Photo by dkfra19 from unsplash
Abstract In this paper, the dynamical behavior of a hybrid switching SIS epidemic model with vaccination and Lévy jumps is considered. Besides a standard geometric Brownian motion, another two driving… Click to show full abstract
Abstract In this paper, the dynamical behavior of a hybrid switching SIS epidemic model with vaccination and Lévy jumps is considered. Besides a standard geometric Brownian motion, another two driving processes are taken into account: a stationary Poisson point process and a continuous time finite-state Markov chain. Firstly, we establish sufficient conditions for persistence in the mean of the disease. Then we obtain sufficient conditions for extinction of the disease. In addition, we also establish sufficient conditions for the existence of positive recurrence of the solutions to the model by constructing a suitable stochastic Lyapunov function with regime switching.
Journal Title: Stochastic Analysis and Applications
Year Published: 2019
Link to full text (if available)
Share on Social Media: Sign Up to like & get
recommendations!