Large deviation principle for Poisson driven SDEs in epidemic models
Probability
2020-03-10 v1
Abstract
We consider a general class of epidemic models obtained by applying a random time change to a collection of Poisson processes and we show the large deviation principle for such models. We generalize to a more general situation the approach followed by Dolgoaschinnykh [3] in the case of the SIR epidemic model. Thanks to an assumption which is satisfied in many examples, we simplify the recent work by P. Kratz and E. Pardoux [8].
Cite
@article{arxiv.1606.01619,
title = {Large deviation principle for Poisson driven SDEs in epidemic models},
author = {Etienne Pardoux and Brice Samegni-Kepgnou},
journal= {arXiv preprint arXiv:1606.01619},
year = {2020}
}