Stationary distribution of a stochastic Kawasaki disease model with Markov switching

Abstract

In this paper, we consider a stochastic Kawasaki disease model, which is perturbed by both white noise and color noise. The sufficient condition for the existence of a unique ergodic stationary distribution is established by using Khasminskii’s theorem and constructing stochastic Lyapunov functions with regime switching. A brief summary is given at the end of this paper.