Threshold dynamics of a stochastic SIVS model with saturated incidence and Lévy jumps

Threshold dynamics of a stochastic SIVS model with saturated incidence and Lévy jumps

Abstract 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 compl...

Full description

Bibliographic Details
Main Authors: Yuanlin Ma, Xingwang Yu
Format: Article
Language:English
Published: SpringerOpen 2020-06-01
Series:Advances in Difference Equations
Subjects:
Threshold dynamics
Persistence in mean
Extinction
Lévy jumps
Online Access:http://link.springer.com/article/10.1186/s13662-020-02723-9

Internet

http://link.springer.com/article/10.1186/s13662-020-02723-9

Similar Items