Articles

STOCHASTIC SIRS MODEL DRIVEN BY LÉVY NOISE

  • Xianghua ZHANG ,
  • Fu CHEN ,
  • Ke WANG ,
  • Hong DU
Expand
  • 1. College of Science, Heilongjiang University of Science and Technology, Harbin 150022, China;
    2. College of Humanities and Law, Northeast Agricultural University, Harbin 150030, China;
    3. Department of Mathematics, Harbin Institute of Technology, Weihai 264209, China;
    4. College of Science, Heilongjiang University of Science and Technology, Harbin 150022, China

Received date: 2015-04-07

  Revised date: 2015-07-29

  Online published: 2016-06-25

Supported by

This research was partially supported by the Natural Science Foundation of Heilongjiang Province (A201420), Educational Reform Project of Heilongjiang Province (JG2013010482), Foundation of Heilongjiang Province Educational Committee (12541696) and the Natural Science Foundation of China (11401136, 11301112, 11301207, 11501148).

Abstract

The paper establishes two stochastic SIRS models with jumps to describe the spread of network virus by cyber war, terrorism and others. First, adding random perturbations proportionally to each variable, we get the dynamic properties around the positive equilibrium of the deterministic model and the conditions for persistence and extinction. Second, giving a random disturbance to endemic equilibrium, we get a stochastic system with jumps. By modifying the existing Lyapunov function, we prove the positive solution of the system is stochastically stable.

Cite this article

Xianghua ZHANG , Fu CHEN , Ke WANG , Hong DU . STOCHASTIC SIRS MODEL DRIVEN BY LÉVY NOISE[J]. Acta mathematica scientia, Series B, 2016 , 36(3) : 740 -752 . DOI: 10.1016/S0252-9602(16)30036-4

References

[1] Kim J, Radhakrishnan S, Dhall S. Measurement and analysis of worm propagation on internet network topology//Proceedings of 13th International Conference on Computer Communications and Networks (IC-CCN 2004). Chicago, IL, USA: IEEE Press, 2004: 495-500
[2] Bao J, Mao X. Competitive Lotka-Volterra population dynamics with jumps. Nonlinear Anal, 2011, 74: 6601-6616
[3] Bao J, Yuan C. Stochastic population dynamics driven by Lévy noise. J Math Anal Appl, 2012, 391: 363-375
[4] Liu M, Wang K. Dynamics of a Leslie-Gower Holling-type Ⅱ predator-prey system with Lévy jumps. Nonlinear Anal, 2013, 85: 204-213
[5] Liu M, Wang K. Stochastic Lotka-Volterra systems with Lévy noise. J Math Anal Appl, 2014, 410: 750-763
[6] Bao J, Yuan C. Large deviations for neutral functional SDEs with jumps. Stochastics, 2015, 87: 48-70
[7] Bao J, Yuan C. Numerical approximation of stationary distributions for stochastic partial differential equa-tions. J Appl Probab, 2014, 51: 858-873
[8] Bao J, Yuan C. Numerical analysis for neutral SPDEs driven by α-stable processes. Infin Dimens Anal Quantum Probab Relat Top, 2014, 17: 1450031
[9] Zhang X, Wang K. Stochastic SIR model with jumps. Appl Math Lett, 2013, 26: 867-874
[10] Zhang X, Wang K. Stochastic SEIR model with jumps. Appl Math Comput, 2014, 239: 133-149
[11] Zhang X, Wang K. Stochastic model for spread of AIDS driven by Lévy noise. J Dyn Diff Equat, 2015, 27: 215-236
[12] Jiang D, Yu J. Asymptotic behavior of global positive solution to a stochastic SIR model. Math Comput Model, 2011, 54: 221-232
[13] Applebaum D, Siakalli M. Asymptotic stability of stochastic differential equations driven by Lévy noise. J Appl Prob, 2009, 46: 1116-1129
[14] Applebaum D. Lévy Processes and Stochastic Calculus. 2nd ed. Cambridge University Press, 2009
[15] Siakalli M. Stability properties of stochastic differential equations driven by Lévy noise[D]. University of Sheffield, 2009
[16] Mao X. Stochastic Differential Equations and Applications. 2nd ed. Chichester: Horwood Publications, 2008
[17] Kunita H. Itô's stochastic calculus: its surprising power for applications. Stochastic Process Appl, 2010, 120: 622-652
[18] Lin Y, Jiang D, Jin M. Stationary distribution of a stochastic SIR model with saturated incidence and its asymptotic stability. J Acta Math Sci, 2015, 35(3): 619-629

Outlines

/