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A model for the evolution of a large population interacting system is considered in which a marked Poisson processes influences their evolution, together with a Brownian motion. Mean field McKean-Vlasov limits of such system are formulated…
A system of interacting particles described by stochastic differential equations is considered. As oppopsed to the usual model, where the noise perturbations acting on different particles are independent, here the particles are subject to…
In this article, we study an interacting particle system in the context of epidemiology where the individuals (particles) are characterized by their position and infection state. We begin with a description at the microscopic level where…
We study the stochastic system of interacting neurons introduced in De Masi et al. (2015) and in Fournier and L\"ocherbach (2016) in a diffusive scaling. The system consists of $N$ neurons, each spiking randomly with rate depending on its…
The propagation of chaos is a central concept of kinetic theory that serves to relate the equations of Boltzmann and Vlasov to the dynamics of many-particle systems. Propagation of chaos means that molecular chaos, i.e., the stochastic…
We investigate a McKean-Vlasov stochastic differential equation with an additive common noise and in which the interaction is through the conditional expectation. We show that, in the presence of an additive individual noise, existence and…
We investigate a model for spatial epidemics explicitly taking into account bi-directional movements between base and destination locations on individual mobility networks. We provide a systematic analysis of generic dynamical features of…
This paper presents a new view of household epidemic models, where the interaction between the households is of mean field type. We thus obtain in the limit of infinitely many households a nonlinear Markov process solution of a McKean -…
We propose a Markovian stochastic approach to model the spread of a SARS-CoV-2-like infection within a closed group of humans. The model takes the form of a Partially Observable Markov Decision Process (POMDP), whose states are given by the…
The impact of spatial structure on the spread of an epidemic is an important issue in the propagation of infectious diseases. Recent studies, both deterministic and stochastic, have made it possible to understand the importance of the…
A system of interacting multiclass finite-state jump processes is analyzed. The model under consideration consists of a block-structured network with dynamically changing multi-colors nodes. The interaction is local and described through…
We develop a stochastic two-patch epidemic model with nonlinear recidivism to investigate infectious disease dynamics in heterogeneous populations. Extending a deterministic framework, we introduce stochasticity to account for random…
The ordinary contact process is used to model the spread of a disease in a population. In this model, each infected individual waits an exponentially distributed time with parameter 1 before becoming healthy. In this paper, we introduce and…
In this paper we study the diffusion of an SIS-type epidemics on a network under the presence of a random environment, that enters in the definition of the infection rates of the nodes. Accordingly, we model the infection rates in the form…
We consider a system of $N$ interacting particles, described by SDEs driven by Poisson random measures, where the coefficients depend on the empirical measure of the system. Every particle jumps with a jump rate depending on its position.…
We consider a simple stochastic $N$-particle system, already studied by the same authors in \cite{CPS21}, representing different populations of agents. Each agent has a label describing his state of health. We show rigorously that, in the…
The notion of propagation of chaos for large systems of interacting particles originates in statistical physics and has recently become a central notion in many areas of applied mathematics. The present review describes old and new methods…
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 study the asymptotics of the point process induced by an interacting particle system with mean-field drift interaction. Under suitable assumptions, we establish propagation of chaos for this point process: it has the same weak limit as…
We analyze four models of epidemic spreading using a stochastic approach in which the primary stochastic variables are the numbers of individuals in each class. The stochastic approach is described by a master equation and the transition…