Stationary distribution and ergodicity of a stochastic food-chain model with Lévy jumps

In this paper, a three-species stochastic food-chain model with Lévy jumps is proposed and analyzed. Sharp sufficient criteria for the existence and uniqueness of an ergodic stationary distribution are established. The effects of Lévy jumps on the existence of the stationary distribution are revealed: in some cases, the Lévy jumps could make the stationary distribution appear, while in some cases, the Lévy jumps could make the stationary distribution disappear. Some numerical simulations are introduced to illustrate the theoretical results.