Stochastic SIR Lévy jump model with heavy-tailed increments

DOI10.1007/S00332-020-09670-5MaRDI QIDQ2022607zbMATH OpenOpenAlexFDO

Authors Nicolas Privault, Liang Wang

Publication date 29 April 2021

Published in Journal of Nonlinear Science (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1911.12924

zbMATH Keywords

extinctionKunita's inequalitymultidimensional Lévy processespersistence in the meanSIR modeltempered stable process

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Population dynamics (general) (92D25) Epidemiology (92D30)

Abstract: This paper considers a general stochastic SIR epidemic model driven by a multidimensional Levy jump process with heavy tailed increments and possible correlation between noise components. In this framework, we derive new sufficient conditions for disease extinction and persistence in the mean. Our method differs from previous approaches by the use of Kunita's inequality instead of the Burkholder-Davis-Gundy inequality for continuous processes, and allows for the treatment of infinite Levy measures by the definition of new threshold values. An SIR model driven by a tempered stable process is presented as an example of application with the ability to model sudden disease outbreak, illustrated by numerical simulations. The results show that persistence and extinction are dependent not only on the variance of the processes increments, but also on the shapes of their distributions.

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Cited in

(19)

• Analysis of a stochastic predator-prey system with fear effect and Lévy noise
• The influence of quadratic Lévy noise on the dynamic of an SIC contagious illness model: new framework, critical comparison and an application to COVID-19 (SARS-CoV-2) case
• Dynamical behaviors of a stochastic food chain system with Ornstein-Uhlenbeck process
• Developing new techniques for obtaining the threshold of a stochastic SIR epidemic model with 3-dimensional Lévy process
• The long-time behavior of a stochastic SIR epidemic model with distributed delay and multidimensional Lévy jumps
• Polynomial ergodicity of an SIRS epidemic model with density‐dependent demographics
• A stochastic hepatitis B model with infinite Lévy jumps
• Stochastic transmission in epidemiological models
• Dynamical systems framework for modeling COVID-19 with Lévy noise
• Dynamic of a stochastic stage-structured predator-prey model with fear delay and hunting cooperation
• The threshold of a stochastic SIR epidemic model with logistic growth
• Threshold of a stochastic two-species competition chemostat model with saturated growth rate and Lévy jumps
• Enhanced analysis of general noncontinuous stochastic epidemic model with vaccination: a novel framework and practical application to COVID-19 in Saudi Arabia
• Refining extinction criteria in a complex multi-stage epidemic system with non-Gaussian Lévy noise
• Influence of jump noises on dynamics of a predator-prey model with seasonal variation
• Threshold behavior of a stochastic SVI epidemic model with jump noise and saturated incidence rate
• Stochastic resonance and dynamic event-triggered impulsive control of a variable-order fractional information diffusion system with hybrid noise
• Parameter estimation of stochastic SIR model driven by small Lévy noise with time-dependent periodic transmission
• A unified stochastic SIR model driven by Lévy noise with time-dependency

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