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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...

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Bibliografske podrobnosti
Principais autores: Yuanlin Ma, Xingwang Yu
Format: Artigo
Jezik:Inglês
Izdano: SpringerOpen 2020-06-01
Serija:Advances in Difference Equations
Teme:
Online dostop:http://link.springer.com/article/10.1186/s13662-020-02723-9
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