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...
| Published in: | Advances in Difference Equations |
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| Main Authors: | , |
| Format: | Article |
| Language: | English |
| Published: |
SpringerOpen
2020-06-01
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| Subjects: | |
| Online Access: | http://link.springer.com/article/10.1186/s13662-020-02723-9 |