Demographic stochasticity in the SDE SIS epidemic model
David Greenhalgh - Department of Mathematics and Statistics, University of Strathclyde, Livingstone Tower, 26, Richmond Street, Gasgow G1 1XH, United Kingdom (email)
Abstract: In this paper we discuss the stochastic differential equation (SDE) susceptible-infected-susceptible (SIS) epidemic model with demographic stoch-asticity. First we prove that the SDE has a unique nonnegative solution which is bounded above. Then we give conditions needed for the solution to become extinct. Next we use the Feller test to calculate the respective probabilities of the solution first hitting zero or the upper limit. We confirm our theoretical results with numerical simulations and then give simulations with realistic parameter values for two example diseases: gonorrhea and pneumococcus.
Keywords: SIS epidemic model, demographic stochasticity, extinction, Feller test, stochastic differential equations, Brownian motion.
Received: July 2014; Revised: July 2015; Available Online: September 2015.
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