Figure 1

Numerical simulation of the path \(x_{2}(t)\) and \(x_{3}(t)\) for the deterministic model, the stochastic model with white noise, and the stochastic model with Lévy jump; The density functions of \(x_{2}(t)\) and \(x_{3}(t)\) are driven by Lévy noise and white noise, respectively. We apply an order \(\frac{1}{2}\) Euler scheme approximation with initial value \((x_{1}(0),x_{2}(0),x_{3}(0))=(1000,1,1)\),\(( \sigma _{1},\sigma _{2},\sigma _{3})=(4.2,4,1.8)\), \((\gamma _{1},\gamma _{2}, \gamma _{3})=(1.2,0.9,1.4)\)