Asymptotic comportment of a stochastic SIQR model with mean-reverting inhomogeneous geometric Brownian motion

Abstract

The object of this work is to analyze the dynamical behavior of an SIQR epidemic model incorporating the mean-reverting inhomogeneous geometric Brownian motion process (IGBM for short). As a first step, we prove that a global-in-time solution exists, and we show equally that it is unique and positive. Then, we find out an appropriate hypothetical framework leading to the existence of an ergodic stationary distribution. After that, we provide certain sufficient conditions for the disease’s exponential extinction, and we show that they match those of the deterministic version in this case. Finally, we outline some numerical simulation examples to back up our theoretical outcomes.