Absorption in stochastic epidemics

Josef Štěpán; Jakub Staněk

Kybernetika (2009)

  • Volume: 45, Issue: 3, page 458-474
  • ISSN: 0023-5954

Abstract

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A two dimensional stochastic differential equation is suggested as a stochastic model for the Kermack–McKendrick epidemics. Its strong (weak) existence and uniqueness and absorption properties are investigated. The examples presented in Section 5 are meant to illustrate possible different asymptotics of a solution to the equation.

How to cite

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Štěpán, Josef, and Staněk, Jakub. "Absorption in stochastic epidemics." Kybernetika 45.3 (2009): 458-474. <http://eudml.org/doc/37667>.

@article{Štěpán2009,
abstract = {A two dimensional stochastic differential equation is suggested as a stochastic model for the Kermack–McKendrick epidemics. Its strong (weak) existence and uniqueness and absorption properties are investigated. The examples presented in Section 5 are meant to illustrate possible different asymptotics of a solution to the equation.},
author = {Štěpán, Josef, Staněk, Jakub},
journal = {Kybernetika},
keywords = {SIR epidemic models; stochastic epidemic models; stochastic differential equation; strong solution; weak solution; absorption; Kermack–McKendrick model; SIR epidemic models; stochastic epidemic models; stochastic differential equation; strong solution; weak solution; absorption; Kermack-McKendrick model},
language = {eng},
number = {3},
pages = {458-474},
publisher = {Institute of Information Theory and Automation AS CR},
title = {Absorption in stochastic epidemics},
url = {http://eudml.org/doc/37667},
volume = {45},
year = {2009},
}

TY - JOUR
AU - Štěpán, Josef
AU - Staněk, Jakub
TI - Absorption in stochastic epidemics
JO - Kybernetika
PY - 2009
PB - Institute of Information Theory and Automation AS CR
VL - 45
IS - 3
SP - 458
EP - 474
AB - A two dimensional stochastic differential equation is suggested as a stochastic model for the Kermack–McKendrick epidemics. Its strong (weak) existence and uniqueness and absorption properties are investigated. The examples presented in Section 5 are meant to illustrate possible different asymptotics of a solution to the equation.
LA - eng
KW - SIR epidemic models; stochastic epidemic models; stochastic differential equation; strong solution; weak solution; absorption; Kermack–McKendrick model; SIR epidemic models; stochastic epidemic models; stochastic differential equation; strong solution; weak solution; absorption; Kermack-McKendrick model
UR - http://eudml.org/doc/37667
ER -

References

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  2. Handbook of Brownian Motion-Facts and Formulae, Birkhuser Verlag, Basel – Boston – Berlin 2002. MR1912205
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  4. Epidemic Modelling: An Introduction, Cambridge University Press, Cambridge 1999. MR1688203
  5. Autonomous stochastic resonance produces epidemic oscillations of fluctuating Size, In: Proc. Prague Stochastics 2006 (M. Hušková and M. Janžura, eds.), Matfyzpress, Praha 2006. 
  6. Stochastic Differential Equation and Diffusion Processes, North-Holland, Amsterdam 1981. MR1011252
  7. [unknown], J. Kalas and Z. Pospíšil: Continuous Models in Biology (in Czech).Masarykova Univerzita v Brně, Brno 2001. 
  8. Foundations of Modern Probability, Second edition. Springer, New York 2002. Zbl0996.60001MR1876169
  9. A contribution to the mathematical theory of epidemics, Proc. Roy. Soc. London A 155 (1927), 700–721. 
  10. Diffusions, Markov Processes and Martingales, Cambridge University Press, Cambridge 2006. 
  11. Kermack–McKendrick epidemic model revisited, Kybernetika 43 (2007), 4, 395–414. MR2377919
  12. Deterministic and Stochastic Models of AIDS Epidemics and HIV Infections with Intervention, World Scientific, Singapore 2005. MR2169300

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