. Then b¯1=0.35,b¯2=0.3423,b¯3=0.0038,β1=0.02,β2=0.012,β3=0.005,β1+c1(b¯2β2)f1=0.3503. Thus by (c) of (vii) in Theorem 2.1, both x and y2 become extinct, and limt+t10ty1(s)ds=h1(b¯2β2)f1=0.8258>0. Figure  confirms these.

  • Choose α1=0.04, α2=0.0306, α3=0.0171, λ1(u)=0.2136, λ2(u)=0.1631, λ3(u)=0.1034. Then b¯1=0.35,b¯2=0.2119,b¯3=0.0038,β1=0.02,β2=0.012,β3=0.005,β1+c1(b¯2β2)f1=0.2199. Thus by (d) of (vii) in Theorem 2.1, y2 becomes extinct, and limt+t10tx(s)ds=b¯1β1ac1(b¯2β2)af1=0.3252>0, limt+t10ty1(s)h1+x(s)ds=b¯2β2f1=0.4998>0. Figure  confirms these.

    Comparing Figure with Figure , we can see that with the rise of α2, the prey population tends to become extinct.

  • Choose α1=0.09, α2=0.8, α3=0.55, λ1(u)=0.2136, λ2(u)=0.1631, λ3(u)=0.1034. Then b¯1=0.4889,b¯2=0.3447,b¯3=0.1455,β1=0.02,β2=0.012,β3=0.005,β1+c1(b¯2β2)f1+c2(b¯3β3)f2=0.4932. Thus by (e) of (viii) in Theorem 2.1, x becomes extinct, and limt+t10ty1(s)ds=h1(b¯2β2)f1=0.8318>0, limt+t10ty2(s)ds=h2(b¯3β3)f2=0.4682>0. Figure  confirms these.

  • Choose α1=0.09, α2=0.0729, α3=0.089, λ1(u)=0.2136, λ2(u)=0.1631, λ3(u)=0.1034. Then b¯1=0.4889,b¯2=0.292,b¯3=0.1219,β1=0.02,β2=0.012,β3=0.005,β1+c1(b¯2β2)f1+c2(b¯3β3)f2=0.417. It therefore follows from (f) of (viii) in Theorem 2.1 that limt+t10tx(s)ds=b¯1β1ac1(b¯2β2)af1c2(b¯3β3)af2=0.18>0, limt+t10ty1(s)h1+x(s)ds=b¯2β2f1=0.7>0, limt+t10ty2(s)h2+x(s)ds=b¯3β3f2=0.3897>0. Figure  confirms these.

In the following, we discuss the effect of Lévy jumps on model (Equation4).
  • In Figure , we choose λ2(u)=1.358 (i.e. β2=0.5) and assume that all other parameters are the same as those in Figure . It follows from (ii) in Theorem 2.1 that both x and y1 become extinct and limt+t10ty2(s)ds=h2(b¯3β3)f2=0.465.

    Comparing Figure with Figure , we can see that with the rise of λ2(u), y1 becomes extinct.

  • In Figure , we choose λ3(u)=0.7722 (i.e. β3=0.2) and assume that all other parameters are the same as those in Figure . It follows from (iii) in Theorem 2.1 that both x and y2 become extinct and limt+t10ty1(s)ds=h1(b¯2β2)f1=0.82.

    Comparing Figure with Figure , we can see that with the rise of λ3(u), y2 becomes extinct.

  • In Figure , we choose λ1(u)=1.527 (i.e. β1=0.6) and assume that all other parameters are the same as those in Figure . It follows from (i) in Theorem 2.1 that all the species become extinct.

    Comparing Figure with Figure , we can see that with the rise of λ1(u), x becomes extinct.

By analysing Figures , we can see that Lévy noise can change the properties of the population systems, and it can force the population to become extinct when λi(u) is sufficiently large.

Figure 1. All the species become extinct almost surely.

Figure 1. All the species become extinct almost surely.

Figure 2. x and y1 become extinct, and the species y2 is persistent in the mean almost surely.

Figure 2. x and y1 become extinct, and the species y2 is persistent in the mean almost surely.

Figure 3. x and y2 become extinct, and the species y1 is persistent in the mean almost surely.

Figure 3. x and y2 become extinct, and the species y1 is persistent in the mean almost surely.

Figure 4. y1 and y2 are persistent in the mean, and x becomes extinct almost surely.

Figure 4. y1 and y2 are persistent in the mean, and x becomes extinct almost surely.

Figure 5. y1 and y2 become extinct, and x is persistent in the mean almost surely.

Figure 5. y1 and y2 become extinct, and x is persistent in the mean almost surely.

Figure 6. x and y1 become extinct, and y2 is persistent in the mean almost surely.

Figure 6. x and y1 become extinct, and y2 is persistent in the mean almost surely.

Figure 7. x and y2 are persistent in the mean, and y1 becomes extinct almost surely.

Figure 7. x and y2 are persistent in the mean, and y1 becomes extinct almost surely.

