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  • 标题:Threshold dynamics of a stochastic SIVS model with saturated incidence and Lévy jumps
  • 本地全文:下载
  • 作者:Yuanlin Ma ; Xingwang Yu
  • 期刊名称:Advances in Difference Equations
  • 印刷版ISSN:1687-1839
  • 电子版ISSN:1687-1847
  • 出版年度:2020
  • 卷号:2020
  • 期号:1
  • 页码:1-16
  • DOI:10.1186/s13662-020-02723-9
  • 出版社:Hindawi Publishing Corporation
  • 摘要:In this paper, we propose and analyze a stochastic SIVS model with saturated incidence and Lévy jumps. We first prove the existence of a global positive solution of the model. Then, with the help of semimartingale convergence theorem, we obtain a stochastic threshold of the model that completely determines the extinction and persistence of the epidemic. At last, we further study the threshold dynamics of a stochastic SIRS model with saturated or bilinear incidence by a similar method and carry out some numerical simulations to demonstrate our theoretical results. Comparing with the method given by Zhou and Zhang (Physica A 446:204–216, 2016), we find that the method used in this paper is simple and effective.
  • 关键词:Threshold dynamics;Persistence in mean;Extinction;Lévy jumps;
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