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相关论文: A phase transition for measure-valued SIR epidemic…

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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…

概率论 · 数学 2016-12-28 Mikhail Urusov , Mihail Zervos

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,…

概率论 · 数学 2021-07-16 Rongli Liu , Yan-Xia Ren , Renming Song

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…

概率论 · 数学 2018-10-19 Yan-Xia Ren , Renming Song , Rui Zhang

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…

统计理论 · 数学 2025-10-28 Falong Tan , Xu Guo , Lixing Zhu

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…

概率论 · 数学 2026-05-20 Nicolas Klodt , Martin S. Krejca

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 $\mathbb{F}$…

计算金融 · 定量金融 2017-02-06 Stéphane Crépey , Shiqi Song

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…

概率论 · 数学 2007-08-06 Ashkan Nikeghbali

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…

种群与进化 · 定量生物学 2025-12-25 Oleg B. Shiryaev

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…

概率论 · 数学 2009-01-05 Steven P. Lalley , Xinghua Zheng

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,…

概率论 · 数学 2015-06-09 Frank Ball , Tom Britton , Pieter Trapman

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…

统计理论 · 数学 2010-03-18 Reinhard Hoepfner , Yury Kutoyants

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…

种群与进化 · 定量生物学 2021-01-06 Ignazio Lazzizzera

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…

核理论 · 物理学 2009-10-30 Heui-Seol Roh , T. Matsui

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…

概率论 · 数学 2017-03-08 Yu Pan , Dayue Chen , Xiaofeng Xue

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…

概率论 · 数学 2008-12-18 Simon Harris , Matthew Roberts

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…

种群与进化 · 定量生物学 2015-06-04 Tibor Antal , P. L. Krapivsky

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} +…

概率论 · 数学 2025-12-09 Kush Kinra , Fernanda Cipriano , Manil T. Mohan

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…

概率论 · 数学 2008-04-11 Dmitry B. Rokhlin

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…

数值分析 · 数学 2022-08-02 B. Takács , I. Faragó , R. Horváth , D. Repovš

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) -…

概率论 · 数学 2025-07-03 Robert Denk , Markus Kunze , Michael Kupper
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