\(G\)-SIRS model with logistic growth and nonlinear incidence (Q2193300)

Summary: We present the stochastic SIRS model in the \(G\)-expectation space as follows: \( \mathrm{d}X\left( t\right)=\left[ r X \left( 1 - \left( X / K\right)\right) - \left( \beta X Y/ \left( 1 + \alpha Y\right)\right) + \delta Z\right]\mathrm{d}\left\langle B\right\rangle\left( t\right)+ \overline{\sigma}_1X\mathrm{d}B\left( t\right)\), \(\mathrm{d}Y\left( t\right)=\left[ \left( \beta X Y/ \left( 1 + \alpha Y\right)\right) - \left( \rho + \vartheta + \gamma\right) Y\right]\mathrm{d}\left\langle B\right\rangle\left( t\right)+ \overline{\sigma}_2Y\mathrm{d}B\left( t\right)\), \(\mathrm{d}Z\left( t\right)=\left[ \gamma Y - \left( \mu + \delta\right) Z\right]\mathrm{d}\left\langle B\right\rangle\left( t\right)+ \overline{\sigma}_3Z\mathrm{d}B\left( t\right)\), where \(\overline{\sigma}_1\), \(\overline{\sigma}_2\), \(\overline{\sigma}_3\) are three intensities of the \(G\)-Brownian motion and disturb the three variables, and \(B\left( 1\right)\) follows \(G\)-Normal distribution, namely, \(B\left( 1\right)\sim\mathcal{N}\left( 0, \left[ \underline{\pi}^2, \overline{\pi}^2\right)\right)\). For any initial condition \((X(0), Y(0), Z (0))\in D^\ast \), we prove the new model admits a unique solution \( (X(t), Y(t), Z(t))\) for \(t\geq0\) and the solution \((X(t), Y(t), Z(t))\) satisfies \(v(\omega : (X(t), Y(t), Z(t)) \in \mathbb R_+^3, t \geq 0)=1\).