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Mathematics and Computers in Simulation 216 (2024) 288–300

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Original articles
Dynamic properties for a stochastic SEIR model with
Ornstein–Uhlenbeck process
Chun Lu ∗, Chuanlong Xu
Department of Mathematics, Qingdao University of Technology, Qingdao, 266520, PR China
Received 6 February 2023; received in revised form 28 April 2023; accepted 23 September 2023
Available online 5 October 2023

Abstract
In this article, we are committed to the study of dynamic properties for a stochastic SEIR epidemic model with infectivity
in latency and home quarantine about the susceptible and Ornstein–Uhlenbeck process. Firstly, we provide a criterion for the
presence of an ergodic stationary distribution of the model. Secondly, by extracting the corresponding Fokker–Planck equation,
we derive the probability density function around quasi-endemic equilibrium of the stochastic model. Thirdly, we establish
adequate criteria for extinction. Finally, by using the epidemic data of corresponding deterministic model, two numerical tests
are presented to illustrate the effectiveness of the theoretical results.
© 2023 International Association for Mathematics and Computers in Simulation (IMACS). Published by Elsevier B.V. All rights
reserved.
Keywords: Stochastic SEIR model; Ornstein–Uhlenbeck process; Stationary distribution; Extinction; Density function

1. Introduction
As is known to all, Corona-virus 2019 (COVID-19) has become a serious threat to human health and lives
over the last few years. On 25 January 2022, the World Health Organization (WHO) claimed that roughly 50,000
new deaths were reported. As of 23 January 2022, 634 million confirmed cases and 6.6 million deaths have been
described around the world [17]. It should be noted that, social isolation has had a direct effect on the physical
transmission of infectious diseases [21]. The COVID-19 outbreak states clearly home quarantine has pivotal effect
on restraining contagious diseases from spreading when the absence of vaccines or antiviral drugs for the virus.
Mathematical modeling is instrumental in dealing with dynamical behaviors of disease spreading [5]. In view of
the importance of social segregation, Jiao et al. [6] proposed an SEIR model under infectivity in latency and home
quarantine about the susceptible. The model takes the following form:
dS
⎧
⎪
⎪ = Λ − χ̄(1 − κ1 )S[I + κ2 E] − υ S,
⎪
⎪
⎪ dt
dE
⎪
⎪
= χ̄ (1 − κ1 )S[I + κ2 E] − (δ + υ)E,
⎪
⎪
⎨
dt (1.1)
dI
δ (γ ζ υ)I,
⎪
⎪
⎪ = E − + +
⎪
⎪
⎪ dt
⎩ R = (γ + κ3 ζ )I − υ R.
d
⎪
⎪
⎪
dt
∗ Corresponding author.
E-mail address: mathlc@163.com (C. Lu).

https://doi.org/10.1016/j.matcom.2023.09.020
0378-4754/© 2023 International Association for Mathematics and Computers in Simulation (IMACS). Published by Elsevier B.V. All rights
reserved.
C. Lu and C. Xu Mathematics and Computers in Simulation 216 (2024) 288–300

Table 1
The meanings of the parameters in (1.1).
Λ Enrolling rate
χ̄ Infective rate from S through E
κ1 Home quarantine rate of the susceptible
κ2 Infective effect of the exposed in latency
υ Natural death rate
δ Conversion efficiency from E through I
γ Conversion efficiency from I through R
ζ Hospitalized rate of I
κ3 Recurring rate of I

The whole population size of an individuals is divided into four different classes, namely, S-susceptible individuals,
E-exposed individuals, I -infected individuals, R-recovered individuals. The definitions of the positive parameters
above are listed in Table 1, δ > κ2 (γ + ζ + υ) and κi < 1, i = 1, 2.
By neglecting the last equation of model (1.1), the model can be reducible to
dS
⎧
⎪
⎪ = Λ − χ̄(1 − κ1 )S[I + κ2 E] − υ S,
⎨ dt
⎪
⎪
⎪
dE
= χ̄ (1 − κ1 )S[I + κ2 E] − (δ + υ)E, (1.2)
⎪
⎪ dt
⎩ d I = δ E − (γ + ζ + υ)I.
⎪
⎪
⎪
dt
That is because the individual R(t) has not a hold on the dynamics of the compartments S(t), E(t), I (t). Then, Jiao
Λ
et al. [6] derived that model (1.2) has a disease-free equilibrium D0 S 0 , 0, 0 with S 0 = and an interior endemic
( )
υ
equilibrium D∗ (S∗ , E ∗ , I∗ ), where
(γ + ζ + υ)(δ + υ) Λχ̄ (1 − κ1 ) [δ + κ2 (γ + ζ + υ)] − υ(γ + ζ + υ)(δ + υ)
S∗ = , E∗ = ,
χ̄(1 − κ) [δ + κ2 (γ + ζ + υ)] χ̄ (1 − κ1 ) (δ + κ2 (γ + ζ + υ))(δ + υ)
δE∗
I∗ = with Λχ̄ (1 − κ1 )[δ + κ2 (γ + ζ + υ)] > υ(γ + ζ + υ)(δ + υ), and defined the basic reproduction
γ +ζ +υ
Λχ̄ (1 − κ1 ) [δ + κ2 (γ + ζ + υ)]
number R0 = .
υ(γ + ζ + υ)(δ + υ)
Lately, voluminous references have made an appearance in the topic of stochastic epidemic systems consisting of
the mean-reverting Ornstein–Uhlenbeck process which of environmental noise makes more sense than white noise
linear function approach [3,13,16,18,22,23].
Actually, infective rate χ̄ is an important parameter and satisfies mean-reverting OU process [16]. Its form is as
follows:
dχ(t) = κ(χ − χ(t))dt + ρdB(t), (1.3)
where κ > 0 stands for the speed of reversion, ρ denotes the intensity of volatility, and B(t) depicts ∫ t the standard
Brownian motion. The explicit solution for model (1.3) is expressed as χ(t) = χ̄ +e−κt [−χ̄ +χ(0)+ 0 ρeκs dB(s)],
χ(t) ∼ N (χ̄ , ρ2κ ). For any time interval [0, T ], the average infective rate χ takes the following form
2

