# American Institute of Mathematical Sciences

September  2015, 20(7): 2069-2088. doi: 10.3934/dcdsb.2015.20.2069

## Permanence and extinction of non-autonomous Lotka-Volterra facultative systems with jump-diffusion

 1 Department of Mathematics, Harbin Institute of Technology, Harbin, 150001, China 2 School of Science, Beijing University of Civil Engineering and Architecture, Beijing, 100044, China, China

Received  May 2014 Revised  February 2015 Published  July 2015

Using stochastic differential equations with Lévy jumps, this paper studies the effect of environmental stochasticity and random catastrophes on the permanence of Lotka-Volterra facultative systems. Under certain simple assumptions, we establish the sufficient conditions for weak permanence in the mean and extinction of the non-autonomous system, respectively. In particular, a necessary and sufficient condition for permanence and extinction of autonomous system with jump-diffusion are obtained. We generalize some former results under weaker assumptions. Finally, we discuss the biological implications of the main results.
Citation: Dan Li, Jing'an Cui, Yan Zhang. Permanence and extinction of non-autonomous Lotka-Volterra facultative systems with jump-diffusion. Discrete & Continuous Dynamical Systems - B, 2015, 20 (7) : 2069-2088. doi: 10.3934/dcdsb.2015.20.2069
##### References:

show all references

##### References:
 [1] Leanne Dong. Random attractors for stochastic Navier-Stokes equation on a 2D rotating sphere with stable Lévy noise. Discrete & Continuous Dynamical Systems - B, 2021, 26 (10) : 5421-5448. doi: 10.3934/dcdsb.2020352 [2] Jiangtao Yang. Permanence, extinction and periodic solution of a stochastic single-species model with Lévy noises. Discrete & Continuous Dynamical Systems - B, 2021, 26 (10) : 5641-5660. doi: 10.3934/dcdsb.2020371 [3] Tomasz Kosmala, Markus Riedle. Variational solutions of stochastic partial differential equations with cylindrical Lévy noise. Discrete & Continuous Dynamical Systems - B, 2021, 26 (6) : 2879-2898. doi: 10.3934/dcdsb.2020209 [4] Kexue Li, Jigen Peng, Junxiong Jia. Explosive solutions of parabolic stochastic partial differential equations with lévy noise. Discrete & Continuous Dynamical Systems, 2017, 37 (10) : 5105-5125. doi: 10.3934/dcds.2017221 [5] Hongjun Gao, Fei Liang. On the stochastic beam equation driven by a Non-Gaussian Lévy process. Discrete & Continuous Dynamical Systems - B, 2014, 19 (4) : 1027-1045. doi: 10.3934/dcdsb.2014.19.1027 [6] Guangjun Shen, Xueying Wu, Xiuwei Yin. Stabilization of stochastic differential equations driven by G-Lévy process with discrete-time feedback control. Discrete & Continuous Dynamical Systems - B, 2021, 26 (2) : 755-774. doi: 10.3934/dcdsb.2020133 [7] Phuong Nguyen, Roger Temam. The stampacchia maximum principle for stochastic partial differential equations forced by lévy noise. Communications on Pure & Applied Analysis, 2020, 19 (4) : 2289-2331. doi: 10.3934/cpaa.2020100 [8] Jiahui Zhu, Zdzisław Brzeźniak. Nonlinear stochastic partial differential equations of hyperbolic type driven by Lévy-type noises. Discrete & Continuous Dynamical Systems - B, 2016, 21 (9) : 3269-3299. doi: 10.3934/dcdsb.2016097 [9] Yong Ren, Qi Zhang. Stabilization for hybrid stochastic differential equations driven by Lévy noise via periodically intermittent control. Discrete & Continuous Dynamical Systems - B, 2021  doi: 10.3934/dcdsb.2021207 [10] Tian Zhang, Chuanhou Gao. Stability with general decay rate of hybrid neutral stochastic pantograph differential equations driven by Lévy noise. Discrete & Continuous Dynamical Systems - B, 2021  doi: 10.3934/dcdsb.2021204 [11] Graeme D. Chalmers, Desmond J. Higham. Convergence and stability analysis for implicit simulations of stochastic differential equations with random jump magnitudes. Discrete & Continuous Dynamical Systems - B, 2008, 9 (1) : 47-64. doi: 10.3934/dcdsb.2008.9.47 [12] Badr-eddine Berrhazi, Mohamed El Fatini, Tomás Caraballo, Roger Pettersson. A stochastic SIRI epidemic model with Lévy noise. Discrete & Continuous Dynamical Systems - B, 2018, 23 (6) : 2415-2431. doi: 10.3934/dcdsb.2018057 [13] Yong-Kum Cho. On the Boltzmann equation with the symmetric stable Lévy process. Kinetic & Related Models, 2015, 8 (1) : 53-77. doi: 10.3934/krm.2015.8.53 [14] Ziheng Chen, Siqing Gan, Xiaojie Wang. Mean-square approximations of Lévy noise driven SDEs with super-linearly growing diffusion and jump coefficients. Discrete & Continuous Dynamical Systems - B, 2019, 24 (8) : 4513-4545. doi: 10.3934/dcdsb.2019154 [15] Justin Cyr, Phuong Nguyen, Sisi Tang, Roger Temam. Review of local and global existence results for stochastic pdes with Lévy noise. Discrete & Continuous Dynamical Systems, 2020, 40 (10) : 5639-5710. doi: 10.3934/dcds.2020241 [16] Justin Cyr, Phuong Nguyen, Roger Temam. Stochastic one layer shallow water equations with Lévy noise. Discrete & Continuous Dynamical Systems - B, 2019, 24 (8) : 3765-3818. doi: 10.3934/dcdsb.2018331 [17] Ludwig Arnold, Igor Chueshov. Cooperative random and stochastic differential equations. Discrete & Continuous Dynamical Systems, 2001, 7 (1) : 1-33. doi: 10.3934/dcds.2001.7.1 [18] Martin Redmann, Melina A. Freitag. Balanced model order reduction for linear random dynamical systems driven by Lévy noise. Journal of Computational Dynamics, 2018, 5 (1&2) : 33-59. doi: 10.3934/jcd.2018002 [19] Hwa-Sung Kim, Bara Kim, Jerim Kim. Catastrophe equity put options under stochastic volatility and catastrophe-dependent jumps. Journal of Industrial & Management Optimization, 2014, 10 (1) : 41-55. doi: 10.3934/jimo.2014.10.41 [20] Xueqin Li, Chao Tang, Tianmin Huang. Poisson $S^2$-almost automorphy for stochastic processes and its applications to SPDEs driven by Lévy noise. Discrete & Continuous Dynamical Systems - B, 2018, 23 (8) : 3309-3345. doi: 10.3934/dcdsb.2018282

2020 Impact Factor: 1.327