Chaos, Solitons and Fractals 148 (2021) 110991

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Chaos, Solitons and Fractals

Nonlinear Science, and Nonequilibrium and Complex Phenomena
journal homepage: www.elsevier.com/locate/chaos

A two diffusion stochastic model for the spread of the new corona
virus SARS-CoV-2
J. Đor d̄ević a,b,∗, I. Papić c, N. Šuvak d
a
The Faculty of Mathematics and Natural Sciences, University of Oslo, Blindern 0316 Oslo, Norway
b
Faculty of Sciences and Mathematics, University of Niš, Višegradska 33, Niš 18000, Serbia
c
Department of Mathematics, J.J. Strossmayer University of Osijek, Trg Ljudevita Gaja 6, Osijek 31000, Croatia
d
Department of Mathematics, J.J. Strossmayer University of Osijek, Trg Ljudevita Gaja 6, Osijek 31000, Croatia

a r t i c l e i n f o a b s t r a c t

Article history: We propose a refined version of the stochastic SEIR model for epidemic of the new corona virus SARS-
Received 10 December 2020 Cov-2, causing the COVID-19 disease, taking into account the spread of the virus due to the regular in-
Revised 13 April 2021
fected individuals (transmission coefficient β ), hospitalized individuals (transmission coefficient l β , l > 0)
Accepted 15 April 2021
and superspreaders (transmission coefficient β  ). The model is constructed from the corresponding or-
Available online 30 April 2021
dinary differential model by introducing two independent environmental white noises in transmission
MSC: coefficients for above mentioned classes - one noise for infected and hospitalized individuals and the
34F05 other for superspreaders. Therefore, the model is defined as a system of stochastic differential equations
60H10 driven by two independent standard Brownian motions. Existence and uniqueness of the global positive
92D30 solution is proven, and conditions under which extinction and persistence in mean hold are given. The
Keywords:
theoretical results are illustrated via numerical simulations.
SARS-CoV-2 virus epidemic model © 2021 Published by Elsevier Ltd.
COVID-19 disease
Extinction
Persistence
Stochastic differential equation (SDE)
Brownian motion
Numerical simulations

1. Introduction stable. However, if the incubation temperature was increased to

The COVID-19 disease, caused by the novel coronavirus SARS-
CoV-2 (severe acute respiratory syndrome coronavirus type 2), to-
day is in the focus of research in many scientific disciplines. In
comparison to most of the other coronaviruses, the SARS-CoV-2
virus, discovered in December 2019 and believed to be of animal
origin (see e.g. [1]), causes the severe respiratory infection with
a wide range of different symptoms, consequences and, in some
cases, even death. In comparison to influenza in which one in-
fected person spreads the virus to 1 − 2 others, in the case of
SARS-CoV-2 virus it is more likely that one infected person infects
2 − 4 other persons, according to the Norwegian Institute of Public
Health [2]. The virulency of this virus is highly dependent on its
robustness which is, with respect to the different environmental
conditions, studied in [3]. According to this study, after 14 days of
incubation in the virus transport medium at 4 ◦ C, the virus was
∗
Corresponding author.
E-mail addresses: jasmindj@math.uio.no (J. Đor d̄ević), ipapic@mathos.hr (I.
Papić), nsuvak@mathos.hr (N. Šuvak).
70 ◦ C, the virus was inactivated within 5 minutes. Regarding dif-
ferent surfaces inoculated with the virus at room temperature of
22 ◦ C, it was shown that the printing and tissue paper was free of
the infectious virus after 3 hours of incubation, while the virus is
much more stable on smooth surfaces - after 4 days there was no
infectious virus on glass surfaces and banknotes, while the stain-
less steel and plastic were free of infectious virus 7 days after the
exposure. Furthermore, this study claims that various disinfectants
at room temperature of 22 ◦ C disable infectious virus within 5 min-
utes and that virus is highly stable in pH 3 − 10 environments.
However, the main transmission way is the close person-to-
person contact during which the virus transmits via aerosols and
respiratory droplets (see [4]). According to Cevik et al. [5], this
virus has the highest infectiousness potential just before or within
the first five days after the appearance of symptoms. Although the
positive reverse transcription polymerase chain reaction (RT-PCR)
test is not equivalent to infectiousness of a person, it is important
to point out that these tests detect the viral RNA in the upper res-
piratory tract of an infected person for a mean of 17 days (for more
details on duration of incubation period and mean incubation time,

