English

Conditional propagation of chaos in a spatial stochastic epidemic model with common noise

Probability 2021-11-05 v1

Abstract

We study a stochastic spatial epidemic model where the NN individuals carry two features: a position and an infection state, interact and move in Rd\R^d. In this Markovian model, the evolution of the infection states are described with the help of the Poisson Point Processes , whereas the displacement of the individuals are driven by mean field advection, a (state dependence) diffusion and also a common noise, so that the spatial dynamic is a random process. We prove that when the number NN of individual goes to infinity, the conditional propagation of chaos holds : conditionnally to the common noise, the individuals are asymptotically independent and the stochastic dynamic converges to a "random" nonlinear McKean-Vlasov process. As a consequence, the associated empirical measure converges to a measure, which is solution of a stochastic mean-field PDE driven by the common noise.

Keywords

Cite

@article{arxiv.2111.02733,
  title  = {Conditional propagation of chaos in a spatial stochastic epidemic model with common noise},
  author = {Yen V. Vuong and Maxime Hauray and Etienne Pardoux},
  journal= {arXiv preprint arXiv:2111.02733},
  year   = {2021}
}