Qualitative Theory of Dynamical Systems (2024) 23:146

https://doi.org/10.1007/s12346-024-01008-w

ORIGINAL PAPER

The Behavior of a Predator–Prey System in a Stochastic

Environment with Fear and Distributed Delay

Yaxin Zhou1 · Daqing Jiang1

Received: 8 October 2023 / Accepted: 28 February 2024

© The Author(s), under exclusive licence to Springer Nature Switzerland AG 2024

Abstract
The density of a population in a natural state often fluctuates greatly, but it is not an
unlimited change. Throughout the full text, we consider a stochastic predator–prey
system with fear, Holling-II response function, distributed delay and mean-reverting
Ornstein–Uhlenbeck process, which can better reflect the actual situation and provide
theoretical basis for species research in the actual environment. And we drew some
significant conclusions. The first step is to obtain the stability of equilibrium point.
Then, the existence and uniqueness of positive solution for stochastic system is got
and we also reach the stationary distribution of the stochastic system. In addition, we
present an exact local expression for the density function of the random system near
the unique positive equilibrium. Then we obtain the pth moment boundedness and
the asymptotic behavior of the solution. At last, we give the extinction condition of
the population system by the asymptotic behavior of the solution. In particular, we
confirm the theoretical results by numerical simulation in the corresponding section.

Keywords Ornstein–Uhlenbeck process · Stationary distribution · Density function ·

Asymptotic behavior

1 Introduction

Population refers to all individuals of the same species that occupy a certain space
within a certain period of time. Individuals in a population are not mechanically
gathered together, but can mate with each other and pass on their genes to offspring
through reproduction. The study of populations mainly focuses on their quantitative
changes and intra species relationships, and the content of inter species relationships
has already fallen under the research scope of biological communities. For example,

B Daqing Jiang
daqingjiang2010@hotmail.com

1 College of Science, China University of Petroleum (East China), Qingdao 266580,

People’s Republic of China

0123456789().: V,-vol
146 Page 2 of 35 Y. Zhou, D. Jiang

the models of Nicholson blowflies are the typical cases [1, 2]. Throughout history,
Lotka and Volterra have played a pioneering role in revealing the basic characteris-
tics of species interaction. With the development of society, more and more experts
and scholars have conducted in-depth research on Lotka-Volterra model, including
predator–prey models [3–7], competition models [8–10] and cooperation models [11–
13]. In the real world, any prey will react to the perceived risk of predation and display
some anti-predator behaviors, such as vigilance, new habitat selection and foraging
behavior. Many experiments have shown that the fear caused by predator preying on
prey has some important effects on the dynamics of species [14–17]. In some cases,
it is even more influential than direct predation. For example, Pangle et al. in [18]
presented that the impact of fear is seven times greater than that of direct predation
through the investigation of plankton in Lake Michigan Zoo being predated by water
fleas at six depth and position combinations. [19] proposed that the quality of prey
plays an important role in determining the behavior of predators, from a biological
perspective, the decrease in the quality of specific prey will reduce the biomass of
predators, and the growth rate of prey will increase. And considering the influence of
fear on the birth rate of prey, Wang et al. in [20] observe that higher level of fear con-
tributes to the local asymptotic stability of the positive equilibrium of the system with
a high rate of prey birth, that is, the cost of fear can stabilize the predator–prey system.
Interestingly, this article also mentions that fear can affect the physiological condition
of juvenile prey and have some harmful impacts on their survival as adults. Elliott et
al. in [21] reveal that fear affects the reproduction of the population and the weight
of offspring, while larger ones can better protect individuals within the population.
It was also mentioned that the intrinsic growth rate of seasonal populations changed
from 4.2 to 3.6 after the addition of fear. The model of the impact of fear factors
on internal growth rate can refer to [22, 23]. There is still debate about considering
the fear effect on the growth rate. In order to ensure the accuracy of the model, we
ultimately added the fear effect to the birth rate. In addition, functional response is
the key factor to describe the predator’s direct prey and we usually use the Holling
response functions to simulate the predator–prey relationship between two species.
For the effects of different functional responses, please refer to [24–26].
After comprehensive consideration, the predator–prey model with fear and Holling-
II response functions in reference [23] has attracted great interest from us, the model
is as follows:
⎧  
⎪
⎨ d x(t) c1 y(t)
dt = x(t) 1+ f y(t−τ ) − bx(t) − 1+βx(t) ,
r

 
⎪
⎩ dy(t) = y(t) − j − hy(t) + c2 x(t) ,
dt 1+βx(t)

and then we remodel the above system:

⎧  
⎪
⎨ d x(t) = c1 y(t)
1+ f y(t−τ ) − r1 − bx(t) − ,
r
dt x(t) 1+βx(t)
  (1.1)
⎪
⎩ dy(t) = y(t) − j − hy(t) + c2 x(t) ,
dt 1+βx(t)
The Behavior of a Predator–Prey System... Page 3 of 35 146

Table 1 Parameter description for the model system

Parameters Description

r Birth rate of prey species

r1 Natural mortality rate of prey species (r1 < r )
b Density dependence coefficient of prey
f Fear level induced by predator
c1 Consumption rate of predator
c2 Conversion efficiency of middle predator
β Handling time of predator for each prey that is consumed
h Death rate of predator for intra-specific competition
j Natural mortality rate of predator

wherein the densities of prey species and predator species are described by x(t) and
y(t), respectively. The meanings of other parameters are described in the following
table and all the coefficients are positive (Table 1).
In order to be closer to reality, we use the form of distributed time delay [27–29],
because the distributed delay depends on the average value of the population.
⎧  
⎪
⎨ d x(t) = c1 y(t)
1+ f (g∗y)(t) − r1 − bx(t) − ,
r
dt x(t) 1+βx(t)
  (1.2)
⎪
⎩ dy(t) = y(t) − j − hy(t) + c2 x(t) ,
dt 1+βx(t)

t
where g∗y is defined by (g∗y)(t) = −∞ g(t −s)y(s)ds and g : [0, +∞) → [0, +∞)
is a generation time function. We write the form of gamma distribution according to
Macdonald [30], the kernels is wrote as

t n σ n+1 e−σ t
f (t) = , σ > 0, n = 0, 1, 2, · · ·
n!

Generally, n = 1, f (t) = σ 2 te−σ t is known as the form of strong kernel and the
weak kernel is wrote as f (t) = σ e−σ t , (n = 0). Considering the strong kernel form
and linear chain trick technique, we can see
⎧  
⎪
⎪
d x(t)
= x(t) r
− r − bx(t) − c1 y(t)
,
⎪
⎪ dt 1+ f v(t) 1 1+βx(t)
⎪
⎨ dy(t)  
c2 x(t)
dt = y(t) − j − hy(t) + 1+βx(t) , (1.3)
⎪
⎪
⎪
⎪
du(t)
dt = σ (y(t) − u(t)),
⎪
⎩ dv(t)
dt = σ (u(t) − v(t)),

t t
with u(t) = −∞ σ e−σ (t−s) y(s)ds, v(t) = −∞ σ 2 (t − s)e−σ (t−s) y(s)ds.
Besides the results of the deterministic systems, the stochastic models with envi-
ronment white noises and telegraph noises are introduced to evaluate the dynamic
146 Page 4 of 35 Y. Zhou, D. Jiang

behaviours, due to continuous environmental oscillations leading to random oscilla-

tion of almost all parameters such as birth rate, growth rate, mortality rate, and the
deterministic one can neither perceive environmental disturbances nor accurately pre-
dict dynamics. We can learn more about it through some reference materials [31–34].
In practical terms, Mao et al. in [35] illustrate environmental noise suppresses pop-
ulation explosion with some simulations and Ji in [36] shows that the strong white
noise may make a permanent system to be nonpersistent. And Upadhyay et al. in [37]
reveal that the amplitude, level and sensitivity of environmental noise have a certain
impact on species. According to the conclusions and research methods in the literature
[38–41], we have determined the general content of this paper. Especially, we have
made considerable achievements in the study of mean regression Ornstein–Uhlenbeck
process [42–46]. And in the paper, we finally chose the mean regression Ornstein–
Uhlenbeck process to estimate r and j, because of the following factors. In system
(1.3), we observe that r and j have a great effect on this system and always oscillates
near their average value r and j due to the continuous disturbance of environmental
noise. Therefore, we regard parameter r and j as random variables in randomness.
And Zhang and Yuan proposed two main methods in [47] to simulate the effect of ran-
dom noise on main variables. One method of disturbing r and j is the linear function
of Gaussian white noise and the other method of interfering with r and j is the mean
regression Ornstein–Uhlenbeck process.
We use variable β(t) to represent r (t) and j(t). In the first case,

d B(t)
β(t) = β + m , (1.4)
dt

where β is a positive constant and it is the long-time average level of β(t), B(t) is
mutually independent standard Brownian motion and m denotes the intensity of white
noises. Through this paper, B(t) is defined on (, {Ft }t≥0 , P) which is a complete
probability space with a filtration {Ft }t≥0 satisfying the usual conditions (i.e., it is
increasing and right continuous while F0 contains all P-null sets). Integrating (1.4)
from 0 to t, we can get

1 t B(t) m2
β(s)ds = β + m ∼ N β, .
t 0 t t

This shows that the variance of β(t) will tend to infinity as t → 0 which produces
an unreasonable result, that is the fluctuation of β(t) will be larger in a small time
interval.
For another case, β(t) is affected by the Ornstein–Uhlenbeck process:

dβ(t) = k(β − β(t))dt + ld B(t),

where k, l are positive constants, k means the speed of reversion and l is the symbol
for the intensity of fluctuation. Take advantage of the random integral scheme of
The Behavior of a Predator–Prey System... Page 5 of 35 146

