Numerical convergence of some stochastic compartmental models in epidemiology

Stefana Fandresena Tsilefa; Solym Manou-Abi; Angelo Raherinirina

Conference papers

Numerical convergence of some stochastic compartmental models in epidemiology

Stefana Fandresena Tsilefa ¹ Solym Manou-Abi ^{2, 3} Angelo Raherinirina ¹

1 Université de Fianarantsoa

2 IMAG - Institut Montpelliérain Alexander Grothendieck

3 CUFR - Centre Universitaire de Formation et de Recherche de Mayotte

Abstract : We propose a numerical study to analyse the convergence of some stochastic models including some parameter estimation using classical estimation procedure. We illustrate the convergence of a continuous time Markov chain, a Poisson stochastic model, to a deterministic model. Simulations highlight the differences in the speed of convergence of the stochastic models considered. We end with a discussion on some forthcoming theoretical developments.

Keywords : Stochastic epidemic model Pure jump Markov chain Poisson process Itô's integral

Document type :

Conference papers

Domain :

Computer Science [cs] / Modeling and Simulation

Statistics [stat] / Applications [stat.AP]

Mathematics [math] / Probability [math.PR]

Complete list of metadata

https://hal.inria.fr/hal-03715840
Contributor : Angelo Fulgence Raherinirina Connect in order to contact the contributor
Submitted on : Wednesday, July 6, 2022 - 7:30:56 PM
Last modification on : Friday, August 5, 2022 - 2:44:08 PM

Numerical convergence of some stochastic compartmental models in epidemiology

File

Identifiers

Collections

Citation

Export

Metrics

0

0

Numerical convergence of some stochastic compartmental models in epidemiology

File

Identifiers

Collections

Citation

Export

Share

Metrics

0

0