Analysis of a stochastic SIR model with fractional Brownian motion
From MaRDI portal
Publication:4622814
DOI10.1080/07362994.2018.1490912zbMath1407.92125OpenAlexW2895460625WikidataQ129151010 ScholiaQ129151010MaRDI QIDQ4622814
Sami Keraani, Tomás Caraballo Garrido
Publication date: 18 February 2019
Published in: Stochastic Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://idus.us.es/handle//11441/84199
Epidemiology (92D30) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stability of solutions to ordinary differential equations (34D20)
Related Items (2)
Solutions of a disease model with fractional white noise ⋮ Asymptotic Stability for Stochastic Dissipative Systems with a Hölder Noise
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Predation with indirect effects in fluctuating environments
- Pathwise solutions of SPDEs driven by Hölder-continuous integrators with exponent larger than \(1/2\) and random dynamical systems
- A comparison between random and stochastic modeling for a SIR model
- Integration with respect to fractal functions and stochastic calculus. I
- Stochastic calculus for fractional Brownian motion and related processes.
- Nonautonomous bifurcation scenarios in SIR models
- Chemostats with random inputs and wall growth
- STOCHASTIC POROUS MEDIA EQUATION DRIVEN BY FRACTIONAL BROWNIAN MOTION
- Stochastic Lattice Dynamical Systems with Fractional Noise
This page was built for publication: Analysis of a stochastic SIR model with fractional Brownian motion