Numerical methods for simulation of stochastic differential equations
In this paper we are concerned with numerical methods to solve stochastic differential
equations (SDEs), namely the Euler-Maruyama (EM) and Milstein methods. These methods …
equations (SDEs), namely the Euler-Maruyama (EM) and Milstein methods. These methods …
Multigroup SIR epidemic model with stochastic perturbation
C Ji, D Jiang, N Shi - Physica A: Statistical Mechanics and its Applications, 2011 - Elsevier
In this paper, we discuss a multigroup SIR model with stochastic perturbation. We deduce
the globally asymptotic stability of the disease-free equilibrium when R0≤ 1, which means …
the globally asymptotic stability of the disease-free equilibrium when R0≤ 1, which means …
The behavior of an SIR epidemic model with stochastic perturbation
C Ji, D Jiang, N Shi - Stochastic analysis and applications, 2012 - Taylor & Francis
In this article, we discuss an SIR model with stochastic perturbation. We show that there is a
nonnegative solution that belongs to a positively invariant set. Then, by stochastic Lyapunov …
nonnegative solution that belongs to a positively invariant set. Then, by stochastic Lyapunov …
Analysis of a delayed vaccinated SIR epidemic model with temporary immunity and Lévy jumps
Q Liu, D Jiang, T Hayat, B Ahmad - Nonlinear Analysis: Hybrid Systems, 2018 - Elsevier
In this paper, we discuss the persistence and extinction of a delayed vaccinated SIR
epidemic model with temporary immunity and Lévy jumps. Firstly, we study the existence …
epidemic model with temporary immunity and Lévy jumps. Firstly, we study the existence …
[HTML][HTML] Qualitative analysis of a stochastic ratio-dependent predator–prey system
C Ji, D Jiang, X Li - Journal of Computational and Applied Mathematics, 2011 - Elsevier
A stochastic ratio-dependent predator–prey model is investigated in this paper. By the
comparison theorem of stochastic equations and Itô's formula, we obtain the global …
comparison theorem of stochastic equations and Itô's formula, we obtain the global …
Dynamics of a multigroup SIR epidemic model with stochastic perturbation
C Ji, D Jiang, Q Yang, N Shi - Automatica, 2012 - Elsevier
In this paper, we introduce stochasticity into a multigroup SIR (susceptible, infective, and
recovered) model. The stochasticity in the model is introduced by parameter perturbation …
recovered) model. The stochasticity in the model is introduced by parameter perturbation …
The threshold of a stochastic delayed SIR epidemic model with temporary immunity
Q Liu, Q Chen, D Jiang - Physica A: Statistical Mechanics and its …, 2016 - Elsevier
This paper is concerned with the asymptotic properties of a stochastic delayed SIR epidemic
model with temporary immunity. Sufficient conditions for extinction and persistence in the …
model with temporary immunity. Sufficient conditions for extinction and persistence in the …
Persistence and extinction for a class of stochastic SIS epidemic models with nonlinear incidence rate
Z Teng, L Wang - Physica A: Statistical Mechanics and Its Applications, 2016 - Elsevier
In this paper, a class of stochastic SIS epidemic models with nonlinear incidence rate is
investigated. It is shown that the extinction and persistence of the disease in probability are …
investigated. It is shown that the extinction and persistence of the disease in probability are …
Threshold behavior in a stochastic delayed SIS epidemic model with vaccination and double diseases
Q Liu, D Jiang, T Hayat, A Alsaedi - Journal of the Franklin Institute, 2019 - Elsevier
In this paper, we investigate the threshold dynamics of a stochastic delayed SIS epidemic
model with vaccination and double diseases which make the research more difficult. We …
model with vaccination and double diseases which make the research more difficult. We …
[HTML][HTML] Numerical solution of stochastic differential problems in the biosciences
M Carletti - Journal of computational and applied mathematics, 2006 - Elsevier
Stochastic differential equations (SDEs) models play a prominent role in many application
areas including biology, epidemiology and population dynamics, mostly because they can …
areas including biology, epidemiology and population dynamics, mostly because they can …