A STOCHASTIC DIFFERENTIAL EQUATION SIS EPIDEMIC MODEL

被引:811
作者
Gray, A. [1 ]
Greenhalgh, D. [1 ]
Hu, L. [2 ]
Mao, X. [1 ]
Pan, J. [1 ]
机构
[1] Univ Strathclyde, Dept Math & Stat, Glasgow G1 1XH, Lanark, Scotland
[2] Donghua Univ, Dept Appl Math, Shanghai 201620, Peoples R China
关键词
susceptible-infected-susceptible model; Brownian motion; stochastic differential equations; extinction; persistence; basic reproduction number; stationary distribution; gonorrhea; pneumococcus; STABILITY; TRANSMISSION; BEHAVIOR; AIDS;
D O I
10.1137/10081856X
中图分类号
O29 [应用数学];
学科分类号
070104 [应用数学];
摘要
In this paper we extend the classical susceptible-infected-susceptible epidemic model from a deterministic framework to a stochastic one and formulate it as a stochastic differential equation (SDE) for the number of infectious individuals I(t). We then prove that this SDE has a unique global positive solution I(t) and establish conditions for extinction and persistence of I(t). We discuss perturbation by stochastic noise. In the case of persistence we show the existence of a stationary distribution and derive expressions for its mean and variance. The results are illustrated by computer simulations, including two examples based on real-life diseases.
引用
收藏
页码:876 / 902
页数:27
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