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This paper investigates a stochastic SIRS epidemic model with an incidence rate that is sufficiently general and that covers many incidence rate models considered to date in the literature. We classify the extinction and permanence by introducing, a real-valued threshold. We show that if < 0, then the disease will eventually disappear (i.e., the disease-free state is globally asymptotically stable); if the threshold value > 0, the epidemic becomes strongly stochastically permanent. This result substantially generalizes and improves the related results in the literature. Moreover, the mathematical development in this paper is interesting in its own right. The essential difficulties lie in that the dynamics of the susceptible class depend explicitly on the removed class resulting in a three-dimensional system rather than a two-dimensional system. Consequently, the methodologies developed in the literature are not applicable here. One of the main ingredients in the analyses is this: Though it is not possible to compare solutions in the interior and on the boundary for all t 2 [0;1), approximation in a long but finite interval [0; T] can be carried out. Then, using the ergodicity of the solution on the boundary and exploiting the mutual interplay between the distance of solutions in the interior and solutions on the boundary and the exponential decay or growth (depending on the sign of the Lyapunov exponent), one can classify the behavior of the system. The convergence to the invariant measure is established under the total variation norm together with the corresponding rate of convergence. To demonstrate, some numerical examples are provided to illustrate our results. [ABSTRACT FROM AUTHOR]

Focusing on asymptotic behavior of a stochastic SIR epidemic model represented by a system of stochastic differential equations with a degenerate diffusion, this paper provides suficient conditions that are very close to the necessary ones for the permanence. In addition, this paper develops ergodicity of the underlying system. It is proved that the transition probabilities converge in total variation norm to the invariant measure. Our result gives a precise characterization of the support of the invariant measure. Rates of convergence are also ascertained. It is shown that the rate is not too far from exponential in that the convergence speed is of the form of a polynomial of any degree. [ABSTRACT FROM AUTHOR]