1 T 1 T ρ(
∫ ∫
χ= χ(t)dt = χ + 1 − eκ(s−T ) dB(s),
)
T 0 T 0 κ
where E(χ ) = χ and Var(χ ) = ρ 3T + O T 2 .
2 ( )
√ − κ(x−χ̄ )2
κ
On the basis of [1], χ (t) is ergodic, and the limit distribution density of χ(t) is π (x) = √ e
π
ρ2 . And,
1 t ρ
∫ ∫ ∞
lim |χ(ς ) − χ̄|dς = |x − χ̄|π(x)d x = √ . (1.4)
t→∞ t 0 −∞ πκ
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C. Lu and C. Xu Mathematics and Computers in Simulation 216 (2024) 288–300

In this paper, we develop model (1.2) with the Ornstein–Uhlenbeck process:

d S = (Λ − χ + (t)(1 − κ1 )S(I + κ2 E) − υ S)dt,
⎧
⎪
⎪
⎨d E = (χ + (t)(1 − κ )S(I + κ E) − (δ + υ)E)dt,
⎪
1 2
(1.5)
⎪
⎪ d I = (δ E − (γ + ζ + υ)I )dt,
⎪
dχ (t) = κ(χ − χ (t))dt + ρdB(t),
⎩

where χ + (t) = max{χ(t), 0}.

As a result of the effects of the Ornstein–Uhlenbeck process on the model (1.5), uniform ellipticity criterion
of literature [7,15] does not hold when it comes to study its characteristic for ergodic stationary distribution. In
this regard, Jiang et al. [22] presented the strategy to solve the difficult problem, what is more important, they
firstly obtained an explicit representation for the probability density function of a stochastic epidemic model with
Ornstein–Uhlenbeck process. Along with their way, we mainly make further efforts to present some dynamical
properties of the model (1.5).
The remainder of this paper is organized in the following manner. In Section 2, we investigate stationary
distribution for model (1.5). Besides, we deduce the local density function near the equilibrium of the model in
Section 3. In Section 4, we give adequate condition of extinction for model (1.5). In Section 5, two examples are
presented to imply the practicality of our conclusions.

2. Existence of ergodic stationary distribution

In the whole paper, set Rn be a n-dimensional Euclidean space, Rn+ = {(y1 , · · · , yn ) ∈ Rn |yk > 0, 0 ≤ k ≤
n}, l1 ∧ l2 ∧ · · · ∧ ln = min{l1 , l2 , · · · , ln }, h 1 ∨ h 2 ∨ · · · ∨ h n = max{h 1 , h 2 , · · · , h n }. If Bs×t is a real matrix, let
B T be the transpose matrix of B. When s = t, B −1 represents the inverse matrix of B.
According to the method in [22], we have the following conclusion:

Lemma 2.1. For any initial data (S(0), E(0), I (0), χ(0)) ∈ R3+ × R, model (1.5) has a unique global positive
solution process (S(t), E(t), I (t), χ(t)) on t ≥ 0, in other words, the solution is going to keep in R3+ × R almost
surely (a.s.).

Lemma 2.2 ([21]). If Λ0 is a symmetric matrix and the condition Ξ 2 + B0 Λ0 + Λ0 B0T = 0 holds, where
⎛ ⎞
−b̃1 −b̃2 −b̃3 −b̃4
⎜ 1 0 0 0 ⎟
B0 = ⎜ ⎟, (2.1)
⎝ 0 1 0 0 ⎠
0 0 1 0
and Ξ = diag(1, 0, 0, 0). Suppose b̃1 , b̃3 , b̃4 > 0 and b̃1 (b̃2 b̃3 − b̃1 b̃4 ) − b̃32 > 0. Then Λ0 is semi-positive definite,
where
b̃2 b̃3 −b̃1 b̃4 b̃3
⎛ ⎞
2[b̃1 (b̃2 b̃3 −b̃1 b̃4 )−b̃32 ]
0 − 2[b̃ (b̃ b̃ − b̃ b̃ )− b̃ 2] 0
⎜ 1 2 3 1 4 3 ⎟
b̃3 b̃1
⎜ 0 2[b̃1 (b̃2 b̃3 −b̃1 b̃4 )−b̃32 ]
0 − ⎟
2[b̃1 (b̃2 b̃3 −b̃1 b̃4 )−b̃32 ] ⎟
⎟.
⎜
Λ0 = ⎜
⎜
b̃ b̃1
⎜ − 2[b̃ (b̃ b̃ −3b̃ b̃ )−b̃2 ] 0 0
⎟
2[b̃ (b̃ b̃ − b̃ b̃ )− b̃ 2 ]
⎟
⎝ 1 2 3 1 4 3 1 2 3 1 4 3 ⎠
b̃1 b̃1 b̃2 −b̃3
0 − 2[b̃ (b̃ b̃ −b̃ b̃ )−b̃2 ] 0 2b̃ [b̃ (b̃ b̃ −b̃ b̃ )−b̃2 ]
1 2 3 1 4 3 4 1 2 3 1 4 3

In line with Lemma 2.1 and Theorem 2.1 in [15], model (1.5) has an invariant set ∆ := {(S(t), E(t), I (t), χ(t))
Λ Λ
∈ R3+ × R|S + E + I < } when S(0) + E(0) + I (0) ≤ .
υ υ

