Stationary distribution of an SIR epidemic model with three correlated Brownian motions and general Lévy measure

Abstract

Exhaustive surveys have been previously done on the long-time behavior of illness systems with Lévy motion. All of these works have considered a Lévy–Itô decomposition associated with independent white noises and a specific Lévy measure. This setting is very particular and ignores an important class of dependent Lévy noises with a general infinite measure (finite or infinite). In this paper, we adopt this general framework and we treat a novel correlated stochastic $ SIR_p $ system. By presuming some assumptions, we demonstrate the ergodic characteristic of our system. To numerically probe the advantage of our proposed framework, we implement Rosinski's algorithm for tempered stable distributions. We conclude that tempered tails have a strong effect on the long-term dynamics of the system and abruptly alter its behavior.

Keywords

• mathematical modeling
• lévy motion
• lévy measure
• tempered distribution
• stationary distribution