Ornstein–Uhlenbeck process, β(t) is unique and it is

  t
β(t) = β + β 0 − β e−kt + l e−k(t−s) d B(s),
0

where β 0 = β(0). Then we calculate the expected value and variance of β(t) over an
interval [0, t] are

  l2  
E(β(t)) = β + β 0 − β e−kt , V ar (β(t)) = 1 − e−2kt .
2k

Next, we can easy to know that E(β(t)) → β 0 and V ar (β(t)) → 0 when t → 0,

which seems to fit the continuous disturbance features of random noise. Therefore,
introducing the Ornstein–Uhlenbeck process to simulate the random effects of key
parameters in a population system is reasonable.
Taking all the above factors into account, we finally get a stochastic predator–
prey model with fear, distributed delay, Holling-II response functions and Ornstein–
Uhlenbeck process:
⎧  
⎪ r (t) c1 y(t)
⎪
⎪ d x(t) = [x(t) 1+ f v(t) − r 1 − bx(t) − 1+βx(t) ]dt,
⎪
⎪  
⎪
⎪
⎪
⎪ dy(t) = [y(t) − j(t) − hy(t) + 1+βx(t) c2 x(t)
]dt,
⎪
⎨
du(t) = [σ (y(t) − u(t))]dt, (1.5)
⎪
⎪
⎪
⎪ dv(t) = [σ (u(t) − v(t))]dt,
⎪
⎪
⎪
⎪dr (t) = [k1 (r − r (t))]dt + σ1 d B1 (t),
⎪
⎪
⎩
d j(t) = [k2 ( j − j(t))]dt + σ2 d B2 (t),

for this set of equations, r , j, σ1 , σ2 , k1 , k2 are positive constants. r and j are the
average value of r (t), j(t). k1 , k2 mean the speed of reversion and σ1 , σ2 are the
symbol for the intensity of fluctuation.
Throughout the full text, we construct a stochastic predator–prey species sys-
tem with fear, Holling-II response functions, distributed delays under the influences
of mean-reverting Ornstein–Uhlenbeck process. First of all, due to the addition of
distributed delay, we analyze the equilibrium point of the corresponding ordinary dif-
ferential model (1.3), and obtain the local stability of the equilibrium point in Sect. 3.
For the stochastic system (1.5), we successfully gain the existence and uniqueness of
positive solutions in Sect. 4. And then we derive the existence of stationary distribu-
tion in Sect. 5, and in Sect. 6, we obtain the density function of the stochastic model
(1.5) near the unique positive equilibrium and express the exact local expression. In
addition, we study the pth moment boundedness of the random model (1.5) in Sect.
7 and we get the asymptotic behavior of the solution in Sect. 8. In the last section
of the text, we test and verify our theoretical conclusions through some numerical
simulations.
146 Page 6 of 35 Y. Zhou, D. Jiang

2 Preliminaries

In order to make the article neat and easy to understand, we have included some
necessary preliminary knowledge for easy reference.
(I) Let (, F, Ft≥0 , P) be a complete probability space with a filtration Ft≥0 sat-
isfying the usual conditions (i.e., it is increasing and right continuous while F0
contains all P-null sets) and we also let B(t) defined on the complete probability
space.
(II) R+ : A set composed of real numbers greater than or equal to zero. 1P : the
indicator function of the set P.
(III) ( [48]) Let (x(t), t) be the diffusion process described by the following n−
dimensional stochastic differential equation:

d x(t) = f (x(t), t)dt + g(x(t), t)d B(t) for t ≥ t0 ,

x(0) = x0 ∈ Rn ,

where B(t) is the n−dimensional Brownian motion defined on the complete

probability space (, F, {Ft }t≥t0 , P). The classical differential operator L is
described by

n n
∂ ∂ 1 ∂2
L= + f k (x(t), t) + [g T (x(t), t)g(x(t), t)]i j .
∂t ∂ xk 2 ∂ xi ∂ x j
k=1 i, j=1

(IV) Routh–Hurwitz criterion. Considering polynomial equation:

λn + a1 λn−1 + a2 λn−2 + · · · + an−1 λ + an = 0.

The necessary and sufficient conditions for all roots of the above equation to
have negative real parts are

a j > 0, j = 1, 2, · · · , n,

and
 
 a1 a3 a5 ··· a2k−1 
 
 1 a2 a4 ··· a2k−2 
 
 0 a1 a3 ··· a2k−3 
 
Hk =  0 1 a2 ··· a2k−4  > 0, k = 1, 2, · · · , n.
 
 .. .. .. .. .. 
 . . . . . 
 
0 0 0 ··· ak 

(V) . Let On be n dimensional zero matrix and D be a matrix. D  On : D is a

positive semi-definite matrix; D On : D is a positive definite matrix.
The Behavior of a Predator–Prey System... Page 7 of 35 146

Lemma 2.1 [49] Let X (t) is a homogeneous Markov process and

k
d X (t) = b(X (t))dt + σr (X (t))d Br (t). (2.1)
r =1

Suppose that the coefficients of Eq. (2.1) are continuous functions with respect to X
and satisfy the following conditions.
(i) For constant B, assume that it satisfies

k
| b(X 1 ) − b(X 2 ) | + | σr (X 1 ) − σr (X 2 ) |≤ B | X 1 − X 2 |,
r =1
k
| b(X ) | + | σr (X ) |≤ B(1+ | X |).
r =1

(ii) There exists a non-negative C 2 -function V (X ) in R such that

L V (t) ≤ −1 outside some compact set.

Then Eq. (2.1) exists a solution, which is a stationary Markov process.

Remark 2.1 Note that condition (i) is to ensure the existence and uniqueness of the
solution of (2.1).
Lemma 2.2 [50] For a symmetric matrix , if  satisfies 2 + G + G T = 0,
where
⎛ ⎞ ⎛ ⎞
1 0 0 0 0 −ϑ1 −ϑ2 −ϑ3 −ϑ4 −ϑ5
⎜0 0 0 0 0⎟ ⎜ 1 0 0 0 0 ⎟
⎜ ⎟ ⎜ ⎟
=⎜ ⎜0 0 0 0 ⎟ ⎜
0⎟,G = ⎜ 0 1 0 0 0 ⎟⎟,
⎝0 0 0 0 0⎠ ⎝ 0 0 1 0 0 ⎠
0 0 0 0 0 0 0 0 1 0

with

ϑi > 0, i = 1, 2, 3, 4, 5, ϑ1 ϑ2 − ϑ3 > 0, ϑ3 ϑ4 − ϑ2 ϑ5 > 0,

ϑ3 (ϑ1 ϑ2 − ϑ3 ) − ϑ1 (ϑ1 ϑ4 − ϑ5 ) > 0,
(ϑ1 ϑ2 − ϑ3 )(ϑ3 ϑ4 − ϑ2 ϑ5 ) − (ϑ1 ϑ4 − ϑ5 )2 > 0.

Then  is a positive definite matrix,

⎛ ⎞
ϑ11 0 −ϑ22 0 ϑ33
⎜ 0 ϑ22 0 −ϑ33 0 ⎟
⎜ ⎟
⎜
 = ⎜ −ϑ22 ϑ33 −ϑ44 ⎟
0 0 ⎟,
⎝ 0 −ϑ33 0 ϑ44 0 ⎠
ϑ33 0 −ϑ44 0 ϑ55
146 Page 8 of 35 Y. Zhou, D. Jiang

and

ϑ2 (ϑ3 ϑ4 − ϑ2 ϑ5 ) − ϑ4 (ϑ1 ϑ4 − ϑ5 )
ϑ11 = ,
2[(ϑ1 ϑ2 − ϑ3 )(ϑ3 ϑ4 − ϑ2 ϑ5 ) − (ϑ1 ϑ4 − ϑ5 )2 ]
ϑ3 ϑ4 − ϑ2 ϑ5
ϑ22 = ,
2[(ϑ1 ϑ2 − ϑ3 )(ϑ3 ϑ4 − ϑ2 ϑ5 ) − (ϑ1 ϑ4 − ϑ5 )2 ]
ϑ1 ϑ4 − ϑ5
ϑ33 = ,
2[(ϑ1 ϑ2 − ϑ3 )(ϑ3 ϑ4 − ϑ2 ϑ5 ) − (ϑ1 ϑ4 − ϑ5 )2 ]
ϑ1 ϑ2 − ϑ3
ϑ44 = ,
2[(ϑ1 ϑ2 − ϑ3 )(ϑ3 ϑ4 − ϑ2 ϑ5 ) − (ϑ1 ϑ4 − ϑ5 )2 ]
ϑ3 (ϑ1 ϑ2 − ϑ3 ) − ϑ1 (ϑ1 ϑ4 − ϑ5 )
ϑ55 = .
2[(ϑ1 ϑ2 − ϑ3 )(ϑ3 ϑ4 − ϑ2 ϑ5 ) − (ϑ1 ϑ4 − ϑ5 )2 ]

Lemma 2.3 [51] Suppose that z(t) ∈ C( × [0, ∞); R+ ). (i)If there are three positive
constants T , λ and λ0 such that:

t
ln z(t) ≤ λt − λ0 z(s)ds f or all t ≥ T ,
0

then

z ∗ ≤ λλ0 a.s., i f λ ≥ 0;
limt→∞ z(t) = 0 a.s., i f λ < 0.

(ii)If there are three positive constants T , λ and λ0 such that:

t
ln z(t) ≥ λt − λ0 z(s)ds f or all t ≥ T ,
0

λ
then z ∗ ≥ λ0 a.s..