Theorem 2.1. Suppose that R0S > 1, where

χ̃(1 − κ1 )Λδ
R0S = ( )
υ(γ + ζ + υ) δ + υ + (C1 + C2 ) √ρπ κ (1 − κ1 )(1 + κ2 ) Λ
υ
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C. Lu and C. Xu Mathematics and Computers in Simulation 216 (2024) 288–300

χ̃ (1 − κ1 )κ2 Λ
+ ( ),
υ δ + υ + (C1 + C2 ) √ρπ κ (1 − κ1 )(1 + κ2 ) Λ
υ

(∫ ∞
1 Λδ χ̃(1 − κ1 )
)4 Λκ2 χ̃(1 − κ1 )
χ̃ = x 4 π(x)d x , C1 = , C2 = .
0 υ (γ + ζ + υ)
2 υ2
Then model (1.5) possesses at least one ergodic stationary distribution η(·) on ∆.

Proof. Define V1 = −(C1 + C2 ) ln S, V2 = − ln E, V3 = −C3 ln I . In view of model (1.5), according to Itô’s

formula [8,9,19,20], we deduce
(C1 + C2 )Λ
LV1 = − + (C1 + C2 )χ + (t)(1 − κ1 )[I + κ2 E] + (C1 + C2 )υ,
S
(C1 + C2 )Λ
=− + (C1 + C2 )χ̄(1 − κ1 )I + (C1 + C2 )(χ + (t) − χ̄)(1 − κ1 )I
S
+ (C1 + C2 )χ̄ (1 − κ1 )κ2 E + (C1 + C2 )(χ + (t) − χ̄)(1 − κ1 )κ2 E
+ (C1 + C2 )υ
(C1 + C2 )Λ Λ
≤− + (C1 + C2 )χ̄(1 − κ1 )I + (C1 + C2 )|χ(t) − χ̄|(1 − κ1 )
S υ
Λ
+ (C1 + C2 )χ̄(1 − κ1 )κ2 E + (C1 + C2 )|χ(t) − χ̄|(1 − κ1 )κ2
υ
+ (C1 + C2 )υ, (2.2)

χ + (t)(1 − κ1 )S I
LV2 = − − χ + (t)(1 − κ1 )Sκ2 + (υ + δ), (2.3)
E
C3 δ E
LV3 = − + C3 (r + ζ + υ), (2.4)
I
where C1 , C2 and C3 denote positive numbers which are going to be defined in the rear. Let V4 = V1 + V2 + V3 .
Then
χ + (t)(1 − κ1 )S(I + κ2 E) Λ
LV4 ≤ − + (δ + υ) − (C1 + C2 ) + (C1 + C2 )χ̄(1 − κ1 )(I + κ2 E)
E S
C3 δ E Λ
+ (C1 + C2 )υ − + C3 (γ + ζ + υ) + (C1 + C2 )|χ(t) − χ̄|(1 − κ1 )(1 + κ2 )
I υ
( χ + (t)(1 − κ )S I C1 Λ C3 δ E ) ( χ + (t)(1 − κ1 )κ2 S E C2 Λ )
1
=− + + − + + (δ + υ)
E S I E S
+ (C1 + C2 )υ + C3 (γ + ζ + υ) + (C1 + C2 )χ̄(1 − κ1 )(I + κ2 E)
Λ
+ (C1 + C2 )|χ(t) − χ̄|(1 − κ1 )(1 + κ2 )
υ
√ √
≤ − 3 3 χ + (t)(1 − κ1 )ΛδC1 C3 − 2 χ + (t)(1 − κ1 )κ2 ΛC2 + (C1 + C2 )υ + C3 (γ + ζ + υ)
Λ
+ (δ + υ) + (C1 + C2 )χ̄(1 − κ1 )(I + κ2 E) + (C1 + C2 )|χ(t) − χ̄ |(1 − κ1 )(1 + κ2 )
√ √ υ
= − 3 3 χ̃(1 − κ1 )ΛδC1 C3 − 2 χ̃(1 − κ1 )κ2 ΛC2 + (C1 + C2 )υ + C3 (γ + ζ + υ)
Λ
+ (δ + υ) + (C1 + C2 )χ̄(1 − κ1 )(I + κ2 E) + (C1 + C2 )|χ(t) − χ̄ |(1 − κ1 )(1 + κ2 )
√ √ υ
+ 3 3 χ̃(1 − κ1 )ΛδC1 C3 − 3 3 χ + (t)(1 − κ1 )ΛδC1 C3
√ √
+ 2 χ̃(1 − κ1 )κ2 ΛC2 − 2 χ + (t)(1 − κ1 )κ2 ΛC2
χ̃(1 − κ1 )Λδ χ̃(1 − κ1 )κ2 Λ
=− − + (δ + υ) + (C1 + C2 )χ̄ (1 − κ1 )(I + κ2 E)
υ(γ + ζ + υ) υ
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C. Lu and C. Xu Mathematics and Computers in Simulation 216 (2024) 288–300

