Stochastic regime switching SIR model driven by Lévy noise

2017 ◽  
Vol 479 ◽  
pp. 1-11 ◽  
Author(s):  
Yingjia Guo
Keyword(s):  
Regime Switching ◽  
Sir Model ◽  
Lévy Noise ◽  
Model Driven ◽  
Levy Noise

Long-time behavior of Lévy-driven Ornstein–Uhlenbeck processes with regime switching

2020 ◽  
Vol 57 (1) ◽  
pp. 266-279
Author(s):  
Zhongwei Liao ◽  
Jinghai Shao
Keyword(s):  
Stationary Distribution ◽  
Regime Switching ◽  
Lévy Noise ◽  
Time Behavior ◽  
Long Time Behavior ◽  
Lévy Measure ◽  
Uhlenbeck Process ◽  
Ornstein Uhlenbeck Process ◽  
Long Time ◽  
Levy Noise

AbstractWe investigate the long-time behavior of the Ornstein–Uhlenbeck process driven by Lévy noise with regime switching. We provide explicit criteria on the transience and recurrence of this process. Contrasted with the Ornstein–Uhlenbeck process driven simply by Brownian motion, whose stationary distribution must be light-tailed, both the jumps caused by the Lévy noise and the regime switching described by a Markov chain can derive the heavy-tailed property of the stationary distribution. The different role played by the Lévy measure and the regime-switching process is clearly characterized.

Stochastic sirs model driven by lévy noise

2016 ◽  
Vol 36 (3) ◽  
pp. 740-752 ◽  
Author(s):  
Xianghua ZHANG ◽  
Fu CHEN ◽  
Ke WANG ◽  
Hong DU
Keyword(s):  
Lévy Noise ◽  
Model Driven ◽  
Sirs Model ◽  
Levy Noise

scholarly journals Strong solutions for the stochastic 3D LANS-α model driven by non-Gaussian Lévy noise

2015 ◽  
Vol 15 (02) ◽  
pp. 1550011
Author(s):  
Gabriel Deugoué ◽  
Mamadou Sango
Keyword(s):  
Strong Solution ◽  
Strong Solutions ◽  
Lévy Noise ◽  
Mean Square ◽  
Stability Of Solutions ◽  
Model Driven ◽  
The Mean ◽  
The Stability ◽  
Non Gaussian ◽  
Levy Noise

We establish the existence, uniqueness and approximation of the strong solutions for the stochastic 3D LANS-α model driven by a non-Gaussian Lévy noise. Moreover, we also study the stability of solutions. In particular, we prove that under some conditions on the forcing terms, the strong solution converges exponentially in the mean square and almost surely exponentially to the stationary solution.

An ergodic theorem of a parabolic Anderson model driven by Lévy noise

2011 ◽  
Vol 6 (6) ◽  
pp. 1147-1183
Author(s):  
Yong Liu ◽  
Jianglun Wu ◽  
Fengxia Yang ◽  
Jianliang Zhai
Keyword(s):  
Ergodic Theorem ◽  
Anderson Model ◽  
Lévy Noise ◽  
Parabolic Anderson Model ◽  
Model Driven ◽  
Levy Noise

A stochastic viral infection model driven by Lévy noise

2018 ◽  
Vol 114 ◽  
pp. 446-452 ◽  
Author(s):  
Badr-eddine Berrhazi ◽  
Mohamed El Fatini ◽  
Aziz Laaribi ◽  
Roger Pettersson
Keyword(s):  
Viral Infection ◽  
Lévy Noise ◽  
Infection Model ◽  
Model Driven ◽  
Levy Noise ◽  
Viral Infection Model
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