https://doi.org/10.1016/j.chaos.2021.110991
0960-0779/© 2021 Published by Elsevier Ltd.
J. Đor d¯ević, I. Papić and N. Šuvak
based on different sources, see e.g. [6] and [7]). In some cases the
symptoms of the infection doesn’t occur and these asymptomatic
carriers silently spread the infection (see [4]). However, according
to Cevik et al. [5], pre-symptomatic (1 − 2 days before the symp-
tom onset) and symptomatic individuals play a greater role in the
spread of the infection than the asymptomatic carriers. For more
information on asymptomatic carriers and the estimations of their
proportion within the infected population we refer to [8] and [9].
Another category of virus carriers that plays an important role
in spreading the disease are the so-called superspreaders. Super-
spreader status of an infected individual includes one or more of
the following factors: high viral load due the immunity issues, un-
derlying diseases, existing infectious co-factors and/or elevated so-
cial activity. Early modeling of COVID-19 data suggest a possibility
that a small proportion of infected individuals could be respon-
sible for high proportion of transmissions, indicating the impor-
tance of the role of the superspreaders in SARS-CoV-2 spread (see
[10] and references therein). For more epidemiological details and
references on this virus and the related disease we refer to [11–13].
This pandemic triggered the adaptation of some classical and
development of many new mathematical models for disease
spread, and promoted the application of such models in biomed-
ical research. One of the novel approaches, relying on recent suc-
cessful modeling of different phenomena in online social dynamics,
is the agent-based modeling approach, which is used for simula-
tion of infection transmission driven by the social activity dynam-
ics and comprising e.g. the characteristics of individuals as well as
the virus survival time and its mutations, see e.g. [14–16]. Further-
more, we point out the application of machine learning algorithms
within the standard time-series models (see e.g. [17–20]) and use
of deterministic SIR, SEIR and similar classical compartmental epi-
demiological models and many of their refinements (for different
refinements of the SEIR model we refer to [21–24]). As the spread
of the SARS-CoV-2 virus is highly dependent of many parameters
which are stochastic in nature (e.g. transmission rate and contact
rate), this motivated the transition of deterministic models to their
stochastic counterparts (see e.g. [25]). For examples of stochastic
models, quite different than the models in the present paper, we
refer to the binomial distribution based discrete stochastic model
in [26], the stochastic version of the SEIR model in [27] and the
refined SEIR model in [28] including stratification by age, mobility,
social contacts and the impact of the asymptomatic cases. For an-
other model incorporating spatial heterogeneity and stochasticity
we refer to [29].
To get more close to the approach used in this paper, we point
out that due to environmental uncertainty and the behavior of
infectious agents (e.g. viruses) in such environment, the classical
literature suggests that the purely differential population dynam-
ics models benefit from introducing the stochastic noise, see e.g.
[30–34]. There are many ways of introducing environmental un-
certainty into continuous-time epidemiological models, but most
of them are concentrated on modeling the transmission rate β ,
which is in classical deterministic models either constant or given
as a deterministic function of time t (e.g. piecewise constant func-
tion as in [35]). Here we outline several main lines of introducing
stochastic noise into the continuous-time epidemiological model.
First line follows the idea of introducing uncertainty by modeling
the transmission rate β by an Itô diffusion process
dβ (t ) = μ(t )dt + σ (t )dB(t ), t ≥ 0,
with drift μ(· ) and diffusion σ (· ), possibly depending on β (t ) (see
e.g. [36] where the Ornstein-Uhlenbeck process is incorporated in
the classical SIS compartmental model). Introducing other Itô dif-
fusions as models for transmission rate results in analytically com-
plex stochastic systems depending on Itô integrals of unknown dis-
tribution which then has to be either approximated or estimated
2
Chaos, Solitons and Fractals 148 (2021) 110991
and therefore allow numerical rather than stochastic analysis. For
the problem of estimation of the distribution of certain Itô inte-
gral observed by the authors in the case of modeling the transmis-
sion rates with certain heavy-tailed diffusions we refer to [37] and
[38]. Furthermore, the transmission rate and possibly other model
parameters can be modeled by a more general SDEs, comprising
Lévy driven jumps beside the driving Brownian motion (see e.g.
[39] and [40]). Second line, referring to the more simple approach
for introducing the stochastic noise into continuous-time compart-
mental models, used in e.g. [41–44], is the perturbation of the con-
stant transmission rate β by the additive noise
β → β + dB(t ),
where (B(t ), t ≥ 0 ) is the standard Brownian motion with a cer-
tain intensity. This approach, due to additive nature of the noise,
results in system of Itô SDEs which are more suitable for explicit
stochastic analysis than the systems incorporating Itô diffusions as
models for transmission rate:
• The existence and uniqueness of the positive local solution fol-
lows from the classical stochastic analysis book [45], while the
extension to its global version relies on proving that the ex-
plosion time for the solution is almost surely (a.s.) infinite. The
later problem, as well as the problem dealing with the deriva-
tion of the explicit conditions for the persistence of the disease,
are solved by applying the transformation of the stochastic sys-
tem by the appropriately defined Lyapunov function (see e.g.
[46] and [47]), the classical multidimensional Itô formula (see
e.g. [45]) and elementary stochastic estimates (inequalities).
• Explicit conditions for extinction of the disease, i.e. the condi-
tion on the intensities of the stochastic noises, are derived by
applying the Itô formula (see [45]) and stochastic inequalities
on a suitable chosen equation from the system.
• All results and underlying theoretical conditions are illustrated
by simulation for the appropriately chosen parameter values,
see Fig. 2 for the problem of persistence and Fig. 3 for the prob-
lem of extinction of the disease.
Third line relies on the assumption of varying infectivity, where
either the transmision coefficient or the contact rate are taken
to be a simple piecewise defined deterministic functions or some
right-continuous random functions, while in the system itself the
distribution of the incubation time and the distribution of the pe-
riod of infectiousness are used as a kind of a “distributional de-
lay”, see e.g. [35,48,49]. Delayed stochastic models are appealing
since they comprise the memory of the process. Beside [35], for
different approaches of introducing delays in the epidemiological
models we refer to [50] and [51].
This paper is structured as follows. After extensive Introduction,
In Section 2 (Mathematical models and methodology) we define
deterministic and stochastic refinement of the SEIR model and give
a short overview of the methodology used for its analysis. In sec-
tion 3 (Main results), the existence and uniqueness of the posi-
tive global solution of this system are proved (subsection 3.1), the
sufficient conditions for persistence and extinction of the disease
are given in Theorems 2 and 3 (subsections 3.2 and 3.3, respec-
tively) while subsection 3.4 is dedicated to simulations for reason-
ably chosen parameter values. Section 4 is dedicated to discussion
and conclusion, comprising the guidelines for future research.
2. Mathematical models and methodology
Torres et al. in [21] defined the deterministic model of SEIR type
in which they introduced the classes of asymptomatic individu-
als A, hospitalized individuals H and superspreaders P (SEIPHAR
model).
J. Đor d¯ević, I. Papić and N. Šuvak Chaos, Solitons and Fractals 148 (2021) 110991

The model depends on several parameters, including the con- is limited, due to the lack of real measurements regarding this
stant transmission coefficients related to symptomatic infected in- class. For more information on the role of asymptomatic carriers
dividuals (β ), hospitalized individuals (l β ) and to superspreaders we refer to the recent paper by Aguilar et al. [52]. For estimated
(β  ). The importance of refinement of the infected class by in- parameter values in similar model, based on the data from e.g.
troducing the classes of asymptomatic carriers, hospitalized indi- [53] and similar national resources, we refer to [22]. Furthermore,
viduals and superspreaders is visible in the corresponding figures Table 1 in this paper contains sensible parameter values chosen for
within the simulation study at the end of the Section 3. the simulation study.
Naturally, the assumption of constant transmission coefficients
is rather restrictive. Therefore, motivated by the nature of trans- Remark 2.1. It is sensible to assume that these parameters depend
mission rates itself as well as by Gray and et al. [34] and other on the age a and location m of individuals and therefore they could
references from the Introduction discussing the stochastic nature be treated as functions of these two variables, allowing the appli-
of the model coefficients, we introduce into the model two inde- cation of this model to some age and/or location restricted subpop-
pendent stochastic noises by the additive perturbation of constant ulation, for example κ = κ (a, m ) (for similar approach see [28]).
transmission coefficients β and β  (for more details please see (3), The dynamics of the SARS-CoV-2 virus spread in the framework
(4) and (5)). of the model constructed in [21] is described by the following sys-
Beside this novelty, we generalize the particular determinis- tem of ordinary differential equations (ODE):
tic model from Ndaïrou et al. [21] by introducing more refined
⎧  
parametrization. In particular, we introduced different recovery
⎪ β β
⎪
⎪ dS(t ) = (I (t ) + lH (t ) ) + P (t ) S(t ) dt ,
rates for asymptomatic carriers, symptomatic individuals and su- ⎪
⎪  N (t ) N (t )