Λ
+ (C1 + C2 )|χ(t) − χ̄|(1 − κ1 )(1 + κ2 )
√ √ υ
+ 3 χ̃(1 − κ1 )ΛδC1 C3 − 3 χ (t)(1 − κ1 )ΛδC1 C3
3 3 +
√ √
+ 2 χ̃(1 − κ1 )κ2 ΛC2 − 2 χ + (t)(1 − κ1 )κ2 ΛC2
( ρ Λ)
= − δ + υ + (C1 + C2 ) √ (1 − κ1 )(1 + κ2 ) (R0S − 1)
πκ υ
( ρ ) Λ
+ (C1 + C2 )χ̄ (1 − κ1 )(I + κ2 E) + (C1 + C2 ) |χ (t) − χ̄| − √ (1 − κ1 )(1 + κ2 )
πκ υ
√ √
+ 3 χ̃(1 − κ1 )ΛδC1 C3 − 3 χ (t)(1 − κ1 )ΛδC1 C3
3 3 +
√ √
+ 2 χ̃(1 − κ1 )κ2 ΛC2 − 2 χ + (t)(1 − κ1 )κ2 ΛC2 , (2.5)
where
Λδ χ̃ (1 − κ1 ) Λδ χ̃ (1 − κ1 ) Λκ2 χ̃(1 − κ1 )
C1 = , C3 = , C2 = .
υ 2 (γ + ζ + υ) υ(γ + ζ + υ)2 υ2
Define
( )
(C1 + C2 )χ̄ 1 − κ1
V5 = I.
γ +ζ +υ
Denote
V6 = V4 + V5 .
Applying Itô’s formula to V6 , we derive
ρ
( )
Λ ( S
LV6 ≤ − δ + υ + (C1 + C2 ) √ (1 − κ1 )(1 + κ2 )
)
R0 − 1
πκ υ
(C1 + C2 )χ̄(1 − κ1 )(κ2 (γ + ζ + υ) + δ)
+ E + (C1 + C2 )(1 − κ1 )(1 + κ2 )
γ +ζ +υ
Λ( ρ ) √ √
× |χ(t) − χ̄ | − √ + 3 3 χ̃ (1 − κ1 )ΛδC1 C3 − 3 3 χ + (t)(1 − κ1 )ΛδC1 C3
υ πκ
√ √
+ 2 χ̃ (1 − κ1 )κ2 ΛC2 − 2 χ + (t)(1 − κ1 )κ2 ΛC2 , (2.6)
Define a C 2 -function Ṽ : ∆ → R
χ 2 (t) (Λ )
Ṽ = M V6 − ln S − ln I + − ln −S−E−I ,
2 υ
ρ
( )
Λ ( S
where M > 0 and −M δ + υ + (C1 + C2 ) √ (1 − κ1 )(1 + κ2 )
)
R0 − 1 + L ≤ −2 holds. Let L =
πκ υ
{ Λ κ 2 ρ2 }
supχ ∈R γ + ζ + 3υ + |χ(t)|(1 − κ1 )(1 + κ2 ) + κ χ̄ |χ(t)| − χ (t) + . We can therefore construct a suitable
2
υ 2 2
nonnegative C -function
V (S, E, I, χ) = Ṽ − Ṽ S min , E min , I min , 0 ,
( )

in which S min , E min , I min , 0 denotes minimum. From (2.5), we have

( )
( ρ Λ)
LV ≤ − M δ + υ + (C1 + C2 ) √ (1 − κ1 )(1 + κ2 ) (R0S − 1)
πκ υ
M(C1 + C2 )χ̄(1 − κ1 )(κ2 (γ + ζ + υ) + δ)
+ E
γ +ζ +υ
( ρ ) Λ Λ δE
+ M(C1 + C2 ) |χ (t) − χ̄| − √ (1 − κ1 )(1 + κ2 ) − −
πκ υ S I
Λ
+ γ + ζ + 2υ + |χ(t)|(1 − κ1 )(1 + κ2 )
υ
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C. Lu and C. Xu Mathematics and Computers in Simulation 216 (2024) 288–300
( √ √ )
+ M 3 3 χ̃(1 − κ1 )ΛδC1 C3 − 3 3 χ + (t)(1 − κ1 )ΛδC1 C3
( √ √ )
+ M 2 χ̃ (1 − κ1 )κ2 ΛC2 − 2 χ + (t)(1 − κ1 )κ2 ΛC2
(γ + ζ )I ρ2
+ υ− Λ + κ χ̄|χ(t)| − κχ 2 (t) +
− (S + E + I ) 2
( υ
ρ
)
Λ
≤ − M δ + υ + (C1 + C2 ) √ (1 − κ1 )(1 + κ2 ) (R0S − 1)
πκ υ
M(C1 + C2 )χ̄(1 − κ1 )(κ2 (γ + ζ + υ) + δ)
+ E
γ +ζ +υ
( ρ ) Λ Λ δE
+ M(C1 + C2 ) |χ (t) − χ̄| − √ (1 − κ1 )(1 + κ2 ) − −
πκ υ S I
κ 2
( √ )
− χ (t) + L + M 3 χ̃(1 − κ1 )ΛδC1 C3 − 3 χ(t)(1 − κ1 )ΛδC1 C3
3
√
3
2
( √ √ )
+ M 2 χ̃ (1 − κ1 )κ2 ΛC2 − 2 χ + (t)(1 − κ1 )κ2 ΛC2
(γ + ζ )I
− Λ
υ
− (S + E + I )
( ρ ) Λ
=:G(S, E, I, χ) + M(C1 + C2 ) |χ (t) − χ̄ | − √ (1 − κ1 )(1 + κ2 )
πκ υ
( √ √ )
+ M 3 χ̃(1 − κ1 )ΛδC1 C3 − 3 χ + (t)(1 − κ1 )ΛδC1 C3
3 3

