Related papers: A phase transition for measure-valued SIR epidemic…
We consider the decreasing and the increasing $r$-excessive functions $\varphi_r$ and $\psi_r$ that are associated with a one-dimensional conservative regular continuous strong Markov process $X$ with values in an interval with endpoints…
Suppose $X=\{X_t, t\ge 0\}$ is a supercritical superprocess. Let $\phi$ be the non-negative eigenfunction of the mean semigroup of $X$ corresponding to the principal eigenvalue $\lambda>0$. Then $M_t(\phi)=e^{-\lambda t}\langle\phi,…
Suppose that $X=\{X_t, t\ge 0; \mathbb{P}_{\mu}\}$ is a supercritical superprocess in a locally compact separable metric space $E$. Let $\phi_0$ be a positive eigenfunction corresponding to the first eigenvalue $\lambda_0$ of the generator…
This paper explores hypothesis testing for the parametric forms of the mean and variance functions in regression models under diverging-dimension settings. To mitigate the curse of dimensionality, we introduce weighted residual empirical…
Stochastic infection processes are continuous-time Markov chains on graphs that assign each vertex one of multiple states, such as susceptible, infected, or recovered. Depending on the model, vertices change their state based on random…
On a probability space $(\Omega,\mathcal{A},\mathbb{Q})$ we consider two filtrations $\mathbb{F}\subset \mathbb{G}$ and a $\mathbb{G}$ stopping time $\theta$ such that the $\mathbb{G}$ predictable processes coincide with $\mathbb{F}$…
In this paper, we consider the special class of positive local submartingales (X_{t}) of the form: X_{t}=N_{t}+A_{t}, where the measure (dA_{t}) is carried by the set {t: X_{t}=0}. We show that many examples of stochastic processes studied…
A class of multiple-timescale asymptotic solutions to the equations of the susceptible-infected-recovered (SIR) model is presented for the case of high basic reproduction number, with the inverse of the latter employed as the expansion…
The behavior at criticality of spatial SIR (susceptible/infected/recovered) epidemic models in dimensions two and three is investigated. In these models, finite populations of size N are situated at the vertices of the integer lattice, and…
Consider a large uniformly mixing dynamic population, which has constant birth rate and exponentially distributed lifetimes, with mean population size $n$. A Markovian SIR (susceptible $\to$ infective $\to$ recovered) infectious disease,…
We consider a diffusion $(\xi_t)_{t\ge 0}$ with some $T$-periodic time dependent input term contained in the drift: under an unknown parameter $\vth\in\Theta$, some discontinuity - an additional periodic signal - occurs at times…
The SIR(D) epidemiological model is defined through a system of transcendental equations, not solvable by elementary functions. In the present paper those equations are successfully replaced by approximate ones, whose solutions are given…
We study the chiral phase transition at finite temperature in the linear sigma model by employing a self-consistent Hartree approximation. This approximation is introduced by imposing self-consistency conditions on the effective meson mass…
This paper is concerned with contact process with random vertex weights on regular trees, and study the asymptotic behavior of the critical infection rate as the degree of the trees increasing to infinity. In this model, the infection…
We consider a change of measure by a martingale $Z_t$ and clarify that in general $1/Z_t$ is only a supermartingale under the changed measure. We then give a necessary and sufficient condition for the event that the limit of the martingale…
Multiple-type branching processes that model the spread of infectious diseases are investigated. In these stochastic processes, the disease goes through multiple stages before it eventually disappears. We mostly focus on the critical…
The convective Brinkman-Forchheimer equations (CBFEs) \[ \frac{\partial \boldsymbol{X}}{\partial t} - \mu \Delta\boldsymbol{X} + (\boldsymbol{X}\cdot\nabla)\boldsymbol{X} + \alpha\boldsymbol{X} + \beta|\boldsymbol{X}|^{r-1}\boldsymbol{X} +…
For a $d$-dimensional stochastic process $(S_n)_{n=0}^N$ we obtain criteria for the existence of an equivalent martingale measure, whose density $z$, up to a normalizing constant, is bounded from below by a given random variable $f$. We…
In this article a space-dependent epidemic model equipped with a constant latency period is examined. We construct a delay partial integro-differential equation and show that its solution possesses some biologically reasonable features. We…
In this article, we develop a semigroup-theoretic framework for the analytic characterisation of martingales with path-dependent terminal conditions. Our main result establishes that a measurable adapted process of the form \[ V(t) -…