3 Stability of Equilibrium Points of the System (1.3)

In the section, if we want to study the stability of the equilibrium point of the ordinary
differential system, we first need to consider the conditions for the existence of the
equilibrium point. We know that the system (1.3) has three non-negative equilibrium
points:

• E 0 (0, 0, 0, 0) is the trivial equilibrium point and it exists without condition;

• E 1 ( r −r
b , 0, 0, 0) is the predator free equilibrium point and it always exists;
1

c2 (r −r1 )
• E ∗ (x ∗ , y ∗ , y ∗ , y ∗ ) is the positive equilibrium point when j < b+β(r −r1 ) .
The Behavior of a Predator–Prey System... Page 9 of 35 146

For the positive equilibrium point E ∗ (x ∗ , y ∗ , y ∗ , y ∗ ), we assume it exists and one can
see
c2 x ∗ j j
y∗ = − > 0 and then x ∗ > > 0,
h(1 + βx ∗ ) h c2 − jβ
 
j r −r1 bj
then we obtain a solution in c2 − jβ , b when r − r1 > c2 − jβ , which can be wrote
c2 (r −r1 ) c1 y ∗
as j < b+β(r −r1 ) . Therefore − r1 − bx ∗ −
we get 1+rf v ∗ 1+βx ∗ = 0.
On the basis of the existence of the equilibrium point, we study the stability of the
equilibrium point.
Theorem 3.1 For system (1.3), the trivial equilibrium point E 0 (0, 0, 0, 0) is always
c2 (r −r1 ) r −r1
unstable. If j > b+β(r −r1 ) , the predator free equilibrium point E 1 ( b , 0, 0, 0) is
locally asymptotically stable. And the positive equilibrium point E (x ∗ , y ∗ , y ∗ , y ∗ )
∗
βc1 y ∗ c2 f r x ∗ y ∗
is locally asymptotically stable when b > (1+βx ∗ )2 and (1+ f y ∗ )2 (1+βx ∗ )2 <
 ∗ ∗

c1 c2 x y 2 ∗2 .
min (1+βx ∗ )3 , h y

Proof At first, we write the Jacobian matrix at E 0 and E 1 :

⎛ ⎞ ⎛ ⎞
r − r1 0 0 0
c1 (r −r1 )
−(r − r1 ) − b+β(r −r1 ) 0 − f r (rb−r1 )
⎜ 0 ⎟ ⎜ c2 (r −r1 ) ⎟
−j 0 0 ⎟ ⎜ − j + b+β(r ⎟
JE0 =⎜
⎝ 0 , J = ⎜
0 −r1 ) 0 0
⎟,
σ −σ 0 ⎠ E1
⎝ 0 σ −σ 0 ⎠
0 0 σ −σ 0 0 σ −σ

c2 (r −r1 )
hence E 0 (0, 0, 0, 0) is always unstable, and if j > b+β(r −r1 ) , the predator free equi-
r −r1
librium point E 1 ( b , 0, 0, 0) is locally asymptotically stable. Then we write the
Jacobian matrix at E ∗ :
⎛ c1 βx ∗ y ∗ c1 x ∗ ∗ ⎞
−bx ∗ + (1+βx ∗ )2 − 1+βx ∗ 0 − (1+f rf xv ∗ )2
⎜ c2 y ∗ ⎟
⎜ −hy ∗ 0 0 ⎟
JE ∗ = ⎜ 1+βx ∗ ⎟,
⎝ 0 σ −σ 0 ⎠
0 0 σ −σ

and then the characteristic polynomial of E ∗ is

λ4 + p1 λ3 + p2 λ2 + p3 λ + p4 = 0,

where
βc1 x ∗ y ∗
p1 = bx ∗ − + 2σ + hy ∗ ,
(1 + βx ∗ )2
βc1 x ∗ y ∗ c1 c2 x ∗ y ∗
p2 = bx ∗ − ∗
(2σ + hy ∗ ) + 2σ hy ∗ + σ 2 + ,
(1 + βx ) 2 (1 + βx ∗ )3
βc1 x ∗ y ∗ βc1 x ∗ y ∗ 2σ c1 c2 x ∗ y ∗
p3 = 2σ hy ∗ bx ∗ − + σ 2
bx ∗
− + σ 2 ∗
hy + ,
(1 + βx ∗ )2 (1 + βx ∗ )2 (1 + βx ∗ )3
146 Page 10 of 35 Y. Zhou, D. Jiang

βc1 x ∗ y ∗ σ 2 c1 c2 x ∗ y ∗ σ 2 c2 f r x ∗ y ∗
p4 = σ 2 hy ∗ bx ∗ − + + .
(1 + βx ∗ )2 (1 + βx ∗ )3 (1 + f y∗)2 (1 + βx ∗ )2

βc1 y ∗ c2 f r x ∗ y ∗
Through calculation, when b > (1+βx ∗ )2
and (1+ f y ∗ )2 (1+βx ∗ )2
< min
 
c1 c2 x ∗ y ∗ 2 y ∗2 are true, then
(1+βx ) ∗ 3 , h

pi > 0, i = 1, 2, 3, 4, p1 p2 > p3 and ( p1 p2 − p3 ) p3 − p12 p 4 > 0.

According to Routh–Hurwitz principle, we can see that the positive equilibrium

βc1 y ∗ c2 f r x ∗ y ∗
point E ∗ is locally asymptotically stable if b > (1+βx ∗ )2 and (1+ f y ∗ )2 (1+βx ∗ )2 <
 
c1 c2 x ∗ y ∗ 2 ∗2 . The theorem is proved.
min (1+βx ∗ )3 , h y 

4 Existence and Uniqueness of Positive Solution

Theorem 4.1 For any given initial value (x(0), y(0), u(0), v(0), r (0), j(0)) ∈ R4+ ×
R2 , system (1.5) has a unique global solution (x(t), y(t), u(t), v(t), r (t), j(t)) almost
surely (a.s.), and (x(t), y(t), u(t), v(t)) ∈ R4+ for all t ≥ 0.

Proof We have formed a relatively mature proof for the existence and uniqueness
of positive solutions and there is a detailed proof process for this part in document
[46]. The idea is same, we first consider the coefficients of it satisfy the local Lipschitz
condition, then there is a unique local solution (x(t), y(t), u(t), v(t), r (t), j(t)) on t ∈
[0, τe ) with initial value (x(0), y(0), u(0), v(0), r (0), j(0)), where τe is the explosion
time. To testify this solution is global, we only need to prove that τe = ∞ a.s.. Assume
m 0 > 0 enough large such that x(0), y(0), u(0), v(0), r (0), j(0) ∈ [ m10 , m 0 ]. For
every integer m ≥ m 0 , define the stopping time

1
τm = inf{t ∈ [0, τe ) : min{x(t), y(t), u(t), v(t), r (t), j(t)} ≤ or
m
max{x(t), y(t), u(t), v(t), r (t), j(t)} ≥ m}.

And we set inf ∅ = ∞(∅ denotes the empty set). Apparently, τm is increasing on m
and τm < τe . Thus, τ∞ = limm→∞ < τe a.s.. If once we prove that τ∞ = ∞ a.s.,
then τm = ∞ a.s..
If the statement is false, then there are a pair of constants T > 0, ε ∈ (0, 1) and
m 1 ≥ m 0 such that

P(τm ≤ T ) ≥ ε f or any m ≥ m 1 .

And then we give the function:

hu 2 hv 2
U = x − 1 − ln x + y − 1 − ln y + + + r 4 + j 4.
2σ 2σ
The Behavior of a Predator–Prey System... Page 11 of 35 146

On the basis of I t ô s formula and Young’s inequality,

r c1 y r c1 y
L(x − 1 − ln x) = x − r1 − bx − − + r1 + bx +
1+ fv 1 + βx 1+ fv 1 + βx
≤ xr − r1 x − bx 2 + |r | + r1 + bx + c1 y
2 3 r3
≤x2 + − r1 x − bx 2 + |r | + r1 + bx + c1 y,
3 3
c2 x c2 x
L(y − 1 − ln y) = y − j − hy + + j + hy −
1 + βx 1 + βx
c2 y 2 3 | j|3 c2 y
≤ y| j| − hy 2 + + j + hy ≤ y 2 + − hy 2 + + j + hy,
β 3 3 β

and

Lu 2 = 2σ yu − 2σ u 2 ≤ σ (y 2 − u 2 ), Lv 2 = 2σ uv − 2σ v 2 ≤ σ (u 2 − v 2 ).

In the final analysis, one can obtain

2 3 r3
LU ≤ −bx 2 + x 2 + bx + + |r | + c1 y − hy 2
3 3
2 3 c2 y | j|3 hy 2 hv 2
+ y2 + + hy + +j+ −
3 β 3 2 2
+4k1 r 3 (r̄ − r ) + 6σ12 r 2 + 4k2 j 3 ( j̄ − j) + 6σ12 j 2 − r1 x + r1
2 3 hy 2 2 3 c2
≤ −bx 2 + x 2 + bx − + y 2 + c1 + +h y
3 2 3 β
r3
−4k1 r 4 + + 4k1 r̄r 3 + 6σ12 r 2
3
| j|3
+|r | − 4k2 j 4 + + 4k2 j̄ j 3 + 6σ22 j 2 + j − r1 x + r1
3
 
2 3 hy 2 2 3 c2
≤ sup −bx 2 + x 2 + bx − r1 x − + y 2 + c1 + + h y + r1
(x,y)∈R2+ 3 2 3 β
 3
r
+ sup −4k1 r 4 + + 4k1 r̄r 3 + 6σ12 r 2 + |r |
(r , j)∈R 2 3

| j|3
−4k2 j 4 + + 4k2 j̄ j 3 + 6σ22 j 2 + j
3
:= M,

where M is a constant. Thus, LU less than or equal to a positive constant M. Integrating

both sides of above equation from 0 to τm ∧ T and then taking expectations yield to

EU (x(τm ∧ T ), y(τm ∧ T ), u(τm ∧ T ), v(τm ∧ T ), r (τm ∧ T ), j(τm ∧ T ))

≤ U (x(0), y(0), u(0), v(0), r (0), j(0)) + M T .
146 Page 12 of 35 Y. Zhou, D. Jiang

Let m = τm ≤ T for m ≥ m 1 , then we have P(m ) ≥ ε with ε ∈ (0, 1). Not-

ing that for any ω ∈ m , there is at least one of x(τm , ω), y(τm , ω), u(τm , ω),
v(τm , ω), r (τm , ω), j(τm , ω) equals either m or m1 . Thus

EU (x(τm ∧ T ), y(τm ∧ T ), u(τm ∧ T ), v(τm ∧ T ), r (τm ∧ T ), j(τm ∧ T ))

≥ E[1m x(β(τm , ω), y(τm , ω), u(τm , ω), v(τm , ω), r (τm , ω), j(τm , ω))]
1 hm 2 h 1
≥ ε (m − 1 − ln m) ∧ − 1 + ln l ∧ ∧ ∧ m4 ∧ 4 ,
m 2σ 2σ m 2 m

where 1m is the indicator function of m . Taking m → ∞, we obtain that

∞ > U (x(0), y(0), u(0), v(0), r (0), j(0)) + M T > +∞,

which is a contradiction. Hence, we have τ∞ = ∞ a.s.. The conclusion is confirmed.