( √ √ )
+ M 2 χ̃ (1 − κ1 )κ2 ΛC2 − 2 χ + (t)(1 − κ1 )κ2 ΛC2 . (2.7)
{ }
Λ 1
Define: Uι = (S, E, I, χ) ∈ ∆ : S ≥ ι, E ≥ ι, I ≥ ι2 , S + E + I ≤ − ι3 , |χ (t)| ≤ , where 0 < ι < 1 is an
υ ι
c c c c c
adequately small constant. Then ∆ \ Uι = U1 ∪ U2 ∪ U3 ∪ U4 ∪ U5 ,
U1c = {(S, E, I, χ) ∈ ∆|0 < S < ι} , U2c = {(S, E, I, χ) ∈ ∆|0 < E < ι} ,
{ }
Λ
U3c = (S, E, I, χ) ∈ ∆|0 < I < ι2 , E ≥ ι , U4c = (S, E, I, χ) ∈ ∆|S + E + I > − ι3 , I ≥ ι2 ,
{ }
υ
{ }
1
U5c = (S, E, I, χ) ∈ ∆||χ(t)| > .
ι
In the set ∆ \ Uι , we let ι > 0 be adequately small and meet these criteria:
ρ
( )
Λ
− M δ + υ + (C1 + C2 ) √ (1 − κ1 )(1 + κ2 ) (R0S − 1)
πκ υ
(2.8)
M(C1 + C2 )χ̄(1 − κ1 )(κ2 (γ + ζ + υ) + δ)
+ ι + L ≤ −1,
γ +ζ +υ
ρ
( )
Λ
− M δ + υ + (C1 + C2 ) √ (1 − κ1 )(1 + κ2 ) (R0S − 1)
πκ υ
(2.9)
M(C1 + C2 )χ̄(1 − κ1 )(κ2 (γ + ζ + υ) + δ) Λ min{Λ, δ, (γ + ζ )}
+ +L− ≤ −1,
γ +ζ +υ υ ι
ρ
( )
Λ
− M δ + υ + (C1 + C2 ) √ (1 − κ1 )(1 + κ2 ) (R0S − 1)
πκ υ
(2.10)
M(C1 + C2 )χ̄(1 − κ1 )(κ2 (γ + ζ + υ) + δ) Λ κ
+ + L − 2 ≤ −1.
γ +ζ +υ υ 2ι
Next, from (2.8), (2.9) and (2.10), we have
G(S, E, I, χ) ≤ −1, (S, E, I, χ) ∈ Uic , i = 1, 2, 3, 4, 5. (2.11)
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Additionally,
G(S, E, I, χ) ≤ Υ , (S, E, I, χ) ∈ ∆, Υ > 0. (2.12)
Consequently, we derive

∫ t
0 ≤E(V (S(t), E(t), I (t), χ(t))) = E(V (S(0), E(0), I (0), χ(0))) + E(LV (S(ς), E(ς), I (ς ), χ(ς )))dς
0
∫ t
≤E(V (S(0), E(0), I (0), χ(0))) + E(G(S(ς ), E(ς ), I (ς ), χ(ς )))dς
0
ρ )
∫ t(
( ) Λ
+ M(C1 + C2 ) 1 − κ1 (1 + κ2 ) E |χ (ς ) − χ̄| − √ dς
υ 0 πκ
( √ ∫ t√ )
+ M 3 χ̃ (1 − κ1 )ΛδC1 C3 t − 3E
3 3
χ (ς )(1 − κ1 )ΛδC1 C3 dς
+

( √ ∫ t 0√ )
+ M 2 χ̃(1 − κ1 )κ2 ΛC2 t − 2E χ (ς )(1 − κ1 )κ2 ΛC2 dς .
+
0

1 t√ +∞
∫ (∫ )2
1
Combining (1.4) and limt→∞ χ + (ς)dς = x 4 π(x)dx , we derive from (2.11) and (2.12) that
t 0 0

1 t
∫
0 ≤ lim inf E(G(S(ς), E(ς), I (ς ), χ(ς)))dς
t→∞ t 0
∫ t
1
= lim inf [E(G(S(ς ), E(ς ), I (ς ), χ(ς )))1{(S(ς),E(ς ),I (ς),χ(ς ))∈Γ \Uι }
t→∞ t 0

+ E(G(S(ς), E(ς), I (ς ), χ(ς )))1{(S(ς ),E(ς ),I (ς ),χ(ς ))∈Uι } ]dς

1 t
∫
≤ lim inf ( − P((S(ς ), E(ς ), I (ς ), χ(ς )) ∈ Γ \Uι )
t→∞ t 0

+ Υ P((S(ς ), V (ς ), E(ς ), I (ς ), χ(ς )) ∈ Uι ))dς

1 t
∫
= − 1 + (1 + Υ ) lim inf P((S(ς), E(ς), I (ς ), χ(ς )) ∈ Uι )dς.
t→∞ t 0

1 t
∫
1
Hence, we have lim inft→∞ P((S(ς ), E(ς ), I (ς), χ(ς)) ∈ Uι )dς ≥ which yields
t 0 1+Υ
1 t
∫
1
lim inf P(ς, (S(0), E(0), I (0), χ(0)), Uι )dς ≥ , ∀(S(0), E(0), I (0), χ(0)) ∈ ∆. (2.6)
t→∞ t 0 1+Υ
Therefore, we obtain that model (1.5) has an invariant probability measure on ∆ [4,12]. □

Remark 2.1. On the basis of expression of R0S in Theorem 2.1, one can find that R0S = R0 when ρ = 0.