perspreaders. ⎪
⎪
⎪
⎪ β β
Furthermore, we would like to emphasize the advantages of the ⎪
⎨ dE (t ) = ( I (t ) + lH (t ) )S (t ) + P (t ) S (t ) − κ E (t ) dt,
stochastic model over its deterministic counterpart in short-term N (t ) N (t )
predictions as well as to show that for the long-term behaviour the ⎪ dI (t ) = (κρ1 E (t ) − (γa + γi + δi )I (t ) ) dt,
⎪
⎪
deterministic and the stochastic models greatly coincide, which is ⎪ (t ) = (κρ2 E (t ) − (γa + γi + δ p )P (t ) ) dt,
⎪
dP
⎪
⎪dH (t ) = (γa (I (t ) + P (t )) − (γr + δh )H (t ) ) dt,
clearly visible from the simulation study in Section 3.4. ⎪
⎪
⎪
⎩ dA(t ) = κ (1 − ρ1 − ρ2 )E (t ) dt ,
2.1. Deterministic SARS-CoV-2 epidemic model dR(t ) = (γi (I (t ) + P (t )) + γr H (t ) ) dt.
(1)
We observe the SEIPHAR compartmental model for epidemics
of the new corona virus SARS-CoV-2, introduced in the recent pa- It follows that the number of disease induced deaths at time t
per [21]. Under this model, the human population is divided into is given by
seven mutually exclusive compartments: D(t ) = δi I (t ) + δ p P (t ) + δh H (t ). (2)
• S - susceptible individuals,
• E - individuals exposed to the virus SARS-CoV-2, but not yet 2.2. Stochastic SARS-CoV-2 epidemic model
infectious to others (they may become infectious after a certain
incubation period), In this subsection we introduce the stochastic version of the
• I - symptomatic infectious individuals, model (1). The model is constructed by introducing the perturba-
• P - superspreaders, tion in the form of the environmental white noise in transmission
• A - asymptomatic infectious individuals, coefficients β and β  :
• H - hospitalized individuals,
β → β + σ1 dB1 (t ), σ1 > 0, (3)
• R - recovered individuals.

Let us suppose that the total population size at time t is given

by
β  → β  + σ2 dB2 (t ), σ2 > 0, (4)

N (t ) = S(t ) + E (t ) + I (t ) + P (t ) + A(t ) + H (t ) + R(t ), t ≥ 0. where B1 = {B1 (t ), t ≥ 0} and B2 = {B2 (t ), t ≥ 0} are independent

standard Brownian motions with intensities σ1 and σ2 , respec-
We introduce the difference in the intensity of the human-to- tively. However, stochastic model under consideration is not only
human transmission (per day per person) between classes I, P and stochastic generalisation of the deterministic model (1) via intro-
H. The transmission coefficient describing the human-to-human duced noises, but it is also qualitative generalisation of the model
transmission due the regular infected individuals is denoted by β , since we introduced parameter  (the expected number of new
while the transmission due to the superspreaders (who are more susceptible individuals, observed in appropriate units, e.g. per year
likely to infect others, compared with a typical infected person) is per million people), general population death rate μ and finer
described by the coefficient β  . The relative infectiousness of the assessment in terms of recovery rates. The resulting system of
hospitalized individuals is described by the coefficient l β , with the stochastic differential equations (SDEs) is of the following form:
natural assumption β < β  , where l is an estimated constant. An ⎧    
individual leaves the exposed class and becomes infectious (symp- ⎪ β β
⎪
⎪ dS (t ) =  − ( I (t ) + lH (t ) ) + P (t ) + μ S (t ) dt
tomatic, super-spreader or asymptomatic) at rate κ . The propor- ⎪
⎪ N (t ) N (t )
⎪
⎪ σ σ
tions of exposed individuals progressing to symptomatic, super- ⎪
⎪ −
1
(I (t ) + lH (t ) )S(t ) dB1 (t ) − 2 P (t )S(t ) dB2 (t ),
⎪
⎪  N (t ) N (t ) 
spreader or asymptomatic class are ρ1 , ρ2 and (1 − ρ1 − ρ2 ), re- ⎪
⎪
⎪
⎪ dE (t ) = β β
spectively. Symptomatic individuals and superspreaders become ⎪
⎨ ( I (t ) + lH ( t ) )S (t ) + P (t ) S (t ) − ( κ + μ ) E (t ) dt
N (t ) N (t )
hospitalized at the average rate γa , hospitalized individuals are re- σ1 σ2 (5)
⎪
⎪ + (I (t ) + lH (t ) )S(t ) dB1 (t ) + P (t )S(t ) dB2 (t ),
covered at rate γr , while non-hospitalized individuals recover with ⎪
⎪ N (t ) N (t )
⎪
⎪ dI (t ) = (κρ1 E (t ) − (γa + k1 γi + δi )I (t ) ) dt,
rate γi . The disease induced death rates are δi , δ p and δh for in- ⎪
⎪
⎪
⎪ dP (t ) = (κρ2 E (t ) − (γa + k2 γi + δ p )P (t ) ) dt,
fected individuals, superspreaders and hospitalized patients, re- ⎪
⎪dH (t ) = (γa (I (t ) + P (t )) − (γr + δh )H (t ) ) dt,
⎪
⎪
spectively, while death-rate in other classes is μ. The description of ⎪
⎪
⎩ dA(t ) = (κ (1 − ρ1 − ρ2 )E (t ) − (γi + μ )A(t ) ) dt,
dynamics of asymptomatic infectious individuals within this model dR(t ) = (γi (A(t ) + k1 I (t ) + k2 P (t )) + γr H (t ) − μR(t ) ) dt,

3
J. Đor d¯ević, I. Papić and N. Šuvak Chaos, Solitons and Fractals 148 (2021) 110991

Table 1
Parameter values taken in extinction and persistence simulation.

 β l β κ ρ1 ρ2 γa γi γr δi δp δh
Persistence 198.6184 8 1.56/8 10 0.25 0.58 0.001 0.4 0.27 0.5 0.000517241 0.1 0.0015
Extinction 0.015 0.02 0.7 0.06 0.5 0.58 0.001 0.2 0.27 0.5 0.000517241 0.1 0.03

μ σ1 σ2 k1 k2 S (0 ) E (0 ) I (0 ) P (0 ) H (0 ) A (0 ) R (0 ) c

Persistence 0.007261 0.06 0.05 0.4 0.2 1660 380 125 0.2 100 166 12570 0.01
Extinction 0.01 0.07 0.1 0.4 0.2 2.9 1 0.05 0.05 0.05 0.02 0.01 -

