Figure 2

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 \((x_{1}(0),x_{2}(0),x_{3}(0))=(1000,1,1)\), \((\sigma _{1},\sigma _{2}, \sigma _{3})=(0.55,0.4,0.7)\), \((\gamma _{1},\gamma _{2},\gamma _{3})=(0.2,0.3,0.4)\)