Figure 8. x and y2 become extinct, and y1 is persistent in the mean almost surely.

Figure 8. x and y2 become extinct, and y1 is persistent in the mean almost surely.

Figure 9. x and y1 are persistent in the mean, and y2 becomes extinct almost surely.

Figure 9. x and y1 are persistent in the mean, and y2 becomes extinct almost surely.

Figure 10. y1 and y2 are persistent in the mean, and x becomes extinct almost surely.

Figure 10. y1 and y2 are persistent in the mean, and x becomes extinct almost surely.

Figure 11. All the species are persistent in the mean almost surely.

Figure 11. All the species are persistent in the mean almost surely.

Figure 12. x and y1 become extinct, and y2 is persistent in the mean almost surely.

Figure 12. x and y1 become extinct, and y2 is persistent in the mean almost surely.

Figure 13. x and y2 become extinct, and y1 is persistent in the mean almost surely.

Figure 13. x and y2 become extinct, and y1 is persistent in the mean almost surely.

Figure 14. All the species are become extinct almost surely.

Figure 14. All the species are become extinct almost surely.

4. Concluding remarks

In this paper, we take advantage of a mean-reverting Ornstein–Uhlenbeck process to describe the random perturbations in the environment and formulate a stochastic three-species predator–prey system with Lévy jumps, which might be more appropriate to depict reality than model (Equation2). We obtain sharp sufficient conditions for persistence in the mean and extinction for each species of model (Equation4) and uncovered some significant functions of Ornstein–Uhlenbeck process: sufficiently large αi (the speed of reversion) could make species i persistent, i = 1, 2, 3; moreover, in some situations, sufficiently large α2 and α3 could make x become extinct.

Some interesting questions deserve further investigation. The present article probed into the white noises and Lévy noise, one could examine other random noises such as the telephone noise (see [Citation21]), etc. Besides, one could consider and investigate model (Equation4) in higher dimensions. All these considerations are left for future study.

Disclosure statement

No potential conflict of interest was reported by the author(s).

Additional information

Funding

The work was supported by the National Science Foundation of China [No. 12172376] and Scientific Research Project of Tianjin Municipal Education Commission [No. 2019KJ131].

