Large deviation principle for Poisson driven SDEs in epidemic models

Etienne Pardoux; Brice Samegni-Kepgnou

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arXiv · 1606.01619

Large deviation principle for Poisson driven SDEs in epidemic models

Etienne Pardoux·Brice Samegni-Kepgnou

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Abstract

We consider a general class of epidemic models obtained by applying a random time change to a collection of Poisson processes and we show the large deviation principle for such models. We generalize to a more general situation the approach followed by Dolgoaschinnykh [3] in the case of the SIR epidemic model. Thanks to an assumption which is satisfied in many examples, we simplify the recent work by P. Kratz and E. Pardoux [8].

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Etienne Pardoux, Brice Samegni-Kepgnou. 2016-06-06. Large deviation principle for Poisson driven SDEs in epidemic models. https://arxiv.org/abs/1606.01619

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