5 Stationary Distribution

The balanced and sustainable development of species is the internal requirement of

the development of natural civilization and the basic condition of the development
of human civilization. We cannot avoid the issue of species development if we study
development issues and commit to correct development. In the section, we study the
persistence of species.
Theorem 5.1 System (1.5) has a unique stationary distribution if the condition
c2 x̄ j̄ c22
2(1+β x̄) − 2 − a2 a4 σ12 − a6 σ22 > 0 holds, where x̄ = br̄ , a2 = 1
4k1 b , a4 = c2 x̄
b( 1+β x̄ − j̄)
h+a4 (c1 x̄+a1 σ )
and a6 = 4k2 h j̄
.

Proof We prove the theorem according to two conditions in Lemma (2.2). The condi-
tion (i) can be illustrated by the existence and uniqueness of the solution of (1.3) which
we already proved it in Sect. 3. And there followed a long period of the construction
of a nonnegative C 2 -function V . We define some functions V1 and V2 at first,
x
V1 = x − x̄ − x̄ ln + a1 (u + v) + a2 (r − r̄ )2 , V2 = − ln y + a3 j,
x̄
r̄ −r1
where x̄ = b and a1 = f x̄ r̄
σ , a2 = 1
4k1 b , a3 = 1
k2 . Applying I t ô s formula,

x r c1 y
L(x − x̄ − x̄ ln ) = (x − x̄) − r1 − bx −
x̄ 1+ fv 1 + βx
r c1 y
= (x − x̄) − r1 − bx − − r̄ + r1 + b x̄
1+ fv 1 + βx
(r − r̄ ) − f r̄ v
≤ (x − x̄) − b(x − x̄) + c1 x̄ y
1+ fv
The Behavior of a Predator–Prey System... Page 13 of 35 146

(x − x̄)(r − r̄ ) f r̄ v(x − x̄)

= −b(x − x̄)2 + − + c1 x̄ y
1+ fv 1+ fv
b(x − x̄)2 (r − r̄ )2
≤− + + f x̄ r̄ v + c1 x̄ y,
2 2b
L(u + v) = σ (y − v), L(r − r̄ )2 = −2k1 (r − r̄ )2 + σ12 ,
L( j − j̄)2 = −2k2 ( j − j̄)2 + σ22 ,

and then we get

b(x − x̄)2 (r − r̄ )2
LV1 ≤ − + + f x̄ r̄ v + c1 x̄ y + a1 σ (y − v) − 2k1 a2 (r − r̄ )2 + a2 σ12
2 2b
b(x − x̄)2
=− + (c1 x̄ + a1 σ )y + a2 σ12 ,
2

and
c2 x̄ c2 (x − x̄)
LV2 = j̄ + ( j − j̄) + hy − − + a3 k2 ( j̄ − j)
1 + β x̄ (1 + βx)(1 + β x̄)
c2 x̄
≤ j̄ + ( j − j̄) + hy + c2 |x − x̄| − + a3 k2 ( j̄ − j)
1 + β x̄
c2 x̄
= j̄ − + hy + c2 |x − x̄|.
1 + β x̄

In order to get the desired function, define functions

V3 = V2 + a4 V1 + a5 y + a6 ( j − j̄)2 , V4 = − ln u − ln v,
V5 = c2 x + c1 y + a10 u 2 + a7 v 2 + a8 r 2 + a9 j 2 ,

c22 h+a4 (c1 x̄+a1 σ ) h+a4 (c1 x̄+a1 σ ) c1 h

where a4 = c2 x̄ , a5 = , a6 = , a10 = 4σ , a7 =
b( 1+β x̄ − j̄) j̄ 4k2 h j̄
c1 h c2 c1
8σ , a8 = 2bk1 , a9 = 2hk2 and

c2 x y hy 2 ( j − j̄)2 c2 x y
Ly = − j̄ y + ( j̄ − j)y − hy 2 + ≤− + − j̄ y + .
1 + βx 2 2h 1 + βx

At this moment in time, it can be obtained that

c2 x̄ ba4
LV3 ≤ j̄ − + hy + c2 |x − x̄| − (x − x̄)2
1 + β x̄ 2
a5 hy 2
+a4 (c1 x̄ + a1 σ )y + a2 a4 σ12 −
2
a5 ( j − j̄)2 a5 c2 x y
+ − a5 j̄ y + − 2a6 k2 ( j − j̄)2 + a6 σ22
2h 1 + βx
1 c2 x̄ a5 hy 2 a5 c2 x y
≤ j̄ − + a2 a4 σ12 + a6 σ22 − +
2 1 + β x̄ 2 1 + βx
146 Page 14 of 35 Y. Zhou, D. Jiang

a5 hy 2 a5 c2 x y
:= −λ̄ − + ,
2 1 + βx
 
c2 x̄
and λ̄ = − 21 j̄ − 1+β x̄ − a2 a4 σ12 − a6 σ22 .

σy σu
LV4 = − − + 2σ,
u v
c2 xr
LV5 = − c2 r1 x − c2 bx 2 − c1 y j − c1 hy 2
1+ fv
+ 2a10 σ (yu − u 2 ) + 2a7 σ (uv − v 2 ) + 2a8 k1r (r̄ − r )
+ a8 σ12 + 2a9 k2 j( j̄ − j) + a9 σ22
≤ c2 x|r | − c2 bx 2 + c1 y| j| − c1 hy 2 + 2a10 σ (yu − u 2 )
+ 2a7 σ (uv − v 2 ) + 2a8 k1r (r̄ − r )
+ a8 σ12 + 2a9 k2 j( j̄ − j) + a9 σ22
c2 b 2 c2 2 c1 h 2 c1 2
≤− x + r − y + j + a10 σ (y 2 − u 2 )
2 2b 2 2h
+ a7 σ (u 2 − v 2 ) − 2a8 k1r 2 + 2a8 k1r̄r
+ a8 σ12 − 2a9 k2 j 2 + 2a9 k2 j̄ j + a9 σ22
c2 b 2 c1 h 2 a10 σ 2
=− x − y − a8 k 1 r 2 − a9 k 2 j 2 − u
2 4 2
a10 σ 2
− v + 2a8 k1r̄r + a8 σ12
2
+ 2a9 k2 j̄ j + a9 σ22 .

We define the nonnegative C 2 -function V right now,

Ṽ = M V3 + V4 + V5 , V = Ṽ − ṼE ∗∗ ,

where E ∗∗ (x ∗∗ , y ∗∗ , u ∗∗ , v ∗∗ , r ∗∗ , j ∗∗ ) is the minimum value of Ṽ , from the above

functions, it can be seen

a5 c2 M x y σy σu c2 b 2
LV ≤ −M λ̄ + − − − x
1 + βx u v 2
a5 Mh c1 h a8 a9
− + y 2 − k1 r 2 − k2 j 2
2 4 2 2
a10 σ 2 a10 σ 2 a8 a9
− u − v + 2σ − k1r − k2 j 2
2
2 2 2 2
+2a8 k1r̄r + a8 σ12 + 2a9 k2 j̄ j + a9 σ22
a5 c2 M x y σy σu c2 b 2
≤ −M λ̄ + − − − x
1 + βx u v 2
The Behavior of a Predator–Prey System... Page 15 of 35 146

a5 Mh c1 h a8 a9
− + y 2 − k1 r 2 − k2 j 2
2 4 2 2
a10 σ 2 a10 σ 2
− u − v + E,
2 2

with E = max(r , j)∈R2 {2σ − a28 k1r 2 − a29 k2 j 2 + 2a8 k1r̄r + a8 σ12 + 2a9 k2 j̄ j + a9 σ22 }.
Giving some conditions, we suppose 0 < < 1 is sufficiently small and

a5 c2 M a5 c2 M y
−M λ̄ + E ≤ −2, < 1 and < 1. (5.1)
β 1+β

Then
⎧
⎪ −2 + a 5 c2 M x y +
⎪
⎪ 1+βx < −1 with (5.1), as x → 0 ,
⎪
⎪
⎪
⎪ −2 + a 5 c2 M x y +
⎪
⎪
⎪ 1+βx < −1 with (5.1), as y → 0 ,
⎪
⎪ −2 − σy + +
⎪
⎪
⎪ u → ∞, as u → 0 and y  0 ,
⎪
⎪−2 − σu + +
⎪
⎪ v → ∞, as v → 0 and u  0 ,
⎪
⎨−2 − c2 b 2
2 x → −∞, as x → +∞,
LV ≤  
⎪
⎪ a5 Mh c1 h
⎪
⎪ −2 − 2 + 4 y 2 → −∞, as y → +∞,
⎪
⎪
⎪
⎪ −2 − a10 σ 2
⎪
⎪ 2 u → −∞, as u → +∞,
⎪
⎪ a10 σ 2
⎪
⎪ −2 − 2 v → −∞, as v → +∞,
⎪
⎪
⎪ −2 − a8
⎪ 2 k1 r → −∞, as r → ∞,
2
⎪
⎪
⎩ a8
−2 − 2 k2 j → −∞, as r → ∞.
2

In the final analysis, we get that LV ≤ −1 for a sufficient small . Hence the stochastic
system (1.5) has a stationary distribution with the Lemma 2.1. 