individuals over the interval 0 to t (integral over time of the sum of

Fig. 1. Scheme of the SDE system (5).
where k1 , k2 are constants such that k2 < k1 < 1.
Remark 2.2. Observe that the last two equations, regarding the
dynamics of asymptomatic infectious patients and recovered indi-
viduals, are independent of the first five equations. Therefore, it is
enough to analyze the problem of existence and uniqueness of the
global positive solution of the system of first five SDEs from system
(5), since it applies to the complete system (5) as well.
Schematically, the transitions in the framework of the stochas-
tic model are shown in Fig. 1 (note that under β and β  in this
scheme we understand their perturbed versions).
2.3. Problems and methodology
For the stochastic model (5) we observe three usual, but impor-
tant problems, which are analyzed by standard tools from stochas-
tic calculus.
First we prove existence and uniqueness of the positive global
solution of stochastic system (5). This problem for a general sys-
tem of Itô SDEs is widely covered in the classical and more recent
mathematical literature. For example, in [30] it is proved that a
presence of even a tiny amount of environmental noise in popu-
lation dynamics system can suppress its explosion, i.e. even if so-
lution of the deterministic system explodes to infinity in a finite
time, under certain conditions with probability one the solution
of the corresponding stochastic system does not (for more details
please see [30] and references therein). Underling idea of the proof,
also used in our paper, is that the explosion time is a.s. infinite,
which provides the extension of the positive local to the the posi-
tive global solution. This statement for the model (5) is proven in
Subsection 3.1.
Other two problems addressed in the paper are derivation of
explicit conditions, comprising the intensities of Borwnian motions
B1 and B2 , under which the disease is persistent or goes into ex-
tinction. We deal with this problems in Sections 3.2 and 3.3, re-
spectively. Motivation for the methodology used comes from the
paper [34]. In particular, persistence is observed in the mean sense,
which understands the expected value of the process of all infected
processes regarding to all infected subgroups, divided by the length
of the time interval). Conditions under which this integral will be
greater than a certain positive constant as time tends to infinity are
given in Theorem 2, meaning that under these conditions the dis-
ease remains persistent in the population. On the contrary, for the
extinction of the disease, we generate the conditions under which
the disease vanishes, i.e. the conditions under which the value of
the sum of processes of all infected subgroups tends to zero as
time tends to infinity. The sufficient conditions for the extinction
of the COVID-19 disease are given in Theorem 3.
To emphasize more novelties of this paper that justify its po-
sition in the recent vast number of publications regarding the
COVID-19 pandemic, we refer to two recent papers [43] and [44],
dealing with similar, but not the same refinements of the SEIR
model of the same stochastic nature as the model (5).
The paper [43] deals with the SLIRD (susceptible - infected -
latent - recovered - dead) model for which the problems of exis-
tence and uniqueness of the positive solution as well as the prob-
lems of persistence and the extinction of the disease are addressed.
However, the advantage of the model (5) is the observation of ad-
ditional classes of superspreaders, asymptomatic and hospitalized
patients.
Very recent paper [44] deals with the SEIAQHR (susceptible -
exposed - infected - asymptomatic - quarantined - hospitalized
- recovered) model, where the class I contains infected individu-
als with symptoms and the class A infected individuals that are
asymptomatic but can become symptomatic over time. Although
very similar to our model (5), this model treats asymptomatic car-
riers in a different way and doesn’t cover the superspreader class.
Regarding the mathematical analysis, the problem of existence and
uniqueness of the positive solution and the problem of exponen-
tial stability of disease free equilibrium are addressed. However,
the problem of persistence of the disease is not observed.
3. Main results
3.1. Existence and uniqueness of a positive global solution
Suppose that independent Brownian motions B1 = {B1 (t ), t ≥
0} and B2 = {B2 (t ), t ≥ 0}, that govern the SDE system (5), are
defined on the complete probability space ( , F, F, P ) with fil-
B B B
tration F = {Ft , t ≥ 0}, where Ft := Ft 1 ∪ Ft 2 , where Ft i , i = 1, 2,
are σ -algebras from natural filtrations of Brownian motions B1
and B2 and it contains all P-null sets. The problem of existence
and uniqueness of a positive global solution is treated in the fol-
lowing theorem, where we use the notation R7+ for the space
{ ( x1 , x2 , x3 , x4 , x5 , x6 , x7 ) : xi > 0, ∀i = 1, . . . , 7}.
Theorem 1. For any initial value (S(0 ), E (0 ), I (0 ), P (0 ), H (0 ),
A(0 ), R(0 )) ∈ R7+ there exists a unique positive solution
(S(t ), E (t ), I (t ), P (t ), H (t ), A(t ), R(t ) ) of the SDE system (5) for
every t ≥ 0, which almost surely remains positive, i.e.
(S(t ), E (t ), I (t ), P (t ), H (t ), A(t ), R(t ) ) ∈ R7+ , P-a.s.,

4
J. Đor d¯ević, I. Papić and N. Šuvak Chaos, Solitons and Fractals 148 (2021) 110991

Fig. 2. Persistence - stochastic (blue) and deterministic (orange) models. (For interpretation of the references to color in this figure legend, the reader is referred to the web
version of this article.)

for all t ≥ 0. Moreover, since N (t ) = S(t ) + E (t ) + I (t ) + P (t ) + A(t )

+ H (t ) + R(t ) we have that
=  − μ(S(t ) + E (t ) + A(t ) + R(t ) ) − δi I (t ) − δ p P (t ) − δh H (t ),

lim sup N (t ) = . (6)
t→∞ μ
with solution of the following form
Proof. The proof of this theorem follows the idea from Đor d̄ević
and Silva [41] and Đor d̄ević and Silva [42]. First we prove that S(t ) + E (t ) + I (t ) + P (t ) + H (t ) + A(t ) + R(t )
N (t ) → /μ as t → ∞. By summing all seven equations from the
system (5) we obtain the following
= e−μt (S(0 ) + E (0 ) + I (0 ) + P (0 ) + H (0 ) + A(0 ) + R(0 )
d (S(t ) + E (t ) + I (t ) + P (t ) + H (t ) + A(t ) + R(t ) )
t
+ ( − δi I (s ) − δ p P (s ) − δh H (s ) )eμs ds . (7)
= ( − μ(S (t ) + E (t ) + A(t ) + R(t ) ) − δi I (t ) − δ p P (t ) − δh H (t ) )dt. 0

A simple application of the L’Hospital’s rule yields the following

More precisely, we obtain the equation
result
d (S(t ) + E (t ) + I (t ) + P (t ) + H (t ) + A(t ) + R(t ) ) lim sup (S(t ) + E (t ) + I (t ) + P (t ) + H (t ) + A(t ) + R(t ) ) ≤
dt t→∞

5
J. Đor d¯ević, I. Papić and N. Šuvak Chaos, Solitons and Fractals 148 (2021) 110991

Fig. 3. Extinction - stochastic (blue) and deterministic (orange) models. (For interpretation of the references to color in this figure legend, the reader is referred to the web
version of this article.)

t
S (0 ) + E (0 ) + I (0 ) + P (0 ) + H (0 ) + A (0 ) + R (0 ) + eμs ds
0 
≤ lim sup = ,
t→∞ eμt μ
i.e. Since the coefficients of system (9) are locally Lips-
chitz continuous, according to [45], for any initial value
 (S(0 ), E (0 ), I (0 ), P (0 ), H (0 ) ) ∈ R5+ = {(x1 , x2 , x3 , x4 , x5 ) : xi >
lim sup N (t ) = . (8) 0, ∀i = 1, . . . , 5}, this system has a unique local solution on
μ
[0, τ0 , where τ0 denotes the explosion time. It is necessary to
t→∞

prove that the solution is global, i.e. that τ0 = +∞ P-a.s.

