Stochastic regime switching SIR model driven by Lévy noise

Yingjia Guo

Physica A: Statistical Mechanics and its Applications, 2017, vol. 479, issue C, 1-11

Abstract: We propose a new stochastic regime switching SIR model driven by Lévy noise. A unique global positive solution is obtained under some appropriate conditions. Moreover, we investigate the asymptotic behavior of the stochastic SIR model with jumps under regime switching.

Keywords: Brownian motion; Jump perturbation; Markov chain; Global positive solution; Asymptotic behavior (search for similar items in EconPapers)
Date: 2017
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Citations: View citations in EconPapers (1)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:phsmap:v:479:y:2017:i:c:p:1-11

DOI: 10.1016/j.physa.2017.02.053

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