English

On a class of stochastic differential equations with random and H\"older continuous coefficients arising in biological modeling

Probability 2019-07-24 v1

Abstract

Inspired by the paper Greenhalgh et al. [5] we investigate a class of two dimensional stochastic differential equations related to susceptible-infected-susceptible epidemic models with demographic stochasticity. While preserving the key features of the model considered in [5], where an ad hoc approach has been utilized to prove existence, uniqueness and non explosivity of the solution, we consider an encompassing family of models described by a stochastic differential equation with random and H\"older continuous coefficients. We prove the existence of a unique strong solution by means of a Cauchy-Euler-Peano approximation scheme which is shown to converge in the proper topologies to the unique solution

Keywords

Cite

@article{arxiv.1812.09675,
  title  = {On a class of stochastic differential equations with random and H\"older continuous coefficients arising in biological modeling},
  author = {Enrico Bernardi and Vinayak Chuni and Alberto Lanconelli},
  journal= {arXiv preprint arXiv:1812.09675},
  year   = {2019}
}

Comments

21 pages, 1 figur, 2 tables