A MARKOVIAN SWITCHING DIFFUSION FOR AN SIS MODEL INCORPORATING LEVY PROCESSES

被引：10
作者：
Settati, A. [1 ]
Lahrouz, A. [1 ]
El Fatini, Mohamed [2 ]
El Haitami, A. [1 ]
El Jarroudi, M. [1 ]
Erriani, M. [1 ]
机构：
[1] Abdelmalek Essaadi Univ, FSTT, Lab Math & Applicat, Tetouan, Morocco
[2] Ibn Tofail Univ, Fac Sci, Lab EDP AGS, Stochast Modelling & Stat Grp, BP 133, Kenitra, Morocco
来源：
DISCRETE AND CONTINUOUS DYNAMICAL SYSTEMS-SERIES B | 2023年 / 28卷 / 01期
关键词：
Stochastic epidemic model; Markovian switching; extinction; stochastic persistence; stationary distribution; SIRS EPIDEMIC MODEL; GLOBAL STABILITY; POPULATION; DYNAMICS; ERGODICITY; EXTINCTION; EQUATION;
D O I：
10.3934/dcdsb.2022072
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
The purpose of this work is to investigate the asymptotic properties of a stochastic version of the classical SIS epidemic model with three noises. The stochastic model studied here includes white noise, telegraph noise and Levy noise. We established conditions for extinction in probability and in pth moment. We also showed the persistence of disease under different conditions. The presented results are demonstrated by numerical simulations.
引用
收藏
页码：209 / 229
页数：21
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