2 problems

Let $M_+$ be the interior state space of the stochastic Rosenzweig–MacArthur model, let $x_1^x(t)$ denote the first component of the solution started from $x\in M_+$, and let…

Let $X_t=(x(t),J(t))$ be the Markov process on $M=B\times\{1,2\}$ described above, with persistent measure and convergence properties established under the assumption that $r$ is c…