This paper is concerned with stabilization of impulsive stochastic delay differential systems. Based on the Razumikhin techniques and Lyapunov functions, several criteria on pth moment and almost sure exponential stability are established. Our results show that stochastic functional differential systems may be exponentially stabilized by impulses.
This paper is concerned with a stochastic ratio‐dependent predator‐prey model with varible coefficients. By the comparison theorem of stochastic equations and the Itô formula, the global existence of a unique positive solution of the ratio‐dependent model is obtained. Besides, some results are established such as the stochastically ultimate boundedness and stochastic permanence for this model.
27 January 2018 in Journal of Fixed Point Theory and Applications
By using the Lyapunov functions and the Razumikhin techniques, the exponential stability of impulsive functional differential systems with delayed impulses is investigated. The obtained results have shown that the system will stable if the impulses’ frequency and amplitude are suitably related to the increase or decrease of the continuous flows, and they improve and complement ones from some recent works. An example is provided to illustrate the effectiveness and the advantages of the results obtained.
29 April 2018 in Discrete Dynamics in Nature and Society
This paper is devoted to the dynamics of a stochastic modified Bazykin predator-prey system with Lévy jumps. First, we show that the system has a unique global positive solution and give some properties of solutions. Then, some sufficient conditions for persistence and extinction are derived by Itô formula and some inequalities on stochastic analysis. At last, some simulations are provided to check the main results.
This paper is concerned with a delay Lotka-Volterra model under regime switching diffusion in random environment. By using generalized Itô formula, Gronwall inequality and Young’s inequality, some sufficient conditions for existence of global positive solutions and stochastically ultimate boundedness are obtained, respectively. Finally, an example is given to illustrate the main results.