Now we proceed to proof of the existence and uniqueness of the Let k0 > 0 be a constant large enough so that all initial values
positive global solution. Namely, since equations 1 − 5 in system S(0 ), E (0 ), I (0 ), P (0 ), H (0 ) belong to the interval [1/k0 , k0 ]. Then,
(5) are independent of equations 6 and 7, it is enough to prove the for each k > k0 we define the stopping time
existence of a positive global solution of the system consisting of
τk = inf {t ∈ [0, τ0 : min {S(t ), E (t ), I (t ), P (t ), H (t )}
the first five equations:
1

≤ or max {S(t ), E (t ), I (t ), P (t ), H (t )} ≥ k , (10)
    k
⎧
⎪ β β
⎪
⎪ dS (t ) =  − (I (t ) + lH (t ) ) + P (t ) + μ S (t ) dt with the usual agreement that inf ∅ = ∞. Note that τk increases as
⎪
⎪ N (t ) N (t )
⎪
⎪ σ1 σ k is increasing and denote
⎪
⎪ − (I (t ) + lH (t ) )S(t ) dB1 (t ) − 2 P (t )S(t ) dB2 (t ),
⎪
⎪ N (t ) N (t )
⎪
⎪   τ∞ = lim τk .
⎪
⎪dE (t ) = β β
⎨ ( I (t ) + lH ( t ) )S (t ) + P (t ) S (t ) − (κ + μ )E (t ) dt k→∞
N (t ) N (t ) (9)
⎪ σ1 σ Now it follows that τ∞ ≤ τ0 P-a.s. To complete the proof, we
⎪
⎪ + (I (t ) + lH (t ) )S(t ) dB1 (t ) + 2 P (t )S(t ) dB2 (t ),
⎪
⎪ N (t ) N (t ) need to prove that τ∞ = ∞ P-a.s. Since inf ∅ = ∞ and τk ≤ τ0 ,
⎪
⎪ dI (t ) = (κρ1 E (t ) − (γa + k1 γi + δi )I (t ) ) dt,
⎪
⎪ the proof of τ∞ = ∞ P-a.s. completes the proof of this theorem.
⎪
⎪
⎪
⎪ dP (t ) = (κρ2 E (t ) − (γa + k2 γi + δ p )P (t ) ) dt, Namely, if τ∞ = ∞ P-a.s., then τ0 = ∞ P-a.s., which means that
⎪
⎪
⎩
dH = (γa (I (t ) + P (t )) − (γr + δh )H (t ) ) dt. (S(t ), E (t ), I (t ), P (t ), H (t ) ) P-a.s. remains in R5+ for all t > 0.

6
J. Đor d¯ević, I. Papić and N. Šuvak Chaos, Solitons and Fractals 148 (2021) 110991

Let us suppose the opposite, i.e. let us suppose that there exists a pair of constants T ≥ 0 and ε ∈ (0, 1 ) such that

P ( τ∞ ≤ T ) ≥ ε .

Hence, there exists k1 ≥ k0 such that

P(τk ≤ T ) ≥ ε for all k ≥ k1 .

Furthermore, from result (8) for t ≤ τk we have that N (t ) = N, where


/μ , S(0 ) + E (0 ) + I (0 ) + P (0 ) + H (0 ) + A(0 ) + R(0 ) ≤ /μ
N= .
S (0 ) + E (0 ) + I (0 ) + P (0 ) + H (0 ) + A (0 ) + R (0 ) , S(0 ) + E (0 ) + I (0 ) + P (0 ) + H (0 ) + A(0 ) + R(0 ) > /μ

Now define a twice continuously differentiable function V : R5+ → R+ ∪ {0}

V (S, E, I, P, H ) = (S − 1 − log (S ) ) + (E − 1 − log (E ) ) + (I − 1 − log (I ) ) + (P − 1 − log (P ) ) + (H − 1 − log (H ) ).

Note that since log (x ) ≤ x − 1 for every x ≥ 0, V is a non-negative function. By applying the multidimensional Itô formula (see e.g. [45])
to the function V , we obtain the following
1
 1
1
 1
dV (S, E, I, P, H ) = 1− dS(t ) + 2 (dS(t ) )2 + 1 − dE (t ) + (dE (t ) )2
S(t ) 2S (t ) E (t ) 2E 2 (t )
1
 1
1
 1
+ 1− dI (t ) + 2 (dI (t ) )2 + 1 − dP (t ) + (dP (t ) )2
I (t ) 2I (t ) P (t ) 2P 2 (t )
1
 1
+ 1− dH (t ) + (dH (t ) )2 . (11)
H (t ) 2H 2 (t )

Let us introduce the following notation in the first two equations from the system (9)

1 P (t )
K1 (t ) = (I (t ) + lH (t ) ), K2 (t ) = .
N (t ) N (t )

From (11) it follows that

1 1
 1 1

dV (S, E, I, P, H ) = L(S, E, I, P, H )dt + − σ1 K1 (t )S(t )dB1 (t ) + − σ2 K2 (t )S(t )dB2 (t ), (12)
S(t ) E (t ) S(t ) E (t )

where function L : R5+ → R+ is given by the following expression:

1

L(S, E, I, P, H ) = 1− (λ − β K1 (t ) − β  K2 (t ) − μ )S(t ) + σ12 K12 (t ) + σ22 K22 (t )
S(t )
1 
  1
+ 1− (β K1 (t ) + β  K2 (t ))S(t ) − (κ + μ )E (t ) + 2 (σ12 K12 (t ) + σ22 K22 (t ))S2 (t )
E (t ) 2E (t )
1
 1

+ 1− (κρ1 E (t ) − (γa + k1 γi + δi )I (t ) ) + 1 − (κρ2 E (t ) − (γa + k2 γi + δ p )P (t ) )
I (t ) P (t )
1

+ 1− (γa (I (t ) + P (t )) − (γr + δh )H (t ) ). (13)
H (t )

Next, we need an upper bound for the function L, for each t > 0. Since all random variables and all coefficients in (13) are non-negative,
by applying elementary inequalities we obtain the following upper bound of the function L

L(S, E, I, P, H ) ≤ (S(t ) + 1 )(λ + β K1 (t ) + β  K2 (t ) + μ ) + σ12 K12 (t ) + σ22 K2 (t )2

 
S(t ) S2 (t )
+ S(t ) + (β K1 (t ) + β  K2 (t )) + (E (t ) + 1 )(κ + μ ) + 2 (σ12 K12 (t ) + σ22 K22 (t ))
E (t ) E (t )
   
E (t ) E (t )
+ E (t ) + κρ1 + (I (t ) + 1 )(γa + k1 γi + δi ) + E (t ) + κρ2 + (P (t ) + 1 )(γa + k2 γi + δ p )
I (t ) P (t )
 
I (t ) + P (t )
+ I (t ) + P (t ) + γa + (H (t ) + 1 )(γr + δh ). (14)
H (t )

Furthermore, since N (t ) ≥ S(t ) + E (t ) + I (t ) + P (t ) + H (t ), it follows that for every t > 0,

⎧
⎨1 ≤ S(t ), E (t ), I (t ), P (t ), H (t ) ≤ N (t ),
⎪
K1 (t ) ≤ 1 + l, K2 (t ) ≤ 1,
(15)
⎪ S(t ) E (t ) E (t ) I (t ) + P (t )
⎩ ≤ S(t ), ≤ E (t ), ≤ E (t ), ≤ I (t ) + P (t ),
E (t ) I (t ) P (t ) H (t )

which, together with the upper bound (14), yields the following estimate for the function L