6 Density Function of the Stochastic Model

In this section, we will give the expression of the density function near the equilibrium
point (x ∗ , y ∗ , u ∗ , r ∗ , r̄ , j̄) of its stationary distribution.

Theorem 6.1 A local density function (x, y, u, v, r , j) near the quasi equilibrium
(x ∗ , y ∗ , u ∗ , r ∗ , r̄ , j̄) of the stochastic system (1.5) is derived and there exsits a positive
definite matrix  such that
3 1 1 T  −1 G
(x, y, u, v, r , j) = (2π )− 2 ||− 2 e− 2 G ,

with G = (x − x ∗ , y − y ∗ , u − u ∗ , v − v ∗ , r − r̄ , j − j̄)T .

Proof Around the quasi equilibrium (x ∗ , y ∗ , u ∗ , r ∗ , r̄ , j̄) of the system (1.5), we first
write its linearization equation. Let X 1 = x − x ∗ , X 2 = y − y ∗ , X 3 = u − u ∗ ,
X 4 = v − v ∗ , X 5 = r − r̄ , X 6 = j − j̄, and then
146 Page 16 of 35 Y. Zhou, D. Jiang

⎧
⎪
⎪ d X 1 = (−a11 X 1 + a12 X 2 + a14 X 4 + a15 X 5 )dt,
⎪
⎪
⎪
⎪ d X 2 = (a21 X 1 − a22 X 2 − a26 X 6 )dt,
⎪
⎪
⎨d X = (a X − a X )dt,
3 32 2 33 3
(6.1)
⎪
⎪ d X = (a X − a X 4 )dt,
⎪
⎪
4 43 3 44
⎪
⎪ = −a + σ1 d B1 (t),
⎪
⎪
d X 5 X
55 5 dt
⎩
d X 6 = −a66 X 6 dt + σ2 d B2 (t),

where

c1 βx ∗ y ∗ c1 x ∗
a11 = bx ∗ − , a 12 = , a14
(1 + βx ∗ )2 1 + βx ∗
f r̄ x ∗ x∗
= , a 15 = , a22 = hy ∗ ,
(1 + f v ∗ )2 1 + f v∗
c2 y ∗
a21 = , a26 = y ∗ , a32 = a33 = a43 = a44 = σ, a55 = k1 , a66 = k2 ,
(1 + βx ∗ )2

are all positive. Using matrix form to rewrite the above equation,

d X = AX dt + H d B(t),

in which X = (X 1 , X 2 , X 3 , X 4 , X 5 , X 6 )T , H = diag(0, 0, 0, 0, σ1 , σ2 ) and

⎛ ⎞
−a11 −a12 0 −a14 a15 0
⎜ a21 −a22 0 0 0 −a26 ⎟
⎜ ⎟
⎜ 0 a32 −a33 0 0 0 ⎟
A=⎜
⎜ 0
⎟.
⎜ 0 a43 −a44 0 0 ⎟ ⎟
⎝ 0 0 0 0 −a55 0 ⎠
0 0 0 0 0 −a66

According to the stability of the positive equilibrium point in Sect. 2, we can say
that all roots of the characteristic multiform  of matrix A have
 negative real parts if
βc1 y ∗ c2 f r̄ x ∗ y ∗ c1 c2 x ∗ y ∗ 2 y ∗2 .
b > (1+βx ∗ )2 and (1+ f y ∗ )2 (1+βx ∗ )2
< min (1+βx ∗ )3
, h
Next, according to Gardiner’s theory [52], we define  is a real symmetric matrix
which satisfies the following algebraic equation

H 2 + A +  A T = 0. (6.2)

Owing to the independence of the Brownian motions, we can rewrite Eq. (6.2) as
follows:

Hi2 + Ai + i A T = 0, i = 1, 2,

with H1 = diag(0, 0, 0, 0, σ1 , 0), H2 = diag(0, 0, 0, 0, 0, σ2 ) and  = 1 + 2 .

Then we plan to prove that the matrix  is positive definite.
The Behavior of a Predator–Prey System... Page 17 of 35 146

Step 1. Seeing the equation

H12 + A1 + 1 A T = 0. (6.3)

Define
⎛ ⎞
0 0 0 0 1 0
⎜1 0 0 0 0 0⎟
⎜ ⎟
⎜0 1 0 0 0 0⎟
J1 = ⎜
⎜0
⎟,
⎜ 0 1 0 0 0⎟⎟
⎝0 0 0 1 0 0⎠
0 0 0 0 0 1

and then
⎛ ⎞
−a55 0 0 0 0 0
⎜ a15 −a11 −a12 0 −a14 0 ⎟
⎜ ⎟
⎜
−1 ⎜ 0 a 21 −a 22 0 0 −a ⎟
26 ⎟
A1 = J1 A J1 ⎜ ⎟.
⎜ 0 0 a 32 −a 33 0 0 ⎟
⎝ 0 0 0 a43 −a44 0 ⎠
0 0 0 0 0 −a66

Thereupon then the Eq. (6.3) can be converted to

J1 H12 J1T + A1 (J1 1 J1T ) + (J1 1 J1T )A1T = 0.

Define 1(5) is a five dimensional symmetric array and

(5)
1 05×1
J1 1 J1T = .
01×5 0

whereupon we see

diag(σ12 , 0, 0, 0, 0) + A(5) (5) (5) (5)T

1 1 + 1 A 1 = 0. (6.4)

Then we let
(5) (5)
A2 = M1 A1 M1T
⎛ ⎞
−d1 −d2 −d3 −d4 −a5
⎜ 1 0 0 0 0 ⎟
⎜ ⎟
=⎜⎜ 0 1 0 0 0 ⎟⎟,
⎝ 0 0 1 0 0 ⎠
0 0 0 1 0

where

d1 = a11 + a22 + a33 + a44 + a55 ,

146 Page 18 of 35 Y. Zhou, D. Jiang

d2 = a11 (a22 + a33 + a44 + a55 ) + a22 (a33 + a44

+a55 ) + a33 (a44 + a55 ) + a44 a55 + a12 a21 ,
d3 = a11 a22 (a33 + a44 + a55 ) + (a11 a33 + a22 a33 )(a44 + a55 )
+(a11 + a22 + a33 )a44 a55
+a12 a21 (a33 + a44 + a55 ),
d4 = a11 a22 a33 (a44 + a55 ) + a11 a22 a44 a55 + a11 a33 a44 a55
+a22 a33 a44 a55 + a14 a21 a32 a43
+a12 a21 (a33 a44 + a44 a55 + a33 a55 ),
d5 = a11 a22 a33 a44 a55 + a12 a21 a33 a44 a55 + a14 a21 a32 a43 a55 ,

and
⎛ ⎞
a15 a21 a32 a43 −a21 a32 a43 (a11 + a22 + a33 + a44 ) q1 q2 q3
⎜ 0 a21 a32 a43 q4 q5 −a44 ⎟
3
⎜ ⎟
M1 = ⎜
⎜ 0 0 2 ⎟,
a32 a43 −a43 (a33 + a44 ) a44 ⎟
⎝ 0 0 0 a43 −a44 ⎠
0 0 0 0 1

and q1 = a32 a43 (a22 (a22 +a33 +a44 )+a33 (a33 +a44 )+a44 2 −a a ), q = −a (a 3 +
12 21 2 43 33
a33 a44 + a33 a44 + a44 ), q3 = a44 − a14 a21 a32 a43 , q4 = −a32 a43 (a22 + a33 + a44 ),
2 2 3 4

q5 = a43 (a33
2 + a a + a 2 ). Then the Eq. (6.6) can be wrote as:
33 44 44

(5) (5) (5) (5)T

diag((σ1 a15 a21 a32 a43 )2 , 0, 0, 0, 0) + A2 M1 1 M1T + M1 1 M1T A2 = 0,

and M1 1(5) M1T = (σ1 a15 a21 a32 a43 )2 11

(5) (5)
, 11 is wrote as:
⎛d ⎞
2 (d3 d4 −d2 d5 )−d4 (d1 d4 −d5 ) 4 −d2 d5 d1 d4 −d5
2H4 0 − d3 d2H 0 2H4
⎜ d3 d4 −d2 d5
4
d4 −d5 ⎟
⎜ 0 0 − d1 2H 0 ⎟
⎜ 2H4 4 ⎟
⎜ 4 −d2 a5
− d3 d2H 0 d1 d4 −d5
0 − d1 d2 −d3 ⎟,
⎜ 2H4 2H4 ⎟
⎜ 4
d4 −d5
− d1 2H d1 d2 −d3 ⎟
⎝ 0 4
0 2H4 0 ⎠
d1 d4 −d5 2 −d3
2H4 0 − d1 d2H 4
0 H3
2d5 H4

where H3 = d1 (d2 d3 − d1 d4 ) − d32 + d1 d5 and H4 = (d1 d2 − d3 )(d3 d4 − d2 d5 ) −

(5)
(d1 d4 −d5 )2 . According to 2.2, the matrix 1 is positive definite. If n 1 is the minimum
(5) (5)
eigenvalue of 1 , then 1  n 1 diag(1, 1, 1, 1, 1), and we final obtain

(5)
1 05×1
1 = J1−1 (J1−1 )T  n 1 diag(1, 1, 1, 1, 1, 0).
01×5 0

Step 2. Seeing the equation

H22 + A2 + 2 A T = 0. (6.5)