3. Density function analysis of model (1.5)

Here, we discuss the representation of local probability density function of model (1.5).
Employing Itô’s integral, this matched linearized system of model (1.5) around D ∗ = (S∗ , E ∗ , I∗ , χ̄) is expressed
as
⎧ ( )
⎪
⎪
⎪ dz 1 = −b11 z 1 − b12 z 2 − b13 z 3 − b14 z 4 dt,
⎪
⎪ ( )
⎪
⎨dz
2 = b21 z 1 − b22 z 2 + b13 z 3 + b14 z 4 dt,
( ) (3.1)
⎪
⎪dz 3 = b32 z 2 − b33 z 3 dt,
⎪
⎪
⎪
⎪
= − κz 4 dt + ρd B(t),
⎩
dz 4
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where z 1 = S − S∗ , z 2 = E − E ∗ , z 3 = I − I∗ , z 4 = χ − χ̄ , b11 = χ̄(1 − κ1 )I∗ + υ, b12 = χ̄ (1 − κ1 )κ2 S∗ , b13 =

χ̄(1 − κ1 )S∗ , b14 = (1 − κ1 )S∗ (I∗ + κ2 E ∗ ), b21 = χ̄(1 − κ1 )I∗ , b22 = δ + υ − χ̄(1 − κ1 )κ2 S∗ , b32 = δ, a33 = γ + ζ + υ.
Let Z = (z 1 , z 2 , z 3 , z 4 )T , whereupon system (3.1) is transformed into as
d Z (t) = Q Z (t)dt + Φd B(t),
where
⎛ ⎞
−b11 −b12 −b13 −b14
⎜ b21 −b22 b13 b14 ⎟
Q=⎜
⎝ 0
⎟
b32 −b33 0 ⎠
0 0 0 −κ
and Φ = diag(0, 0, 0, ρ).

Λχ̄ (1 − κ1 ) [δ + κ2 (γ + ζ + υ)]
Theorem 3.1. Suppose R⋆0 = > 1 and b1 (b2 b3 − b1 b4 ) > b32 . Then for any
υ(γ + ζ + υ)(δ + υ)
initial data (S(0), E(0), I (0), χ(0)) ∈ ∆, model (1.5) has a local normal density function Ψ (S, E, I, χ) around D ∗
approximately, where
1 1
Ψ (S, E, I, χ) =(2π )−2 |Θ|− 2 exp{− (S − S∗ , E − E ∗ , I − I∗ , χ − χ̄ )
2
× Θ −1 (S − S∗ , E − E ∗ , I − I∗ , χ − χ̄)},
the positive definite matrix
Θ = [ρb14 ((b21 + b22 + b12 − b11 )(b21 − b11 ) + (b21 + b22 + b12 − b11 )b33 )]2 (H3 H1 )−1 Θ0 [(H3 H1 )−1 ]T ,
⎛ b2 b3 −b1 b4 b3 ⎞
2[b1 (b2 b3 −b1 b4 )−b32 ]
0 − 2[b 2 0
1 (b2 b3 −b1 b4 )−b3 ]
⎜ b3 b1 ⎟
⎜ 0 2[b1 (b2 b3 −b1 b4 )−b32 ]
0 − 2[b 2
⎟
1 (b2 b3 −b1 b4 )−b3 ]
Θ0 = ⎜
⎜ ⎟
a3 b1 ⎟
⎜ − 0 0
⎝ 2[b1 (b2 b3 −b1 b4 )−b32 ] 2[b1 (b2 b3 −b1 b4 )−b32 ]
⎟
⎠
b1 b1 b2 −b3
0 − 2[b (b b −b 2 0 2b4 [b1 (b2 b3 −b1 b4 )−b32 ]
1 2 3 1 b4 )−b3 ]

and H1 , H3 , bi (i = 1, 2, 3, 4) are described in the proof of this Theorem.

Proof. According to the conclusions in literature [11] and literature [14], one can derive system (3.1) has a unique
solution process
∫ t
Z (t) = e Qt Z (0) + e Q(t−s) ΦdB(s).
0
∫t Q(t−s)
Here, 0 e ΦdB(s) belongs to the Gaussian distribution N4 (0, Θ0 (t)) when keeping the moment t, where
∫ t
Θ0 (t) = e Q(t−s) Φ 2 e Q(t−s) ds.
0

So Z (t) belongs to a unique N4 (e Qt Z (0), Θ0 (t)). And, the characteristic polynomial of Q takes the following form
Ψ Q (ϱ) = ϱ4 + b1 ϱ3 + b2 ϱ2 + b3 ϱ + b4 ,
where b1 = b11 + b22 + b33 + r, b2 = b11 b33 + b22 b33 + b11 b22 + b12 b21 − b13 b32 + r (b11 + b22 + b33 ),
b3 = ∆ +r (b11 b22 + b12 b21 + b11 b33 + b22 b33 − b13 b32 ), b4 = r ∆, ∆ = b13 b21 b32 + b11 b22 b33 + b12 b21 b33 − b11 b13 b32 .
On the basis of Routh–Hurwitz criterion [10], one can derive
∫ t ∫ +∞
T
lim e Qt Z (0) = 0, Θ = lim Θ0 (t) = lim e Q(t−s) Φ 2 e Q(t−s) ds = e Q t Φ 2 e Qt dt.
t→+∞ t→+∞ t→+∞ 0 0
Evidently, Σ is positive semi-definite and
(∫ +∞ ) ∫ +∞ (
d T d Q T t 2 Qt )
e Q t Φ 2 e Qt dt = QΘ + Θ Q T , e Φ e dt = Φ 2 .
dt 0 0 dt
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Here, Θ satisfies
Φ 2 + QΘ + Θ Q T = 0. (3.2)
Choose
0 0 0 1
⎛ ⎞
⎜ 0 1 0 0 ⎟
H1 = ⎜ 0 0 1 0 ⎟,
⎜ ⎟
⎝ b21 + b22 + b12 − b11 ⎠
1 1 0
b32
let Q 1 = H1 Q H1−1
⎛ ⎞
−r 0 0 0
⎜ b
⎜ 14 −b21 − b22 − (b21 +b22 +b 12 −b11 )b21
+ b13 b21 ⎟
=⎜ b32
⎟.
⎟
⎝ 0 b32 −b33 0 ⎠
0 0 − (b21 +b22 +b12b−b11 )(b21 −b11 ) − (b21 +b22 +b
b
12 −b11 )b33
b21 − b11
32 32

