Full-Covariance Chemical Langevin Predator--Prey Diffusion with Absorbing Boundaries

Abstract: Many stochastic Rosenzweig--MacArthur predator--prey models inject ad hoc independent (diagonal) noise and therefore cannot encode the event-level coupling created by predation and biomass conversion. We derive an absorbed, fully mechanistic diffusion approximation and its extinction structure from a continuous-time Markov chain on $\mathbb N_0^2$ with four reaction channels: prey birth, prey competition death, predator death, and a coupled predation--conversion event. Absorbing coordinate axes are imposed to represent the irreversibility of demographic extinction. Under Kurtz density-dependent scaling, the law-of-large-numbers limit recovers the classical RM ODE, while central-limit scaling yields a chemical-Langevin diffusion with explicit drift and full state-dependent covariance. A distinctive signature is the strictly negative cross-covariance $Σ_{12}(N,P)=-mNP/(1+N)$ induced solely by the predation--conversion increment $(-1,1)$. We define the absorbed Itô SDE by freezing trajectories at the first boundary hit and prove strong well-posedness, non-explosion, and moment bounds up to absorption. Extinction has positive probability from every interior state, and predator extinction is almost sure when $m\le c$.