Global threshold dynamics of a stochastic differential equation SIS model
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In this paper, we further investigate the global dynamics of a stochastic differential equation SIS (Susceptible–Infected–Susceptible) epidemic model recently proposed in Gray et al. (2011) [8]. We present a stochastic threshold theorem in term of a stochastic basic reproduction number  height="18" width="23" alt="View the MathML source" title="View the MathML source" src="/sd/grey_pxl.gif" data-inlimgeid="1-s2.0-S0022247X16306370-si1.gif">: the disease dies out with probability one if height="18" width="52" alt="View the MathML source" title="View the MathML source" src="/sd/grey_pxl.gif" data-inlimgeid="1-s2.0-S0022247X16306370-si2.gif">, and the disease is recurrent if height="18" width="52" alt="View the MathML source" title="View the MathML source" src="/sd/grey_pxl.gif" data-inlimgeid="1-s2.0-S0022247X16306370-si27.gif">. We prove the existence and global asymptotic stability of a unique invariant density for the Fokker–Planck equation associated with the SDE SIS model when height="18" width="52" alt="View the MathML source" title="View the MathML source" src="/sd/grey_pxl.gif" data-inlimgeid="1-s2.0-S0022247X16306370-si4.gif">. In term of the profile of the invariant density, we define a persistence basic reproduction number  height="18" width="24" alt="View the MathML source" title="View the MathML source" src="/sd/grey_pxl.gif" data-inlimgeid="1-s2.0-S0022247X16306370-si5.gif"> and give a persistence threshold theorem: the disease dies out with large probability if height="18" width="54" alt="View the MathML source" title="View the MathML source" src="/sd/grey_pxl.gif" data-inlimgeid="1-s2.0-S0022247X16306370-si6.gif">, while persists with large probability if height="18" width="54" alt="View the MathML source" title="View the MathML source" src="/sd/grey_pxl.gif" data-inlimgeid="1-s2.0-S0022247X16306370-si128.gif">. Comparing the stochastic disease prevalence with the deterministic disease prevalence  , we discover that the stochastic prevalence is bigger than the deterministic prevalence if the deterministic basic reproduction number height="18" width="55" alt="View the MathML source" title="View the MathML source" src="/sd/grey_pxl.gif" data-inlimgeid="1-s2.0-S0022247X16306370-si193.gif">. This shows that noise may increase severity of disease. Finally, we study the asymptotic dynamics of the stochastic SIS model as the noise vanishes and establish a sharp connection with the threshold dynamics of the deterministic SIS model in term of a Limit Stochastic Threshold Theorem.

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