Related papers: Stochastic SIR Levy jump model with heavy tailed i…
We study two simple mathematical models of the epidemic. At first, we study the repetitive infection spreading in a simplified SIRS model including the effect of the decay of the acquired immune. The model is an intermediate model of the…
We investigate the SIR epidemic on a dynamic inhomogeneous Erd\H{o}s-R\'enyi random graph, in which vertices are of one of $k$ types and in which edges appear and disappear independently of each other. We establish a functional law of large…
We address estimation of parametric coefficients of a pure-jump L\'evy driven univariate stochastic differential equation (SDE) model, which is observed at high frequency over a fixed time period. It is known from the previous study Masuda…
This work examines the discrete-time networked SIR (susceptible-infected-recovered) epidemic model, where the infection and recovery parameters may be time-varying. We provide a sufficient condition for the SIR model to converge to the set…
We propose an extension of the classical susceptible infectious recovered (SIR) model that incorporates the effects of spatial propagation of an epidemic through a small number of additional compartments. The model is designed to capture…
We propose a positivity preserving implicit Euler-Maruyama scheme for a jump-extended Cox-Ingersoll-Ross (CIR) process where the jumps are governed by a compensated spectrally positive $\alpha$-stable process for $\alpha \in (1,2)$.…
The mathematical modeling of the propagation of illnesses has an important role from both mathematical and biological points of view. In this article, we observe an SEIR-type model with a general incidence rate and a non-constant…
We analyze confining mechanisms for L\'{e}vy flights. When they evolve in suitable external potentials their variance may exist and show signatures of a superdiffusive transport. Two classes of stochastic jump - type processes are…
An SEIRS epidemic with disease fatalities is introduced in a growing population (modelled as a super-critical linear birth and death process). The study of the initial phase of the epidemic is stochastic, while the analysis of the major…
We present a class of SEIR Markov chain models for infectious diseases observed over discrete time in a random human population living in a closed environment. The population changes over time through random births, deaths, and transitions…
We consider a pure-jump stable Cox-Ingersoll-Ross ($\alpha$-stable CIR) process driven by a non-symmetric stable L{\'e}vy process with jump activity $\alpha$ $\in$ (1, 2) and we address the joint estimation of drift, scaling and jump…
In this paper, we study the effectiveness of the modelling approach on the pandemic due to the spreading of the novel COVID-19 disease and develop a susceptible-infected-removed (SIR) model that provides a theoretical framework to…
The estimation of the L\'{e}vy density, the infinite-dimensional parameter controlling the jump dynamics of a L\'{e}vy process, is considered here under a discrete-sampling scheme. In this setting, the jumps are latent variables, the…
In this paper, we study an analytically tractable SIS model with a non-linear incidence rate for the number of infectious individuals described through a stochastic differential equation (SDE). We guarantee the existence of a positive…
In this paper, we study the dynamics of the susceptible-infected-recovered (SIR) model on a network with community structure, namely the stochastic block model (SBM). As usual, the SIR model is a stochastic model for an epidemic where…
We consider an individual-based SIR stochastic epidemic model in continuous space. The evolution of the epidemic involves the rates of infection and cure of individuals. We assume that individuals move randomly on the two-dimensional torus…
We propose a new dynamic SIR model that, in contrast with the available model on time scales, is biological relevant. For the new SIR model we obtain an explicit solution, we prove the asymptotic stability of the extinction and disease-free…
In this paper, we develop a robust economic model predictive controller for the containment of stochastic Susceptible-Exposed-Infected-Vigilant (SEIV) epidemic processes which drives the process to extinction quickly, while minimizing the…
Continuous-time stochastic systems have attracted a lot of attention recently, due to their wide-spread use in finance for modelling price-dynamics. More recently models taking into accounts shocks have been developed by assuming that the…
We consider a jump-type Cox--Ingersoll--Ross (CIR) process driven by a standard Wiener process and a subordinator, and we study asymptotic properties of the maximum likelihood estimator (MLE) for its growth rate. We distinguish three cases:…