April 2022 Household epidemic models and McKean–Vlasov Poisson driven stochastic differential equations
Raphaël Forien, Étienne Pardoux
Author Affiliations +
Ann. Appl. Probab. 32(2): 1210-1233 (April 2022). DOI: 10.1214/21-AAP1706

Abstract

This paper presents a new view of household epidemic models, where we exploit the fact that the interaction between the households is of mean field type. We prove the convergence, as the number of households tends to infinity, of the number of infectious individuals in a uniformly chosen household to a nonlinear Markov process solving a McKean–Vlasov Poisson driven stochastic differential equation, as well as a propagation of chaos result. We also define a basic reproduction number R and show that if R>1, then the nonlinear Markov process has a unique nontrivial ergodic invariant probability measure, whereas if R1, it converges to 0 as t tends to infinity.

Funding Statement

The two authors were supported in part by the chair “Modélisation mathématique et Biodiversité” of Veolia-Ecole Polytechnique-Muséum National d’Histoire Naturelle-Fondation X.

Acknowledgments

The authors wish to thank Frank Ball for pointing out to them that their first version of this work was not consistent with the classical household models studied in the literature, and two anonymous referees, whose comments resulted in several improvements in our paper.

Citation

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Raphaël Forien. Étienne Pardoux. "Household epidemic models and McKean–Vlasov Poisson driven stochastic differential equations." Ann. Appl. Probab. 32 (2) 1210 - 1233, April 2022. https://doi.org/10.1214/21-AAP1706

Information

Received: 1 July 2019; Revised: 1 October 2020; Published: April 2022
First available in Project Euclid: 28 April 2022

MathSciNet: MR4414704
zbMATH: 1498.92211
Digital Object Identifier: 10.1214/21-AAP1706

Subjects:
Primary: 60F17 , 60K35
Secondary: 92D30

Keywords: Household epidemic model , interacting Markov jump processes , McKean–Vlasov equations

Rights: Copyright © 2022 Institute of Mathematical Statistics

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Vol.32 • No. 2 • April 2022
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