References

  • W. Abid, R. Yafia, M.A. Aziz-Alaoui, and A. Aghriche, Dynamics analysis and optimality in selective harvesting predator–prey model with modified Leslie–Gower and Holling-type II, Nonauton. Dyn. Syst. 6 (2019), pp. 1–17.
  • N. Ali and M. Jazar, Global dynamics of a modified Leslie–Gower predator–prey model with Crowley–Martin functional responses, Appl. Math. Comput. 43 (2013), pp. 271–293.
  • D. Applebaum, Lévy Processes and Stochastics Calculus, 2nd ed., Cambridge University Press, New York, 2009.
  • M.A. Aziz-Alaoui and M.D. Okiye, Boundedness and global stability for a predator–prey model with modified Leslie–Gower and Holling-type II schemes, Appl. Math. Lett. 16 (2003), pp. 1069–1075.
  • M. Banerjee and S. Banerjee, Turing instabilities and spatio-temporal chaos in ratio-dependent Holling–Tanner model, Math. Biosci. 236 (2012), pp. 64–76.
  • J. Bao and C. Yuan, Stochastic population dynamics driven by Lévy noise, J. Math. Anal. Appl. 391 (2012), pp. 363–375.
  • J. Bao, X. Mao, G. Yin, and C. Yuan, Competitive Lotka–Volterra population dynamics with jumps, Nonlinear Anal. 74 (2011), pp. 6601–6616.
  • J.R. Beddington and R.M. May, Harvesting natural populations in a randomly fluctuating environment, Science 197 (1977), pp. 463–465.
  • Y. Cai, J. Jiao, Z. Gui, Y. Liu, and W. Wang, Environmental variability in a stochastic epidemic model, Appl. Math. Comput. 329 (2018), pp. 210–226.
  • J. Cao and R. Yuan, Bifurcation analysis in a modified Leslie–Gower model with Holling type II functional response and delay, Nonlinear Dyn. 84 (2016), pp. 1341–1352.
  • F. Chen, L. Chen, and X. Xie, On a Leslie–Gower predator–prey model incorporating a prey refuge, Nonlinear Anal. Real World Appl. 10 (2009), pp. 2905–2908.
  • R.K. Ghaziania, J. Alidousti, and A.B. Eshkaftaki, Stability and dynamics of a fractional order Leslie–Gower prey–predator model, Appl. Math. Model. 40 (2016), pp. 2075–2086.
  • X. Guan, W. Wang, and Y. Cai, Spatiotemporal dynamics of a Leslie–Gower predator–prey model incorporating a prey refuge, Nonlinear Anal. Real World Appl. 12 (2011), pp. 2385–2395.
  • H. Guo and X. Song, An impulsive predator–prey system with modified Leslie–Gower and Holling type II schemes, Chaos Solitons Fractals 36 (2008), pp. 1320–1331.
  • C. Ji, D. Jiang, and N. Shi, Analysis of a predator–prey model with modified Leslie–Gower and Holling type II schemes with stochastic perturbation, J. Math. Anal. Appl. 359 (2009), pp. 482–498.
  • C. Ji, D. Jiang, and N. Shi, A note on a predator–prey model with modified Leslie–Gower and Holling-type II schemes with stochastic perturbation, J. Math. Anal. Appl. 377 (2011), pp. 435–440.
  • D. Jiang and N. Shi, A note on non-autonomous logistic equation with random perturbation, J. Math. Anal. Appl. 303 (2005), pp. 164–172.
  • H. Kunita, Itô's stochastic calculus: its surprising power for applications, Stoch. Process. Appl. 120 (2010), pp. 622–652.
  • X. Li and X. Mao, Population dynamical behavior of non-autonomous Lotka–Volterra competitive system with random perturbation, Discrete Contin. Dyn. Syst. 24 (2009), pp. 523–545.
  • R.S. Lipster, A strong law of large numbers for local martingales, Stochastics 3 (1980), pp. 217–228.
  • M. Liu, Dynamics of a stochastic regime-switching predator–prey model with modified Leslie–Gower Holling-type II schemes and prey harvesting, Nonlinear Dyn. 96 (2019), pp. 417–442.
  • M. Liu and C. Bai, Dynamics of a stochastic one-prey two-predator model with Lévy jumps, Appl. Math. Comput. 284 (2016), pp. 308–321.
  • M. Liu, K. Wang, and Q. Wu, Survival analysis of stochastic competitive models in a polluted environment and stochastic competitive exclusion principle, Bull. Math. Biol. 73 (2011), pp. 1969–2012.
  • M. Liu, C. Du, and M. Deng, Persistence and extinction of a modified Leslie–Gower Holling-type II stochastic predator–prey model with impulsive toxicant input in polluted environments, Nonlinear Anal. Hybrid Syst. 27 (2018), pp. 177–190.
  • X. Mao and C. Yuan, Stochastic Differential Equations with Markovian Switching, Imperial College Press, London, 2006
  • L. Nie, Z. Teng, L. Hu, and J. Peng, Qualitative analysis of a modified Leslie–Gower and Holling-type II predator–prey model with state dependent impulsive effects, Nonlinear Anal. Real World Appl. 11 (2010), pp. 1364–1373.
  • A.F. Nindjin, M.A. Aziz-Alaoui, and M. Cadivel, Analysis of a predator–prey model with modified Leslie–Gower and Holling-type II schemes with time delay, Nonlinear Anal. Real World Appl. 7 (2006), pp. 1104–1118.
  • S. Peng and X. Zhu, Necessary and sufficient condition for comparison theorem of 1-dimensional stochastic differential equations, Stoch. Process. Appl. 116 (2006), pp. 370–380.
  • P. Protter and D. Talay, The Euler scheme for Lévy driven stochastic differential equations, Ann. Probab. 25 (1997), pp. 393–423.
  • X. Song and Y. Li, Dynamic behaviors of the periodic predator–prey model with modified Leslie–Gower Holling-type II schemes and impulsive effect, Nonlinear Anal. Real World Appl. 9 (2008), pp. 64–79.
  • Y. Tian and P. Weng, Stability analysis of diffusive predator–prey model with modified Leslie–Gower and Holling-type III schemes, Appl. Math. Comput. 218 (2011), pp. 3733–3745.
  • Y. Xu, M. Liu, and Y. Yang, Analysis of a stochastic two-predators one-prey system with modified Leslie–Gower and Holling-type II schemes, J. Appl. Anal. Comput. 7 (2017), pp. 713–727.
  • R. Yafia, F. Adnani, and H. Alaoui, Limit cycle and numerical simulations for small and large delays in a predator–prey model with modified Leslie–Gower and Holling-type II schemes, Nonlinear Anal. Real World Appl. 9 (2008), pp. 2055–2067.
  • Y. Zhao, S. Yuan, and J. Ma, Survival and stationary distribution analysis of a stochastic competitive model of three species in a polluted environment, Bull. Math. Biol. 77 (2015), pp. 1285–1326.
  • J. Zhou, C. Kim, and J. Shi, Positive steady state solutions of a diffusive Leslie–Gower predator–prey model with Holling type II functional response and cross-diffusion, Discrete Contin. Dyn. Syst. 34 (2014), pp. 3875–3899.
  • D. Zhou, M. Liu, and Z. Liu, Persistence and extinction of a stochastic predator–prey model with modified Leslie–Gower and Holling-type II schemes, Adv. Differ. Equ. 1 (2020), pp. 1–15.
  • X. Zou, D. Fan, and K. Wang, Stationary distribution and stochastic Hopf bifurcation for a predator–prey system with noises, Discrete Contin. Dyn. Syst. Ser. B 18 (2013), pp. 1507–1519.