Stochastic SIR Levy jump model with heavy tailed increments
Abstract
This paper considers a general stochastic SIR epidemic model driven by a multidimensional Levy jump process with heavy tailed increments and possible correlation between noise components. In this framework, we derive new sufficient conditions for disease extinction and persistence in the mean. Our method differs from previous approaches by the use of Kunita's inequality instead of the Burkholder-Davis-Gundy inequality for continuous processes, and allows for the treatment of infinite Levy measures by the definition of new threshold values. An SIR model driven by a tempered stable process is presented as an example of application with the ability to model sudden disease outbreak, illustrated by numerical simulations. The results show that persistence and extinction are dependent not only on the variance of the processes increments, but also on the shapes of their distributions.
Cite
@article{arxiv.1911.12924,
title = {Stochastic SIR Levy jump model with heavy tailed increments},
author = {Nicolas Privault and Liang Wang},
journal= {arXiv preprint arXiv:1911.12924},
year = {2020}
}