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Protter, P. and Talay, D. (1997) The Euler Scheme for Lévy Driven Stochastic Differential Equations. Annals of Probability, 25, 393-423.
https://doi.org/10.1214/aop/1024404293

has been cited by the following article:

• TITLE: Stochastic HIV Infection Model with CTLs Immune Response Driven by Lévy Jumps

  AUTHORS: Yan Cheng, Leilei Qu

  KEYWORDS: HIV-1 Infection, Lévy Jump, CTLs Immune Response, Persistence in Mean

  JOURNAL NAME: Journal of Applied Mathematics and Physics, Vol.10 No.3, March 9, 2022

  ABSTRACT: This paper mainly investigates the effect of the lévy jumps on the stochastic HIV infection model with cytotoxic T lymphocytes (CTLs) immune response. First, we prove that there is a unique global positive solution in any population dynamics, then we find sufficient conditions for the extinction of the disease. For proofing the persistence in mean, a special Lyapunov function be established, we obtain that if the infected CD4+ T-cells and virus particles will persistence in mean. Finally, numerical simulations are carried out to illustrate the theoretical results.