Dynamic properties for a stochastic SEIR model with Ornstein-Uhlenbeck process

被引：2

作者：

Lu, Chun ^{[1
]}

Xu, Chuanlong ^{[1
]}

机构：

[1] Qingdao Univ Technol, Dept Math, Qingdao 266520, Peoples R China

来源：

MATHEMATICS AND COMPUTERS IN SIMULATION | 2024年 / 216卷

关键词：

Stochastic SEIR model; Ornstein-Uhlenbeck process; Stationary distribution; Extinction; Density function; d R; ENVIRONMENTAL VARIABILITY;

D O I：

10.1016/j.matcom.2023.09.020

中图分类号：

TP39 [计算机的应用];

学科分类号：

081203 ; 0835 ;

摘要：

In this article, we are committed to the study of dynamic properties for a stochastic SEIR epidemic model with infectivity in latency and home quarantine about the susceptible and Ornstein-Uhlenbeck process. Firstly, we provide a criterion for the presence of an ergodic stationary distribution of the model. Secondly, by extracting the corresponding Fokker-Planck equation, we derive the probability density function around quasi-endemic equilibrium of the stochastic model. Thirdly, we establish adequate criteria for extinction. Finally, by using the epidemic data of corresponding deterministic model, two numerical tests are presented to illustrate the effectiveness of the theoretical results. (c) 2023 International Association for Mathematics and Computers in Simulation (IMACS). Published by Elsevier B.V. All rights reserved.

引用

页码：288 / 300

页数：13

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