The Behavior of a Predator–Prey System... Page 19 of 35 146

Define

⎛ ⎞ ⎛ ⎞ ⎛ ⎞
0 0 0 0 0 1 1 0 0 0 0 0 1 0 0 0 0 0
⎜0 1 0 0 0 0⎟ ⎜0 1 0 0 0 0⎟ ⎜0 1 0 0 0 0⎟
⎜ ⎟ ⎜ ⎟ ⎜ ⎟
⎜1 0⎟ ⎜ 0⎟ ⎜ 0⎟
J2 = ⎜
0 0 0 0 ⎟ , J3 = ⎜ 0 0 a132 0 0 ⎟ , J4 = ⎜ 0 0 1 0 0 ⎟,
⎜0 0 1 0 0 0⎟ ⎜0 0 1 0 0⎟ ⎜0 0 0 0 1 0⎟
⎜ ⎟ ⎜ a12 ⎟ ⎜ ⎟
⎝0 0 0 1 0 0 ⎠ ⎝0 0 0 0 1 0 ⎠ ⎝0 0 0 1 0 0⎠
0 0 0 0 1 0 0 0 0 0 0 1 0 0 0 0 0 1

and then
⎛ ⎞
−a66 0 0 0 0 0
⎜ −a26 −a22 a21 0 0 0 ⎟
⎜ ⎟
⎜ 0 −a −a −a 0 a ⎟
A5 = J4 J3 J2 A J2−1 J3−1 J4−1 =⎜ ⎟,
12 11 14 15
⎜ 0 0 −b1 −a44 a43 0 ⎟
⎜ ⎟
⎝ 0 0 b2 − a14a12a32 −a33 a15a12a32 ⎠
0 0 0 0 0 −a55

a32 a43 a32

where b1 = a12 and b2 = a12 (a33 − a11 ). Next, in order to eliminate b2 , we define
a matrix
⎛ ⎞
1 0 0 0 0 0
⎜0 1 0 0 0 0⎟
⎜ ⎟
⎜0 0 1 0 0 0⎟
J5 = ⎜
⎜0 0 0 1 0 0⎟
⎟,
⎜ ⎟
⎝0 0 0 b2
1 0⎠
b1
0 0 0 0 0 1

at the time,

⎛ ⎞
−a66 0 0 0 0 0
⎜ −a26 −a22 a21 0 0 0 ⎟
⎜ ⎟
⎜ 0 −a −a −a 0 a ⎟
A6 = J5 A5 J5−1 =⎜ ⎟,
12 11 14 15
⎜ 0 0 −b a − a − a a 0 ⎟
⎜ 1 11 33 44 43 ⎟
⎝ 0 0 0 −b3 −b4 a15a12a32 ⎠
0 0 0 0 0 −a55

a14 a32 b22 a43 b2 (a33 −a44 ) b2 a43

where b3 = a12 + b12
− b1 , b4 = a33 − b1 and b5 = a11 − a33 − a44 .
Thereupon then the Eq. (6.5) can be converted to

J5 J4 J3 J2 H22 (J5 J4 J3 J2 )T + A6 (J5 J4 J3 J2 2 (J5 J4 J3 J2 )T )T

+(J5 J4 J3 J2 2 (J5 J4 J3 J2 )T )A6T = 0.
146 Page 20 of 35 Y. Zhou, D. Jiang

(5)
Define 2 is a five dimensional symmetric array and

(5)
2 05×1
J5 J4 J3 J2 2 (J5 J4 J3 J2 )T = .
01×5 0

whereupon we see

(5) (5) (5) (5)T

diag(σ22 , 0, 0, 0, 0) + A6 2 + 2 A6 = 0. (6.6)

Let

(5) (5)
A7 = M2 A6 M2T
⎛ ⎞
−c1 −c2 −c3 −c4 −c5
⎜ 1 0 0 0 0 ⎟
⎜ ⎟
=⎜⎜ 0 1 0 0 0 ⎟⎟,
⎝ 0 0 1 0 0 ⎠
0 0 0 1 0

where

c1 = a11 + a22 + a33 + a44 + a66 ,

c2 = a11 (a22 + a33 + a44 + a66 ) + a22 (a33 + a44 + a66 )
+ a33 (a44 + a66 ) + a44 a66 + a12 a21 ,
c3 = a11 a22 (a33 + a44 + a66 ) + (a11 a33
+ a22 a33 )(a44 + a66 ) + (a11
+ a22 + a33 )a44 a66 + a12 a21 (a33 + a44 + a66 ),
c4 = a11 a22 a33 (a44 + a66 ) + a11 a22 a44 a66
+ a11 a33 a44 a66 + a22 a33 a44 a66 + a14 a21 a32 a43
+ a12 a21 (a33 a44 + a44 a66 + a33 a66 ),
c5 = a11 a22 a33 a44 a66 + a12 a21 a33 a44 a66 + a14 a21 a32 a43 a66 ,

and
⎛ ⎞
b1 b3 a12 a26 b1 b3 a12 (a11 + a22 + b4 − b5 ) m1 m2 m3
⎜ 0 −b1 b3 a12 b1 b3 (b5 − b4 − a11 ) m4 m5 ⎟
⎜ ⎟
M2 = ⎜
⎜ 0 0 b1 b3 −b3 (b5 − b4 ) b42 − b3 a43 ⎟
⎟,
⎝ 0 0 0 −b3 −b4 ⎠
0 0 0 0 1

and m 1 = −b1 b3 (a12 a21 + a11 (b5 − b4 − a11 ) − b1 a14 + b4 b5 − b52 − b42 + b3 a43 ),
m 2 = −b3 (b1 a14 (b5 − b4 − a11 ) + b5 (b1 a14 + b52 + b42 − b4 b5 − b3 a43 ) − b3 a43 (b5 −
2b4 ) − b43 ), m 3 = b44 − b1 b3 a14 a43 − b3 a43 (b52 − 2b4 b5 + 3b42 − b3 a43 ), m 4 =
−b1 b3 a14 − b3 b5 (−b4 + b5 ) − b3 (b42 − b3 a43 ), m 5 = −b3 a43 (b5 − 2b4 ) − b43 . Then
The Behavior of a Predator–Prey System... Page 21 of 35 146

the Eq. (6.6) can be wrote as:

(5) (5) (5) (5)T
diag((σ2 b1 b3 a12 a26 )2 , 0, 0, 0, 0) + A7 M2 2 M2T + M2 2 M2T A7 = 0,

(5) (5) (5)

and M2 2 M2T = (σ2 b1 b3 a12 a26 )2 22 , 22 is wrote as:
⎛ c2 (c3 c4 −c2 c5 )−c4 (c1 c4 −c5 ) −c2 c5 c1 c4 −c5 ⎞
2L 4 0 − c3 c42L 4
0 2L 4
⎜ c3 c4 −c2 c5 c1 c4 −c5
− 2L 4 ⎟
⎜ 0 2L 4 0 0 ⎟
⎜ −c2 c5 c1 c4 −c5 c1 c2 −c3 ⎟
⎜ − c3 c42L 0 0 − 2L 4 ⎟,
⎜ 4
4 −c5
2L 4
c1 c2 −c3 ⎟
⎝ 0 − c1 c2L 0 2L 4 0 ⎠
4
c1 c4 −c5 c1 c2 −c3 L3
2L 4 0 − 2L 4 0 2c5 L 4

where L 3 = c1 (c2 c3 − c1 c4 ) − c32 + c1 c5 and L 4 = (c1 c2 − c3 )(c3 c4 − c2 c5 ) − (c1 c4 −

c5 )2 . According to 2.2, the matrix 2(5) is positive definite. If n 2 is the minimum
(5) (5)
eigenvalue of 2 , then 2  n 2 diag(1, 1, 1, 1, 1), and we final obtain

(5)
2 05×1
2 = J2−1 J3−1 J4−1 J5−1 (J2−1 J3−1 J4−1 J5−1 )T  n 2 diag(1, 1, 1, 1, 0, 1).
01×5 0

All in all,  = 1 + 2 is positive definite. In addition, the corresponding den-

sity function (X 1 , X 2 , X 3 , X 4 , X 5 , X 6 ) of system (6.1) near the quasi-equilibrium
(x ∗ , y ∗ , u ∗ , v ∗ , r̄ , j̄) satisfies
3 1
(X 1 , X 2 , X 3 , X 4 , X 5 , X 6 ) = (2π )− 2 ||− 2
1 −1 (X
e− 2 (X 1 ,X 2 ,X 3 ,X 4 ,X 5 ,X 6 ) 1 ,X 2 ,X 3 ,X 4 ,X 5 ,X 6 )
T
.

In view of the transformation of X and the equivalence of (1.3) and (6.1), we can see
3 1 1 T  −1 G
(x, y, u, v, r , j) = (2π )− 2 ||− 2 e− 2 G ,

with G = (x − x ∗ , y − y ∗ , u − u ∗ , v − v ∗ , r − r̄ , j − j̄)T . This completes the proof.



7 The pth Moment Boundedness

Constructing some appropriate Lyapunov functions to prove the P-moment of the

solution is bounded.
Theorem 7.1 For any solution (x(t), y(t), u(t), v(t), r (t), j(t)) of system (1.5) and
any integer p > 1, there exists a positive constant H ( p), a sufficiently small constant
μ such that

H ( p)
lim sup EW (t) ≤ ,
t→∞ μ
146 Page 22 of 35 Y. Zhou, D. Jiang

where

xp yp u p+1 v p+1 r2p j2p

W (t) = + + + + + .
bp hp 2σ ( p + 1) 4σ ( p + 1) 2p 2p

Proof First of all, using I t ô s formula to calculate some functions. Define p > 1,
p p
l1 = b p+1 and l2 = h p+1 .

xp r c1 y 1
L = xp − r1 − bx − ≤ x p r − bx p+1 = (l1−1 r )(l1p x) p − bx p+1
p 1+ fv 1 + βx
p+1
− p−1 − p−1
l pl p l b
≤ 1 |r | p+1 + 1 x p+1 − bx p+1 ≤ 1 |r | p+1 − x p+1 ,
p+1 p+1 p+1 p+1
yp c2 x 1
c2
L = y p − j − hy + ≤ (l2−1 | j|)(l2p y) p − hy p+1 + y p
p 1 + βx β
p+1
− p−1
l pl p c2
≤ 2 | j| p+1 + 2 y p+1 − hy p+1 + y p
p+1 p+1 β
− p−1
l2 h c2
≤ | j| p+1 − y p+1 + y p ,
p+1 p+1 β
Lu p+1 = σ ( p + 1)u p y − σ ( p + 1)u p+1
y p+1 pu p+1
≤ σ ( p + 1) + − σ ( p + 1)u p+1
p+1 p+1
= σ (y p+1 − u p+1 ),
Lu p+1 ≤ σ (u p+1 − v p+1 ).

