Related papers: A phase transition for measure-valued SIR epidemic…

We show that all local martingales with respect to the initially enlarged natural filtration of a vector of multivariate point processes can be weakly represented up to the minimum among the explosion times of the components. We also prove…

We study the McKean--Vlasov equation on the finite tori of length scale $L$ in $d$--dimensions. We derive the necessary and sufficient conditions for the existence of a phase transition, which are based on the criteria first uncovered in…

In this paper we are concerned with the SIR (Susceptible-Infective-Removed) epidemic on open clusters of bond percolation on the squared lattice. For the SIR model, a susceptible vertex is infected at rate proportional to the number of…

Stochastic discrete-time SIS and SIR models of endemic diseases are introduced and analyzed. For the deterministic, mean-field model, the basic reproductive number $R_0$ determines their global dynamics. If $R_0\le 1$, then the frequency of…

In this article, we consider additive functionals $\zeta_t = \int_0^t f(X_s)\mathrm{d} s$ of a c\`adl\`ag Markov process $(X_t)_{t\geq 0}$ on $\mathbb{R}$. Under some general conditions on the process $(X_t)_{t\geq 0}$ and on the function…

We study the survival/extinction phase transition for contact processes with quenched disorder. The disorder is given by a locally finite random graph with vertices indexed by the integers that is assumed to be invariant under index shifts…

We study the discrete-time threshold-$\theta \geq 2$ contact process on random graphs of general degrees. For random graphs with a given degree distribution $\mu$, we show that if $\mu$ is lower bounded by $\theta+2$ and has finite $k$th…

We study that the breakdown of epidemic depends on some parameters, that is expressed in epidemic reproduction ratio number. It is noted that when $R_0 $ exceeds 1, the stochastic model have two different results. But, eventually the…

An estimation method is proposed for a wide variety of discrete time stochastic processes that have an intractable likelihood function but are otherwise conveniently specified by an integral transform such as the characteristic function,…

In this work we study a modified Susceptible-Infected-Susceptible (SIS) model in which the infection rate $\lambda$ decays exponentially with the number of reinfections $n$, saturating after $n=l$. We find a critical decaying rate…

We consider an epidemic SIS model described by a multitype birth-and-death process in a randomly switched environment. That is, the infection and cure rates of the process depend on the state of a finite Markov jump process (the…

This paper introduces a way of modeling the epidemic transmission rate using a stochastic process of the form $(\beta_t = \varphi(t)P_t : t \ge 0)$, where the positive deterministic function $\varphi(t)$ models the impact of a public health…

We study the threshold $\theta$ contact process on $\mathbb{Z}^d$ with infection parameter $\lambda$. We show that the critical point $\lambda_{\mathrm{c}}$, defined as the threshold for survival starting from every site occupied, vanishes…

We consider the problem of finding a real valued martingale fitting specified marginal distributions. For this to be possible, the marginals must be increasing in the convex order and have constant mean. We show that, under the extra…

This paper analyzes the dynamics of a level-dependent quasi-birth-death process ${\cal X}=\{(I(t),J(t)): t\geq 0\}$, i.e., a bi-variate Markov chain defined on the countable state space $\cup_{i=0}^{\infty} l(i)$ with $l(i)=\{(i,j) :…

Let $u(s,t)$ be a continuous potential density of a symmetric L\'evy process or diffusion with state space $T$ killed at $T_{0}$, the first hitting time of $0$, or at $\lambda \wedge T_{0}$, where $\lambda$ is an independent exponential…

In this work, some new exact and approximate analytical solutions are obtained for the SIR epidemic model, which is formulated in terms of dimensionless variables and parameters. The susceptibles population (S) is in this way explicitly…

We introduce a new concept of dissipative measure-valued martingale solutions to the stochastic compressible Euler equations. These solutions are weak in the probabilistic sense i.e., the probability space and the driving Wiener process are…

The SIR model is used extensively in the field of epidemiology, in particular, for the analysis of communal diseases. One problem with SIR and other existing models is that they are tailored to random or Erdos type networks since they do…

We study the martingale formulation of the two-dimensional stochastic heat equation (SHE) at criticality. The main theorem proves an exact recursive-type equation that expresses the covariation measures of the SHE in terms of the solutions…