Analysis of a stochastic SIR model with fractional Brownian motion

In this article, a stochastic version of a SIR nonautonomous model previously introduced in Kloeden and Kozyakin (2011) is considered. The noise considered is a fractional Brownian motion which satisfies the property of long range memory, which roughly implies that the decay of stochastic dependence...

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Detalhes bibliográficos
Autores: Caraballo Garrido, Tomás, Keraani, Sami
Formato: artículo
Estado:Versión enviada para evaluación y publicación
Fecha de publicación:2018
País:España
Recursos:Universidad de Sevilla (US)
Repositorio:idUS. Depósito de Investigación de la Universidad de Sevilla
OAI Identifier:oai:idus.us.es:11441/84199
Acesso em linha:https://hdl.handle.net/11441/84199
https://doi.org/10.1080/07362994.2018.1490912
Access Level:acceso abierto
Palavra-chave:SIR model
Epidemiology
Fractional Brownian motion
Descrição
Resumo:In this article, a stochastic version of a SIR nonautonomous model previously introduced in Kloeden and Kozyakin (2011) is considered. The noise considered is a fractional Brownian motion which satisfies the property of long range memory, which roughly implies that the decay of stochastic dependence with respect to the past is only subexponentially slow, what makes this kind of noise a realistic choice for problems with long memory in the applied sciences. The stochastic model containing a standard Brownian motion has been studied in Caraballo and Colucci (2016). In this paper, we analyze the existence and uniqueness of solutions to our stochastic model as well as their positiveness.