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