To start with the construction of the function W (t),

xp yp u p+1 v p+1 r2p j2p

W (t) = + + + + + .
bp hp 2σ ( p + 1) 4σ ( p + 1) 2p 2p

Combining the I t ô s formula,

x p+1 b− p−1 p+1 y p+1 c2 p

LW ≤ − + |r | − + y
p+1 p+1 p + 1 hβ
h − p−1 p+1 y p+1 u p+1
+ | j| + −
p+1 2( p + 1) 2( p + 1)
u p+1 v p+1
+ − + k1r 2 p−1 (r̄ − r )
4( p + 1) 4( p + 1)
2 p − 1 2 2 p−2
+ σ1 r + k2 j 2 p−1 ( j̄ − j)
p
2 p − 1 2 2 p−2
+ σ2 j
p
The Behavior of a Predator–Prey System... Page 23 of 35 146

x p+1 y p+1 u p+1 v p+1

=− − − −
p + 1 4( p + 1) 4( p + 1) 4( p + 1)
k1 k2 2 p c2 p y p+1
− r2p − j + y −
2 2 hβ 4( p + 1)
b − p−1 2 p − 1 2 2 p−2
+ |r | p+1 + k1r̄r 2 p−1 + σ1 r
p+1 p
k1 h − p−1 p+1
− r2p + | j| + k2 j̄ j 2 p−1
2 p+1
2 p − 1 2 2 p−2 k2 2 p
+ σ2 j − j
p 2
x p+1 y p+1 u p+1 v p+1
≤− − − −
p + 1 4( p + 1) 4( p + 1) 4( p + 1)
k1 2 p k2 2 p
− r − j + K,
2 2

c2 p y p+1 b− p−1
the parameter behind it is K = sup(y,r ,d)∈R+ ×R2 { hβ y − 4( p+1) + p+1 |r |
p+1 +

k1r̄r 2 p−1 + 2 p−1 2 2 p−2 − k1 r 2 p + h − p−1 | j| p+1 +k j̄ j 2 p−1 + 2 p−1 σ 2 j 2 p−2 − k2 j 2 p }.

p σ1 r 2 p+1 2 p 2 2
Suppose μ is sufficiently small,

L(eμt W (t)) = μeμt W (t) + eμt LW (t)


x p+1 μ y p+1 μ
≤ eμt − + xp − + yp
p+1 p 4( p + 1) p
u p+1 μu p+1 v p+1
− + −
4( p + 1) 2σ ( p + 1) 4( p + 1)

μv p+1 k1 2 p μr 2 p k2 2 p μ j 2 p
+ − r + − j + +K
4σ ( p + 1) 2 2p 2 2p
≤ H ( p)eμt ,

p+1 μ p y p+1 μ p
where H ( p) = sup(x,y,u,v,r , j)∈R4 ×R2 {− xp+1 + px − 4( p+1) + py + K }. Taking
+
expectation on eμt W (t),
t
E(eμt W (t)) = E(W (0)) + E{L(eμs W (s))}ds,
0

and then,

H ( p) μt H ( p)
E(eμt W (t)) ≤ W (0) + e − a.s..
μ μ
146 Page 24 of 35 Y. Zhou, D. Jiang

Thereupon then we can obtain:

H ( p)
E(W (t)) ≤ W (0)e−μt + (1 − e−μt ), t > 0, a.s..
μ

Let t → ∞, thus

H ( p)
lim sup E(W (t)) ≤ .
t→∞ μ

8 The Asymptotic Behavior of the Solution

In this section, we will show the asymptotic path estimation of solution and the asymp-
totic behavior of the solution.

Theorem 8.1 For system (1.5), the solution of it has the property

ln x(t) ln y(t) u(t) v(t)

lim sup ≤ 0, lim sup ≤ 0, lim = 0, lim = 0, a.s..
t→∞ t t→∞ t t→∞ t t→∞ t

Proof From the conclusion of the previous section, there exists a positive constant
M( p) and

E(W (t)) ≤ M( p), t ≥ 0. (8.1)

Define δ is an arbitrarily small constant, and integrating above equation on (nδ, t),
n = 1, 2, · · · ,

t
E( sup W (t)) ≤ E(W (nδ)) + E( sup | LW (s)ds|)
nδ≤t≤(n+1)δ nδ≤t≤(n+1)δ nδ
≤ E(W (nδ)) + I ≤ M( p) + I ,

where
 
 t
x p+1 y p+1 u p+1
I =E sup  −− −

p + 1 4( p + 1) 4( p + 1)
nδ≤t≤(n+1)δ nδ

v p+1 k1 2 p k2 2 p 
− − r − j + K ds 
4( p + 1) 2 2
The Behavior of a Predator–Prey System... Page 25 of 35 146


t x p+1 t 1
≤E sup ds + (y p+1 + u p+1 + v p+1 )ds
nδ≤t≤(n+1)δ nδ p+1 nδ 4( p + 1)
t k1 2 p k2 2 p
+ r + j + |K | ds
nδ 2 2
1 (n+1)δ 1 (n+1)δ
≤ E(x p+1 )ds + E(y p+1 + u p+1 + v p+1 )ds
p+1 nδ 4( p + 1) nδ
(n+1)δ
k1 2 p k2 2 p
+ E
r + j ds + |K |δ
nδ 2 2
≤ M1 ( p) by (8.1),

and M1 ( p) is a constant. Thus,

E( sup W (t)) ≤ E(W (nδ)) + I ≤ M( p) + M1 ( p) := M2 ( p),

nδ≤t≤(n+1)δ

where M2 ( p) is a constant. With Chebyshev’s inequality [48] and giving an arbitrary

> 0, we obtain
 
E(supnδ≤t≤(n+1)δ W (t)) M2 ( p)
P sup W (t) > (nδ)1+ ≤ ≤ .
nδ≤t≤(n+1)δ (nδ)1+ (nδ)1+

In view of Borel-Cantelli lemma [48], we derive that for all but finitely many n and
almost all ω ∈ ,

sup W (t) ≤ (nδ)1+ .

nδ≤t≤(n+1)δ

So there has a n(ω) which satisfies the above equation if n ≥ n(ω). For almost all
ω ∈  and n ≥ n(ω), if nδ ≤ t ≤ (n + 1)δ,

ln(W (t)) (1 + ) ln nδ
≤ = 1 + a.s..
ln t ln nδ

In the reason,

ln(W (t))
lim sup ≤ 1 + a.s..
t→∞ ln t

Due to the arbitrariness of ,

ln(W (t))
lim sup ≤ 1 a.s..
t→∞ ln t
146 Page 26 of 35 Y. Zhou, D. Jiang

For the reason,

ln x(t) 1 ln y(t) 1 ln u(t)

lim sup ≤ , lim sup ≤ , lim sup
t→∞ ln t p t→∞ ln t p t→∞ ln t
1 ln v(t) 1
≤ , lim sup ≤ , a.s..
p+1 t→∞ ln t p+1

And with the arbitrariness of p > 1, we have

ln x(t) ln y(t) u v
lim sup ≤ 0, lim sup ≤ 0, lim = 0, lim = 0, a.s..
t→∞ t t→∞ t t→∞ t t→∞ t

9 Extinction

Under the influence of environmental crises such as climate change and environmental
pollution, although some species can withstand these threats, not all species can adapt,
and they are gradually heading for extinction.

Theorem 9.1 For any initial value (x(0), y(0), u(0), v(0), r (0), j(0)) ∈ R4+ × R2 , if
c2 (r̄ −r1 )
j̄ > b+β(r̄ −r1 ) , the solution of system (1.5) has the property

lim y(t) = 0, lim u(t) = 0, lim v(t) = 0, a.s.,

t→∞ t→∞ t→∞

and

r̄ − r1
lim x1 (t) = , a.s..
t→∞ b

Proof To begin with, we suppose initial value (x(0), y(0), u(0), v(0), r (0), j(0)) ∈
R4+ × R2 , and then the solution satisfies

d x(t) ≤ x(r − r1 − bx)dt.