7
 J. Đor d¯ević, I. Papić and N. Šuvak Chaos, Solitons and Fractals 148 (2021) 110991

 
L(S, E, I, P, H ) ≤ (N + 1 ) λ + (1 + l )β + β  + κ + δi + δ p + 2γa + 2γi + 2μ
    
+2N (1 + l )β + β  + κ (ρ1 + ρ2 ) + N 2 + 1 (1 + l )2 σ12 + σ22 .
.
:= N (16)
Now we proceed with the analysis of the expectation of V for random time (τk ∧ T )
.
E [V (S(τk ∧ T ), E (τk ∧ T ), I (τk ∧ T ), P (τk ∧ T ), H (τk ∧ T ) )] ≤ E [V (S(0 ), E (0 ), I (0 ), P (0 ), H (0 ) )] + T N
Let Ak = {τk ≤ T } for k ≥ k1 . Then under the introduced assumptions, it follows that P(Ak ) ≥ ε . Even more, for every ω ∈ Ak at least one of
random variables S, E, I, P, H is either less or equal than 1/k or it is greater or equal than k. It follows that
 1

V (S(τk ), E (τk ), I (τk ), P (τk ), H (τk ) ) ≥ min k − 1 − log (k ), − 1 + log (k ) . (17)
k
Now it follows that
 1

 ≥ ε min k − 1 − log (k ),
E [V (S(0 ), E (0 ), I (0 ), P (0 ), H (0 ) )] + T N − 1 + log (k ) ,
k
where IAk is the indicator function of the event Ak . If we now let k → ∞, it follows that
 = ∞,
∞ > E [V (S(0 ), E (0 ), I (0 ), P (0 ), H (0 ) )] + T N (18)
which is a contradiction. This means that the assumption is not correct, i.e. it follows that τ∞ = ∞ P-a.s. 

Remark 3.1. Note that the set

  = {(S(t ), E (t ), I (t ), P (t ), H (t ), A(t ), R(t ) ) :

S(t ) > 0, E (t ) > 0, I (t ) > 0, P (t ) > 0, H (t ) > 0, A(t ) > 0, R(t ) > 0, N (t ) ≤ /μ}

is a positively invariant set of the system (5) for every t > 0, i.e. if the system starts from   , it never leaves   .

3.2. Persistence in mean

From the objective point of view, the virus remains persistent in population if there is at least one symptomatic infectious, asymp-
tomatic infectious, hospitalized individual or super-spreader. From the mathematical point of view we observe the persistence in mean
and, in accordance to previously stated objective explanation, we say that the system (5) is persistent in mean if
t
1
lim (I (s ) + P (s ) + A(s ) + H (s ) ) ds > 0 P − a.s.. (19)
t→∞ t
0

We introduce the notation

t
1
[x(t )] = x(s ) ds.
t
0

Theorem 2. Let initial value (S(0 ), E (0 ), I (0 ), P (0 ), A(0 ), H (0 ), R(0 ) ) ∈ R7+ , such that the solution of the system (5) is in   , where μ, β , β 
and l satisfy the relation
 
β β
> (I (t ) + lH (t ) ) + P (t ) + μ S(t ), ∀t ≥ 0 (20)
N (t ) N (t )

and where c is a small fixed constant such that inft≥0 E (t )/N (t ) ≥ c.

If we assume that noises satisfy the condition
 
γr + γa + δ p γr + γa + δ p 1 − ρ1 − ρ2
σ + σ < c κ ρ1
2 2
+ ρ2 + ,
1 2
(γa + k1 γi + δi )(γr + δ p ) (γa + k2 γi + δ p )(γr + δ p ) γi + μ
than the solution (S(t ), E (t ), I (t ), P (t ), A(t ), H (t ), R(t ) ) has the property

lim inf[I (t ) + P (t ) + H (t ) + A(t )] ≥

t→∞

  2 
γr + γa + δ p γr + γa + δ p κ ( 1 − ρ1 − ρ2 ) σ1 + σ22
c κρ1 + κρ2 + − > 0.
(γa + k1 γi + δi )(γr + δ p ) (γa + k2 γi + δ p )(γr + δ p ) γi + μ c

Proof. In order to obtain [I (s ) + P (s ) + H (s ) + A(s )] we derive a specific weighted sum of equation 1 with equations 3 − 6 from the system
(5)
1 1
dS(t ) + Ki dI (t ) + K p dP (t ) + dH (t ) + dA(t )
γr + δ p γi + μ
8
 J. Đor d¯ević, I. Papić and N. Šuvak Chaos, Solitons and Fractals 148 (2021) 110991

 
1 1
= d S(t ) + Ki I (t ) + K p P (t ) + H (t ) + A(t )
γr + δp γi + μ
   
β β κ ( 1 − ρ1 − ρ2 )
= dt − (I (t ) + lH (t )) + P (t ) + μ S(t )dt + κρ1 Ki + κρ2 K p + E (t )dt
N (t ) N (t ) γi + μ
σ1 σ
−(I (t ) + P (t ) + H (t ) + A(t ) )dt − (I (t ) + lH (t ) )S(t )dB1 (t ) − 2 P (t )S(t )dB2 (t ), (21)
N (t ) N (t )
where (1 − ρ1 − ρ2 ) > 0 and weight coefficients are
γr + γa + δ p γr + γa + δ p
Ki = , Kp = .
(γa + k1 γi + δi )(γr + δ p ) (γa + k2 γi + δ p )(γr + δ p )
Let us introduce the following notation
1 1
V (t ) := S(t ) + Ki I (t ) + K p P (t ) + H (t ) + A(t )
γr + δ p γi + μ
By applying the Itô formula on log (V (t ) ), we obtain the following
  
1 β β
d (log V (t ) ) = − (I (t ) + lH (t ) ) + P (t ) + μ S(t )
V (t ) N (t ) N (t )
  
κ ( 1 − ρ1 − ρ2 )
+ κρ1 Ki + κρ2 K p + E (t ) − (I (t ) + P (t ) + H (t ) + A(t ) ) dt
γi + μ
1 σ1 1 σ2
− (I (t ) + lH (t ) )S(t )dB1 (t ) − P (t )S(t )dB2 (t )
V (t ) N (t ) V (t ) N (t )
1 σ12 1 σ22 2
− (I (t ) + lH (t ) )2 S2 (t )dt − 2 P (t )S2 (t )dt.
2V (t ) N (t )
2 2 2V (t ) N 2 (t )
Since
1 1
0 < Ki , K p ≤ 1, and 0 < , < 1,
γr + δ p γi + δ p
under assumptions of the theorem and using that μ/ < 1/N (t ) ≤ 1/V (t ) ≤ 1, β < β  and l < 1, we obtain the following lower bound for
d (log V (t ) )
 
κ ( 1 − ρ1 − ρ2 )
d (log V (t ) ) ≥ c κρ1 Ki + κρ2 Kp + dt
γi + μ
1  2 
− (I (t ) + P (t ) + H (t ) + A(t ) )dt − σ (I (t ) + H (t ) )2 + σ22 P2 (t ) S2 (t )dt
2V 2 (t )N 2 (t ) 1
1
− (σ1 (I (t ) + H (t ) )S(t )dB1 (t ) + σ2 P (t )S(t )dB2 (t ) )
V (t )N (t )
  2 
κ ( 1 − ρ1 − ρ2 ) σ1 + σ22
≥ c κρ1 Ki + κρ2 K p + − dt
γi + μ c

