“…Proof. Firstly, the proof of stochastic persistence in probability is motivated by [20]. Let (u 1 (t, u 1 (0)), u 2 (t, u 2 (0))) be the solution of (15) with initial data (u 1 (0), u 2 (0)) ∈ R 2 + , p(t, u(0), dy) be the transition probability of u(t, u(0)), and P(t, u(0), Γ) be the probability of events u(t, u(0)) ∈ Γ. e stochastic boundedness of u(t, u(0)) implies there exists a compact subset K ⊆ R 2 + such that P(t, ϕ, K) ≥ 1 − ε for any given ε > 0, that is, p(t, u(0), dy): t ≥ 0 is tight.…”