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In this study, we propose an n-species stochastic model which considers the influences of the competitions and delayed diffusions among populations on dynamics of species. We then investigate the stochastic dynamics of the model, such as the persistence in mean of the species, and the asymptotic stability in distribution of the model. Then, by using the Hessian matrix and theory of optimal harvesting, we investigate the optimal harvesting problem, obtaining the optimal harvesting effort and the maximum of expectation of sustainable yield (ESY). Finally, we numerically discuss some examples to illustrate our theoretical findings, and conclude our study by a brief discussion.