− σ1 S(t )dB1 (t ) − σ2 S(t )dB2 (t ) − (I (t ) + P (t ) + H (t ) + A(t ) )dt. (22)

By integrating the last inequality from 0 to t and by dividing the whole expression by t, we obtain the following result
  2 
log (V (t ) ) − log (V (0 ) ) κ ( 1 − ρ 1 − ρ2 ) σ1 + σ22
≥c κρ1 Ki + κρ2 Kp + −
t γi + μ c

M1 (t ) M2 (t )
− − − [I (t ) + P (t ) + H (t ) + A(t )], (23)
t t
where
t t
M1 (t ) = σ1 S(s )dB1 (s ), M2 (t ) = σ2 S(s )dB2 (s ),
0 0

are continuous local martingales with values 0 at time t = 0 and for which

M1 , M1 t σ12 2 M2 , M2 t σ22 2

lim sup ≤ < ∞, lim sup ≤ < ∞,
t→∞ t μ2 t→∞ t μ2
and therefore
M1 (t ) M2 (t )
→0 and →0 P − a.s. as t → ∞.
t t
9
J. Đor d¯ević, I. Papić and N. Šuvak Chaos, Solitons and Fractals 148 (2021) 110991

Now it follows that

  2 
κ ( 1 − ρ1 − ρ2 ) σ1 + σ22
[I (t ) + P (t ) + H (t ) + A(t )] ≥ c κρ1 Ki + κρ2 K p + −
γi + μ c

log (V (t ) ) − log (V (0 ) ) M1 (t ) M2 (t )
− − − . (24)
t t t
Therefore,
  2 
κ ( 1 − ρ 1 − ρ2 ) σ1 + σ22
lim inf[I (t ) + P (t ) + H (t ) + A(t )] ≥ c κρ1 Ki + κρ2 K p + − ,
t→∞ γi + μ c

which is greater than zero for

 
1 − ρ1 − ρ2
cκ ρ1 Ki + ρ2 K p + > σ12 + σ22 ,
γi + μ
which completes the proof. 

3.3. Extinction

In this section the conditions for complete eradication of the disease (virus) from the population are proven.

Theorem 3. If noises satisfy that

 
1 β 2 ( β  )2
+ − ( κ + μ ) < 0,
2 σ12 σ22
than for any initial value (S(0 ), E (0 ), I (0 ), P (0 ), A(0 ), H (0 ), R(0 ) ) ∈ R7+ , such that the solution of the system (5) is in   , it follows that
E (t ) + I (t ) + P (t ) + H (t ) + A(t ) → 0 P − a.s. as t → ∞,
while

lim sup S(t ) = P − a.s.
t→∞ μ
Proof. Theorem 1 guaranties existence of unique positive global solution of system (5). To derive the conditions for extinction of the
disease we apply the Itô formula to log E (t ) and obtain the following upper bound
 
1 β β
d (log E (t ) ) = ( I (t ) + lH ( t ) )S ( t ) + P (t ) S (t ) − ( κ + μ ) E (t ) dt
E (t ) N (t ) N (t )
S2 (t )  2 
− 2 σ1 (I (t ) + lH (t ) )2 + σ22 P2 (t ) dt
2E (t )N (t )
2

S(t )
+ (σ1 (I (t ) + lH (t ) )dB1 (t ) + σ2 P (t )dB2 (t ) )
E (t )N (t )
 2
β2 1 S(t ) β
= d t − σ ( I (t ) + lH (t ) ) − dt
2σ12 2 E (t )N (t )
1
σ1
 2
β 2 1 S(t ) β
+ d t − σ P (t ) − dt − (κ + μ )dt
2σ22 2 E (t )N (t )
2
σ2
S(t )
+ (σ1 (I (t ) + lH (t ) )dB1 (t ) + σ2 P (t )dB2 (t ) )
E (t )N (t )
  2  
1 β ( β  )2
≤ + − ( κ + μ ) dt + σ1 (1 + l )dB1 (t ) + σ2 dB2 (t ), (25)
2 σ12 σ22
where we have used the following upper bound
S(t )
· max {I (t ), H (t ), P (t )} ≤ 1, ∀t > 0. (26)
E (t )N (t )
Integration of expression (25) from 0 to t and division by t yield the following result
   
log E (t ) log E (0 ) 1 β 2 ( β  )2 M3 (t ) M4 (t )
≤ + + − (κ + μ ) + + , (27)
t t 2 σ12 σ22 t t
where
t t
M3 (t ) = σ1 (1 + l )dB1 (s ), M4 (t ) = σ2 dB2 (s ),
0 0

10
J. Đor d¯ević, I. Papić and N. Šuvak Chaos, Solitons and Fractals 148 (2021) 110991

are continuous local martingales with values 0 at time t = 0 and

M3 , M3 t M4 , M4 t
lim sup < ∞, lim sup < ∞.
t→∞ t t→∞ t
Therefore,
M3 (t ) M4 (t )
→0 and →0 P − a.s. as t → ∞.
t t
From the lower bound (27) it follows that
 
log E (t ) 1 β 2 ( β  )2
lim sup = + − (κ + μ ) < 0 P − a.s.,
t→∞ t 2 σ12 σ22
and therefore

lim E (t ) = 0 P − a.s. (28)

t→∞

To verify that I (t ), P (t ), H (t ), A(t ), R(t ) → 0 P-a.s. as t → ∞ we solve equations 3-7 from the system (5) explicitly:

I (t ) = e−(γa +k1 γi +δi )t I (0 ) + κρ1 [E (t )],

P (t ) = e−(γa +k2 γi +δ p )t P (0 ) + κρ2 [E (t )],
H (t ) = e−(γr +δh )t H (0 ) + γa [I (t ) + P (t )],
A(t ) = e−(γi +μ)t A(0 ) + κ (1 − ρ1 − ρ2 )[E (t )],
R(t ) = e−μt R(0 ) + γi [I (t ) + P (t ) + A(t )] + γr [H (t )].
Since E (t ) → 0 P-a.s. as t → ∞, from previous solutions it follows that I (t ) → 0, P (t ) → 0 and A(t ) → 0 P- a.s. as t → ∞. Furthermore, it
follows that H (t ) → 0 and R(t ) → 0 P-a.s. as t → ∞. Recall that

N (t ) = S(t ) + E (t ) + I (t ) + P (t ) + H (t ) + A(t ) + R(t ),

and since E (t ) + I (t ) + P (t ) + H (t ) + A(t ) + R(t ) → 0, it follows that

lim sup S(t ) = lim sup N (t ) = P − a.s.,
t→∞ t→∞ μ
which completes the proof. 