Then denote H2 = (0, 0, 0, 1) and H3 = (H2 Q 31 , H2 Q 21 , H2 Q 1 , H2 ) , then we have

T

⎛ ⎞
−b1 −b2 −b3 −b4
⎜ 1 0 0 0 ⎟⎟.
Q 2 = H3 Q H3−1 = ⎜⎝ 0 1 0 0 ⎠
0 0 1 0
As a consequence, system (3.2) is transformed into
(H3 H1 )Φ 2 (H3 H1 )T + Q 2 [(H3 H1 )Θ(H3 H1 )T ] + [(H3 H1 )Θ(H3 H1 )T ]Q 2T = 0.
From Lemma 2.2, we obtain (H3 H1 )Θ(H3 H1 )T = [b14 ρ(b21 + b22 + b12 − b11 )(b11 − b21 − b33 )]2 Θ0 . Consequently,
Θ = [b14 ρ(b21 + b22 + b12 − b11 )(b11 − b21 − b33 )]2 (H3 H1 )−1 Θ0 [(H3 H1 )−1 ]T is a positive definite matrix, where
Θ0 =
⎛ b2 b3 −b1 b4 b3 ⎞
2[b1 (b2 b3 −b1 b4 )−b32 ]
0 − 2[b (b b −b b )−b 2] 0
1 2 3 1 4 3
⎜ b3 b1 ⎟
⎜ 0 2
2[b1 (b2 b3 −b1 b4 )−b3 ]
0 − 2[b (b b −b 2
⎟
1 b4 )−b3 ] ⎟
1 2 3
⎟. □
⎜
⎜ b3 b1
⎜ − 0 0
⎝ 2[b1 (b2 b3 −b1 b4 )−b32 ] 2[b1 (b2 b3 −b1 b4 )−b32 ]
⎟
⎠
b1 b1 b2 −b3
0 − 2[b (b b −b b )−b2 ] 0 2b [b (b b −b b )−b2 ]
1 2 3 1 4 3 4 1 2 3 1 4 3

Remark 3.1. If R⋆0 > 1, Theorem 3.1 implies that the whole distributions of S(t), E(t) and I (t) are going to
independently converge to the congruent stationary marginal distributions υ1 (S), υ2 (E), υ3 (I ) of η(·) when t → ∞.
By letting Θ̃ = Θ (3) , where Θ (3) be the third leading principal minor of matrix Θ. By setting Θ̃ = (ϱi j )3×3 , one can
employ Theorem 3.1 to deduce that the distribution υ1 (S) around S∗ congruently has a log-normal density function
L 1 (S). Moreover, the distribution υ2 (E) around E ∗ congruently has a log-normal density function L 2 (E) and the
distribution υ3 (I ) around I∗ congruently has a log-normal density function L 3 (I ), where
1 S ∗ )2 1 E ∗ )2
− (ln S−ln − (ln E−ln
L 1 (S) = √ e 2ϱ11
, L 2 (E) = √ e 2ϱ22
,
S 2π ϱ11 E 2π ϱ22
1 −ln I ∗ )2
− (ln I 2ϱ
L 3 (I ) = √ e 33 .
I 2π ϱ33

4. Extinction

In the part, we are going to discuss the disease extinction of model (1.5).
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Theorem 4.1. Suppose that (S(t), E(t), I (t), χ(t)) is the solution to model (1.5) with any initial data
(S(0), E(0), I (0), χ(0)) ∈ ∆. We have
( ϖ 1 )
1
ln E+ I
δ+υ γ +ζ +υ
lim sup ≤ min{δ + υ, γ + ζ + υ}(R0E − 1), a.s.,
t→∞ t
√ 1 { max{1, κ2 } ϖ1 ρ }
where R0E = R0 + ϖ1 (1 − κ1 )S 0 √ +χ̄(1 − κ1 )S 0 κ2 ,
max{δ + υ, γ + ζ + υ} min{ δ+υ , γ +ζ +υ } δ + υ
1 πκ
δ
ϖ1 = √ . Especially, if R0E < 1, then limt→∞ E(t) = 0, limt→∞ I (t) = 0, a.s.
(γ + ζ + υ) R0

