相关论文: A Unified Stochastic SIR Model Driven By L\'{e}vy …
In this paper we introduce a new class of state space models based on shot-noise simulation representations of non-Gaussian L\'evy-driven linear systems, represented as stochastic differential equations. In particular a conditionally…
A significant challenge in many fields of science and engineering is making sense of time-dependent measurement data by recovering governing equations in the form of differential equations. We focus on finding parsimonious ordinary…
We consider the 2D stochastic Navier-Stokes equations driven by noise that has the regularity of space-time white noise but doesn't exactly coincide with it. We show that, provided that the intensity of the noise is sufficiently weak at…
In this paper we prove strong well-posedness for a system of stochastic differential equations driven by a degenerate diffusion satisfying a weak-type H\"ormander condition, assuming H\"older regularity assumptions on the drift coefficient.…
We introduce a general distributional framework that results in a unifying description and characterization of a rich variety of continuous-time stochastic processes. The cornerstone of our approach is an innovation model that is driven by…
The growing literature on the propagation of COVID-19 relies on various dynamic SIR-type models (Susceptible-Infected-Recovered) which yield model-dependent results. For transparency and ease of comparing the results, we introduce a common…
This paper is mainly concerned with a kind of fractional stochastic evolution equations driven by L\'evy noise in a bounded domain. We first state the well-posedness of the problem via iterative approximations and energy estimates. Then,…
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…
In this study, a new and natural way of constructing a stochastic Susceptible-Infected-Susceptible (SIS) model is proposed. This approach is natural in the sense that the disease transmission rate, $\beta$, is substituted with a generic,…
Properties of systems driven by white non-Gaussian noises can be very different from these systems driven by the white Gaussian noise. We investigate stationary probability densities for systems driven by $\alpha$-stable L\'evy type noises,…
We establish the existence and uniqueness of strong solutions to stochastic porous media equations driven by L\'{e}vy noise on a $\sigma$-finite measure space $(E,\mathcal{B}(E),\mu)$, and with the Laplacian replaced by a negative definite…
Effect of noise in inducing order on various chaotically evolving systems is reviewed, with special emphasis on systems consisting of coupled chaotic elements. In many situations it is observed that the uncoupled elements when driven by…
We investigate the effects of a time-correlated noise on an extended chaotic system. The chosen model is the Lorenz'96, a kind of "toy" model used for climate studies. Through the analysis of the system's time evolution and its time and…
In this paper we study the finite-horizon optimal covariance steering problem for a continuous-time linear stochastic system subject to both additive and multiplicative noise. The noise can be continuous or it may contain jumps. Additive…
We study data-driven stabilization of continuous-time systems in autoregressive form when only noisy input-output data are available. First, we provide an operator-based characterization of the set of systems consistent with the data. Next,…
In this paper we consider an SIRS epidemic model under a general assumption of density-dependent mortality. We prove the global stability of the disease-free equilibrium and propose a Lyapunov function that allows to demonstrate the global…
Our study is based on an epidemiological compartmental model, the SIRS model. In the SIRS model, each individual is in one of the states susceptible (S), infected(I) or recovered (R), depending on its state of health. In compartment R, an…
This study focuses on analyzing a deterministic SIR model governing the dynamics of the hosts and vectors on an urban network. Our analysis scrutinizes the typical existence--stability of the equilibria as well as the sensitivity of the…
The study of epidemic models plays an important role in mathematical epidemiology. There are many researches on epidemic models using ordinary differential equations, partial differential equations or stochastic differential equations. In…
We modify the coupling method established in [22, 20] and develop a technique to prove the exponential mixing of a 2D stochastic system forced by degenerate Levy noises. In particular, these Levy noises include $\alpha$-stable noises (0 <…