3.4. Simulation results

In this section we provide simulation results which illustrate the obtained theoretical results provided in Theorem 2 and Theorem 3.
All simulations were done assuming daily increments (dt = 1/365) with 182500 simulated points for each stochastic process (simulation
of approximately 500 years).
The proven results are illustrated for the parameter and starting values given in Table 1.
Regarding persistence proven in Theorem 2, assumption on the noises is fulfilled if we take σ12 + σ22 = 0.0061, since
 
γr + γa + δ p γr + γa + δ p 1 − ρ1 − ρ2
cκ ρ1 + ρ2 + = 0.00853793.
(γa + k1 γi + δi )(γr + δ p ) (γa + k2 γi + δ p )(γr + δ p ) γi + μ
This is illustrated in Fig. 2. Moreover, Fig. 2(h, j) show that necessary conditions are valid as well, i.e. proportion of the exposed
individuals in population does not drop below c = 0.01.
Persistence of stochastic process modeling infection (I, P, H, A) can be seen in Fig. 2c–f, while the validity sufficient condition (20) of the
Theorem 2 is illustrated in Fig. 2j. Formally, persistence in mean can be verified in Fig. 2k where [I (t ) + P (t ) + H (t ) + A(t )] never drops
below the desired constant
  2 
γr + γa + δ p γr + γa + δ p κ ( 1 − ρ1 − ρ2 ) σ1 + σ22
c κρ1 + κρ2 + − = 0.00243793.
(γa + k1 γi + δi )(γr + δ p ) (γa + k2 γi + δ p )(γr + δ p ) γi + μ c

On the other hand, extinction of the disease can be seen in Fig. 3, since all processes converge to 0, while only susceptibles tend to
/μ = 1.5 as t → ∞.

4. Discussion and conclusion

Mathematical models of the spread of the infectious disease are the crucial tool for tracking the course of the epidemic as well as
for forecasting its persistence or extinction in the population. The most widely used models in epidemiology are compartmental models.
Within model presented in this paper the population is divided into several disjoint classes that can mutually communicate. The com-
munication between classes is described by model parameters. For example, the transmission coefficient, which incorporates the force of
infection, is one of them. The nature of this parameter is highly influenced by the environmental uncertainty and therefore it is much more
suitable to assume the stochastic nature of this parameter than to take its value as a constant or define its change via some deterministic
function depending on time.

11
J. Đor d¯ević, I. Papić and N. Šuvak
In this paper we followed this exact idea. We introduced finer
parametrization and perturbed the constant transmission rates re-
garding the symptomatic infected individuals (β ), hospitalized in-
dividuals (l β ) and superspreaders (β  ) in the system of ordinary
differential equations first published in [21]. The perturbation of
transmission coefficients was performed by adding of mutually in-
dependent Brownian
noises dB1 and dB2 to β and β  , respectively. The resulting sys-
tem (5) is the two-diffusion stochastic model, consisting od two Itô
SDEs (regarding classes S and E) and five ODEs (regarding classes
I, P, H, A, R). By using the classical stochastic techniques from Itô’s
calculus explained in the Introduction as well as in the introduc-
tory part of subsection Problems and Methodology, we proved the
existence and uniqueness of the solution of the system (5) and
derived quite elegant conditions regarding the intensities of the
noises which ensure the persistence in mean and the extinction of
the disease. Theoretical results regarding the persistence and ex-
tinction of the disease are, for reasonable set of values of model
parameters for which the global positive solution exists, verified
within the simulation study. Simulations confirm that the trajecto-
ries of the stochastic model either oscillate around (on the short
time-scale) or are close to (on the long time-scale) the trajecto-
ries of the deterministic model, showing the robustness of such
stochastic model to the noise of Brownian nature. Furthermore, on
the long time-scale, the behavior of the stochastic and the deter-
ministic model coincide, which could be seen from Fig. 2 (under
persistence conditions) and Fig. 3 (under extinction conditions).
In comparison to other models in recent publications, by the
best of our knowledge, our model (5) is the only stochastic model
that includes the analysis of four disjoint classes of infected in-
dividuals - symptomatic infected individuals, asymptomatic carri-
ers, superspreaders and hospitalized individuals. Furthermore, this
is the compartmental model for which, under the existence of the
unique positive global solution, both the persistence in mean and
the extinction of the disease are analyzed both theoretically and
practically within the simulation study.
Stochastic model (5) can be generalized to the model in which
all the coefficients can be functions of several variables, e.g. de-
layed functions of time t catching the incubation period and the
duration of the infectiousness, of location m covering the differ-
ent regional population densities and different intensities of move-
ments within the regions, of age a etc. Furthermore, parameters
of the model could be defined to depend of any observable value
which is relevant for the spread of the disease.
Beside this “stratification” of model coefficients, our future plan
is to introduce heavy-tailed diffusions as models for transmission
rates and maybe for some other parameters, which yields much
more complicated stochastic model depending od Itô integrals with
unknown distribution which then has to be either approximated or
estimated. Furthermore, these diffusions could be non-autonomous
or driven by correlated Brownian motions, they could be driven
by the noise of different nature (e.g. Lévy, fractional and time-
changed Brownian motion) producing respectively jump processes
and long-memory processes with trajectories allowing jumps and
resting periods, which could be important for catching the super-
spreader events.
Funding
Funding was received for this work.
Intellectual Property
We confirm that we have given due consideration to the pro-
tection of intellectual property associated with this work and that
there are no impediments to publication, including the timing of
12
Chaos, Solitons and Fractals 148 (2021) 110991
publication, with respect fo intellectual property. In so doing we
confirm that we have followed the regulations of our institutions
concerning intellectual property.
Authorship
All listed authors meet the ICMJE criteria. We attest that all au-
thors contributed significantly to the creation of this manuscript,
each having fulfilled criteria as established by the ICMJE.
We confirm that the manuscript has been read and approved
by all named authors.
Contact with the Editorial Office
This author submitted this manuscript using his/her account in
BVISE.
We understand that this Corresponding Author is the sole con-
tact for the Editorial process (including EVISE and direct commu-
nications with the office). He/she is responsible for communicat-
ing with the other authors about progress, submissions of revisions
and final approval of proofs.
We confirm that the email address shown below is accessible
by the Corresponding Author, is the address to which Correspond-
ing Author’s EVISE account is linked, and has been configured to
accept email from the editorial office of American Journal of Oph-
thalmology Case Reports:
Declaration of Competing Interest
No conflict interest exists.
CRediT authorship contribution statement
J. Đor d̄ević: Conceptualization, Methodology, Writing - original
draft, Writing - review & editing. I. Papić: Visualization. N. Šuvak:
Conceptualization, Methodology, Visualization, Writing - review &
editing.
Acknowledgments
Jasmina Đor d̄ević is supported by STORM - Stochastics for
Time-Space Risk Models, granted by Research Council of Norway -
Independent projects: ToppForsk. Project nr. 274410, as well as by
the project “Functional Analysis and Applications”, 2011-2020, Fac-
ulty of Natural Sciences and Mathematics, University of Niš, Serbia,
Project 174007.
All authors are supported by the project “Application of short-
range and long-range dependent stochastic models” - bilateral
project of J.J. Strossmayer University of Osijek - Department of
Mathematics, Croatia, and University of Niš, Faculty of Natural Sci-
ences - Department of Mathematics, Serbia (funded by the Min-
istry of Science and Education of the Republic of Croatia and Min-
istry of Education, Science and Technology Development of the Re-
public of Serbia).
Furthermore, we thank the Editor, the Associate Editor and two
anonymous Referees for their constructive suggestions that led to
substantial improvement of the paper.
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