Asymptotic behavior of global positive solution to a stochastic SIR model

DOI10.1016/J.MCM.2011.02.004MaRDI QIDQ646072zbMATH OpenOpenAlexFDO

Authors Daqing Jiang, Jiajia Yu, Chunyan Ji, Ning-Zhong Shi

Publication date 11 November 2011

Published in Mathematical and Computer Modelling (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.mcm.2011.02.004

zbMATH Keywords

Brownian motionasymptotic behaviorglobal positive solutionstochastic SIR modelItô's formula

Mathematics Subject Classification ID

Epidemiology (92D30) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Asymptotic properties of solutions to ordinary differential equations (34D05) Ordinary differential equations and systems with randomness (34F05) Applications of stochastic analysis (to PDEs, etc.) (60H30) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35)

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Cited in

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• Dynamics of a stochastic delayed SIR epidemic model with vaccination and double diseases driven by Lévy jumps
• Dynamics of a stochastic periodic SIRS model with time delay
• Analysis of a delayed vaccinated SIR epidemic model with temporary immunity and Lévy jumps
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• Analysis of an eco‐epidemiological system with Lévy noise
• Some models are useful, but how do we know which ones? Towards a unified Bayesian model taxonomy
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