Proof.
( Based on Theorem ) 1.4 of [2], we obtain that there has a left eigenvector (ϖ1 , ϖ2 ) of M =
χ̄ (1−κ1 )S 0 √ √ δ
0
δ
δ+υ corresponding to R0 , i.e., R0 (ϖ1 , ϖ2 ) = (ϖ1 , ϖ2 )M. Taking ϖ1 = √ ,
γ +ζ +υ
0 (γ + ζ + υ) R0
ϖ1 ϖ2
ϖ2 = 1, and letting Ve = δ+υ E + γ +ζ +υ I , we derive
1 ( ϖ1 + ϖ2 )
L(ln Ve ) = χ (t)(1 − κ1 )S[I + κ2 E] − ϖ1 E + δ E − ϖ2 I
Ve δ + υ γ +ζ +υ
1 ( ϖ1 ϖ2 )
≤ χ̄(1 − κ1 )S 0 [I + κ2 E] − ϖ1 E + δ E − ϖ2 I
Ve δ + υ γ +ζ +υ
1 ϖ1
+ (χ + (t) − χ̄)(1 − κ1 )S 0 [I + κ2 E]
Ve δ + υ
1 ( ϖ1 ϖ2 )
≤ χ̄(1 − κ1 )S 0 I − ϖ1 E + δ E − ϖ2 I
Ve δ + υ γ +ζ +υ
1 ϖ1
+ (χ (t) − χ̄)(1 − κ1 )S [I + κ2 E] + χ̄(1 − κ1 )S 0 κ2
+ 0
Ve δ + υ
1 ϖ1
[ ]
1 E
≤ (ϖ1 , ϖ2 )(M − I2 ) + |χ(t) − χ̄|(1 − κ1 )S 0 [I + κ2 E]
Ve I Ve δ + υ
+ χ̄(1 − κ1 )S 0 κ2
1 √
= ϖ ϖ ( R0 − 1)(ϖ1 E + ϖ2 I )
1 2
E+ I
δ+υ γ +ζ +υ
1 ϖ1
+ |χ(t) − χ̄|(1 − κ1 )S 0 [I + κ2 E] + χ̄(1 − κ1 )S 0 κ2
Ve δ + υ
√
≤ min{δ + υ, γ + ζ + υ}( R0 − 1)
max{1, κ2 } ϖ1
+ ϖ1 ϖ2 (1 − κ1 )S 0 |χ(t) − χ̄| + χ̄(1 − κ1 )S 0 κ2 . (4.1)
min{ δ+υ , γ +ζ +υ } δ + υ
By (4.1) and (1.4), we derive
( )
ϖ1 ϖ2
ln δ+υ E + γ +ζ +υ
I √
lim sup ≤ min{δ + υ, γ + ζ + υ}( R0 − 1)
t→∞ t
max{1, κ2 } ϖ1 1 t
∫
+ ϖ1 ϖ2 (1 − κ 1 )S 0
lim |χ(τ ) − χ̄|dτ
min{ δ+υ , γ +ζ +υ
}δ+υ t→∞ t 0

+ χ̄(1 − κ1 )S 0 κ2
√
= min{δ + υ, γ + ζ + υ}( R0 − 1)
max{1, κ2 } ϖ1 ρ
+ ϖ1 ϖ2 (1 − κ1 )S 0 √
min{ δ+υ , γ +ζ +υ
} δ + υ πκ
+ χ̄(1 − κ1 )S 0 κ2
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Fig. 1. The left-hand column presents the solutions of the deterministic model (1.2) and the stochastic model (1.5), where κ = 1.5, ρ = 0.07.
Initial data S(0) = 100, E(0) = 15, I (0) = 20, χ(0) = 0.2. The right-hand column presents the frequency histograms and the marginal densities
L 1 (S), L 2 (E) and L 3 (I ) of the approximate density function Ψ (S, E, I ).

= min{δ + υ, γ + ζ + υ}(R0E − 1), a.s.

Therefore, if R0E < 1, then the disease will go to extinction. □

5. Numerical tests

Now we present two numerical tests and several figures to sustain our findings.
Numerical test 5.1. In model (1.5), we choose the same datas in Ref. [6], Λ = 10, υ = 0.3, ζ = 0.2, χ̄ =
0.2, γ = 0.2, δ = 0.3, κ1 = 0.7, κ2 = 0.1. This implies that P ∗ of model (1.5) is globally asymptotically stable.
Let κ = 1.5, ρ = 0.07, by calculation, R0S = 1.0589>1. From Theorem 2.1, model (1.5) has a unique ergodic
stationary distribution (see Fig. 1).
Additionally, we derive that the equilibrium point D∗ = (18.919, 7.2072, 3.0889), R∗0 = 1.7619 > 1, b1 (b2 b3 −
b1 b4 ) − b32 = 7.4612 > 0. Then the criteria of Theorem 3.1 hold. According to Theorem 3.1, one can see that
⎛ ⎞
21.3999 −12.2836 −4.7928
Θ̃ = ⎝ −12.2836 7.7254 2.6349 ⎠ .
−4.7928 2.6349 1.1292
and Ψ (S, E, I ) of model (1.5) is deduced as
∂Ψ (S, E, I ) 2
= 0.08623909575e−0.02336459516(S−18.919) ,
∂S
∂Ψ (S, E, I ) 2
= 0.14353227828e−0.06472156782(E−7.7254) ,
∂E
∂Ψ (S, E, I ) 2
= 00.37542624644e−0.44279135671(I −3.0889) .
∂I
The right-hand column in Fig. 1 presents the frequency histograms and the marginal densities.
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Fig. 2. The solutions of the stochastic model (1.5), where ρ = 0.5. Initial data S(0) = 100, E(0) = 15, I (0) = 20, χ(0) = 0.2. The right
column displays the histogram of the probability density functions of S, E, I populations.

Numerical test 5.2. Choose Λ = 1 and ρ = 0.5, and other parameters are the same as in Example 1, we get
R0E = 0.9512 < 1. In line with Theorem 4.1, we obtain the disease of model (1.5) will be extinct a.s., which is
supported by Fig. 2.

6. Concluding remarks
The article prosperously gets hold of the ample criteria for ergodic stationary distribution, probability density
function around quasi-endemic equilibrium and extinction exponentially of a stochastic SEIR epidemic model with
infectivity in latency and home quarantine about the susceptible and Ornstein–Uhlenbeck process. According to
Theorems 2.1, 3.1 and 4.1, we mainly address the following issues which are characterized by
• To discuss the ergodic stationary distribution, it is laborious to construct proper Lyapunov functions because
of model (1.5) consisting of Ornstein–Uhlenbeck process.
• Getting the stochastic threshold R0S coinciding with R0 if model (1.5) does not exist Ornstein–Uhlenbeck
process.
• Deriving the precise representation for the probability density function and the ample condition for extinction
of the model (1.5).

Acknowledgment
The research is supported by Shandong Provincial Natural Science Foundation (No. ZR2022MA008).

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