In this work we deal with a Backward doubly stochastic differential equation (BDSDE) associated to a random Poisson measure. We establish existence and uniqueness of the solution in the case of non-Lipschitz coefficients.

In this paper, we combined the previous model in [ 2 ] with Gray et al.'s work 2012 8 to add telegraph noise by using Markovian switching generate a stochastic SIS epidemic regime switching. Similarly, threshold value for extinction and persistence are then given proved, followed explanation on stationary distribution, where \begin{document}$ M $\end{document} -matrix theory elaborated 20 is fu...