Large deviation principle for reflected Poisson driven stochastic differential equations in epidemic models

DOI10.1080/07362994.2019.1616556zbMath1481.60067arXiv1808.04621OpenAlexW2947668934WikidataQ127859644 ScholiaQ127859644MaRDI QIDQ5231191

Brice Samegni Kepgnou, Etienne Pardoux

Publication date: 26 August 2019

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1808.04621

zbMATH Keywords

law of large numberslarge deviation principlePoisson process

Mathematics Subject Classification ID

Epidemiology (92D30) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Large deviations (60F10) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Related Items (2)

Large deviations of the exit measure through a characteristic boundary for a Poisson driven SDE ⋮ Unnamed Item

Cites Work

• Unnamed Item
• The minimum effort required to eradicate infections in models with backward bifurcation
• Large deviations for Markov processes with discontinuous statistics. I: General upper bounds
• A simple vaccination model with multiple endemic states
• Large deviations results for the exit problem with characteristic boundary
• Large deviation principle for epidemic models
• Large Deviations for Infectious Diseases Models

This page was built for publication: Large deviation principle for reflected Poisson driven stochastic differential equations in epidemic models