Stochastic SIR Lévy jump model with heavy-tailed increments

DOI10.1007/s00332-020-09670-5zbMath1470.92338arXiv1911.12924OpenAlexW3118327593MaRDI QIDQ2022607

Liang Wang, Nicolas Privault

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

extinctionSIR modeltempered stable processpersistence in the meanmultidimensional Lévy processesKunita's inequality

Mathematics Subject Classification ID

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

Related Items (6)

Dynamical behaviors of a stochastic food chain system with Ornstein-Uhlenbeck process ⋮ 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 ⋮ 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

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