Therefore,
t
ln x(t) − ln x(0) 0 (r (s) − r̄ )ds
1 t
≤ (r̄ − r1 )ds + − b x(t) , a.s. (9.1)
t t 0 t
t
x(s)ds
where x(t) = 0
t , and by Lemma (2.3) we know that

r̄ − r1
lim sup x(t) ≤ .
t→∞ b
The Behavior of a Predator–Prey System... Page 27 of 35 146

For the time being, we have

t
ln y(t) − ln y(0) 0 ( j̄ − j(s))ds c2 x(t)
= − j̄ + − h y(t) +
t t 1 + β x(t)
t
0 ( j̄ − j(s))ds c2 (r̄ − r1 )
≤ − j̄ + − h y(t) + , a.s.
t b + β(r̄ − r1 )

c2 (r̄ −r1 )
when j̄ > b+β(r̄ −r1 ) , we easily obtain

lim y(t) = 0 a.s.. (9.2)

t→∞

And because y(t) = u(t) = v(t) ,

lim u(t) = 0, lim v(t) = 0 a.s..

t→∞ t→∞

With (9.2), it exists arbitrarily small constant ε which satisfies

t
ln x(t) − ln x(0) 0 (r (s) − r̄ )ds
≥r̄ − r1 + − ε − b x(t) ,
t t

by Lemma 2.3, we can get

r̄ − r1
lim inf x(t) ≥ .
t→∞ b

Therefore

r̄ − r1
lim x(t) = a.s..
t→∞ b


10 Numerical Simulations

The existence of theory is not enough to explain its rationality, so we use numerical
simulation to verify the conclusions in this paper. In the section, we mainly use the
Milstein’s Higher Order Method mentioned in [53], and then

ri c1 yi
xi+1 = xi + xi − r1 − bxi − t,
1 + f vi 1 + βxi
c2 xi
yi+1 = yi + yi − ji − hyi + t,
1 + βxi
u i+1 = u i + σ (yi − u i )t,
146 Page 28 of 35 Y. Zhou, D. Jiang

1.6 1.1
Stochastic solution Deterministic solution

1.4
1

1.2
0.9

1
y(t)

y(t)
0.8

0.8

0.7
0.6

0.6
0.4

0.2 0.5
0.4 0.6 0.8 1 1.2 0.6 0.7 0.8 0.9 1
x(t) x(t)

Fig. 1 The phase diagrams of x(t), y(t) in stochastic system (1.5) and deterministic system (1.3) under
the condition (10.1)

1.6 1.1
Stochastic solution Deterministic solution

1.4 1

1.2 0.9

1 0.8
v(t)

v(t)

0.8 0.7

0.6 0.6

0.4 0.5

0.2 0.4
0.5 1 1.5 0.4 0.6 0.8 1 1.2
u(t) u(t)

Fig. 2 The phase diagrams of u(t), v(t) in stochastic system (1.5) and deterministic system (1.3) under the
condition (10.1)

vi+1 = vi + σ (u i − vi )t,
√
ri+1 = ri + k1 (r̄ − ri )t + σ1 t,
√
ji+1 = ji + k2 ( j̄ − ji )t + σ2 t,

where t > 0 is time increment.

The Behavior of a Predator–Prey System... Page 29 of 35 146

0.35
Stochastic solution
0.3

0.25

0.2

0.15
j(t)

0.1

0.05

-0.05

-0.1

-0.15
0.4 0.5 0.6 0.7 0.8 0.9
r(t)

Fig. 3 The phase diagrams of r (t), j(t) in stochastic system (1.5) and deterministic system (1.3) under the
condition (10.1)

2 4
Stochastic solution
1.5 Deterministic solution 3
x(t)

1 2

0.5 1

0 0
0 100 200 300 0 0.5 1 1.5
Time t Frequency histogram and density function of x

3 2
Stochastic solution
Deterministic solution 1.5
2
y(t)

1
1
0.5

0 0
0 100 200 300 0 1 2 3
Time t Frequency histogram and density function of y

Fig. 4 The stationary distribution and density function of x(t), y(t) in stochastic system (1.5)

Part 1. Our priority is to give the initial value (x(0), y(0), u(0), v(0), r (0), j(0)) =
(0.5, 0.5, 0.5, 0.5, 0.5, 0.5) and the parameter values in system (1.3) and (1.5):

r̄ = 0.7; b = 0.5; f = 0.5; c1 = 0.1; c2 = 0.3; β = 0.1; j̄ = 0.1;

(10.1)
h = 0.1; σ = 0.5; k1 = 0.7; k2 = 0.7; σ1 = 0.1; σ2 = 0.1; r1 = 0.01.

Therefore, the condition relationship we calculated is consistent with that in Theorem

5.1. In Figs. 1 and 2, we compare the changes of the system under the influence of the
Ornstein–Uhlenbeck process with the deterministic system (1.3) and Figs. 3 shows the
variation trend of Ornstein–Uhlenbeck disturbance. This set of data meet the condition
in Sect. 3, and we verify our theorem through Figs. 4, 5 and 6. The red curves in the left
 146 Page 30 of 35 Y. Zhou, D. Jiang

2.5 2
Stochastic solution
2 Deterministic solution 1.5
1.5
u(t)

1
1
0.5
0.5

0 0
0 100 200 300 400 0 0.5 1 1.5 2
Time t Frequency histogram and density function of u

2.5 2
Stochastic solution
2 Deterministic solution 1.5
1.5
v(t)

1
1
0.5
0.5

0 0
0 100 200 300 400 0 0.5 1 1.5 2
Time t Frequency histogram and density function of v

Fig. 5 The stationary distribution and density function of u(t), v(t) in stochastic system (1.5)

1.5 5
Stochastic solution
4
1
3
r(t)

2
0.5
1

0 0
0 50 100 150 200 0 0.5 1 1.5
Time t Frequency histogram and density function of r

0.8 5
Stochastic solution
0.6 4
0.4 3
j(t)

0.2
2
0
1
-0.2
0
0 50 100 150 200 -0.5 0 0.5
Time t Frequency histogram and density function of j

Fig. 6 The stationary distribution and density function of r (t), j(t) in stochastic system (1.5)

represent the trend of (1.3) and the blue curves represent the trend of (1.5). The graphs
in the right represent the density function and frequency histogram of the random
system.
Part 2. Display a group of data of the extinction of random system:

r̄ = 0.7; b = 0.5; f = 0.5; c1 = 0.1; c2 = 0.3; β = 0.1; j̄ = 0.5;

(10.2)
h = 0.1; σ = 0.5; k1 = 0.7; k2 = 0.7; σ1 = 0.1; σ2 = 0.1; r1 = 0.01.

The above data meet the condition in Theorem 9.1. In Figs. 7, 8 and 9, the red curves
in the left represent the trend of (1.3) and the blue curves represent the trend of (1.5).
The graphs in the right represent the frequency histograms of the random system. And
in those figures, we can see that the curves of y(t), u(t) and v(t) tend to zero and there
is no frequency histogram. The same result is also shown in Fig 10.
The Behavior of a Predator–Prey System... Page 31 of 35 146

2.5 4
Stochastic solution
2 Deterministic solution 3
1.5
x(t)

2
1
1
0.5

0 0
0 100 200 300 1 1.5 2
Time t Frequency histogram of x

0.5 1
Stochastic solution
0.4 Deterministic solution 0.8

0.3 0.6
y(t)

0.2 0.4

0.1 0.2

0 0
0 100 200 300 0 100 200 300 400 500
Time t Frequency histogram of y

Fig. 7 The change curves and frequency histograms of x(t) and y(t) with the condition (10.2)

0.5 1
Stochastic solution
0.4 Deterministic solution 0.8

0.3 0.6
u(t)

0.2 0.4

0.1 0.2

0 0
0 100 200 300 400 0 100 200 300
Time t Frequency histogram of u

0.5 1
Stochastic solution
0.4 Deterministic solution 0.8

0.3 0.6
v(t)

0.2 0.4

0.1 0.2

0 0
0 100 200 300 400 0 100 200 300
Time t Frequency histogram of v

Fig. 8 The change curves and frequency histograms of u(t) and v(t) with the condition (10.2)

11 Discussion and Conclusion

In nature, there is a way of survival that is both interdependent and competitive among
different populations, namely the predator–prey model. In the paper, we investigate
a stochastic predator–prey system with fear, Holling-II response function, distributed
delay and mean-reverting Ornstein–Uhlenbeck process. In view of the above aspects,
we successfully obtain the stability of equilibrium point for ordinary differential sys-
tem at first. Then the existence and uniqueness of positive solutions for stochastic
system is got and the stationary distribution is reached followed, and the conclusion
reveals the effects of Ornstein–Uhlenbeck process on the existence of stationary dis-
tribution. In addition, we present an exact local expression for the density function of
146 Page 32 of 35 Y. Zhou, D. Jiang

1.5 5
Stochastic solution
4
1
3
r(t)

2
0.5
1

0 0
0 50 100 150 200 0.4 0.6 0.8 1
Time t Frequency histogram of r

1 5
Stochastic solution
0.8 4

0.6 3
j(t)

0.4 2

0.2 1

0 0
0 50 100 150 200 0 0.5 1
Time t Frequency histogram of j

Fig. 9 The change curves and frequency histograms of r (t) and j(t) with the condition (10.2)

Fig. 10 The extinction of y(t), u(t) and v(t) in system (1.3) with initial value (x(0), y(0), u(0),
v(0), r (0), j(0)) = (0.5, 0.5, 0.5, 0.5, 0.5, 0.5)

the six-dimensional random system near the unique positive equilibrium. In particu-
lar, we obtain the pth moment boundedness, the asymptotic behavior of the solution
and extinction of the stochastic system. At last we confirm the theoretical results by
numerical simulation in the last section.
The results of the paper extend the deterministic theory, ponder on the changes in
population structure caused by random fluctuations in the environment, and provide
new insights for the study of the equilibrium state of the population system. We can use
similar methods to study reciprocal models and competitive systems with Ornstein–
Uhlenbeck process. But there are still many interesting aspects to explore. And when
we study the existence of stationary distribution, we have to get a strong sufficient
The Behavior of a Predator–Prey System... Page 33 of 35 146

condition. If these conditions are not met, does the stationary distribution exist? This
is a question worthy of follow-up consideration.
Author Contributions Yaxin Zhou: Software, Validation, Formal analysis, Investigation, Data Curation,
Writing - Original Draft, Writing - Review & Editing. Daqing Jiang: Conceptualization, Methodology,
Validation, Formal analysis, Visualization, Supervision, Funding acquisition.

Funding The work is supported by the National Natural Science Foundation of China (No. 11871473),
the Fundamental Research Funds for the Central Universities (No. 22CX03030A), the Innovation fund
project for graduate student of China University of Petroleum (East China) supported by “the Fundamental
Research Funds for the Central Universities” (Nos. 24CX04049A, 24CX04050A).

Data Availability Data sharing not applicable to this article as no datasets were generated or analysed during
the current study.

Declarations
Conflict of interest The authors declare that they have no conflict of interest.

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