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Stochastic approximation for the general epidemic

Published online by Cambridge University Press:  14 July 2016

Donald Ludwig
Donald Ludwig*
Affiliation:
Courant Institute of Mathematical Sciences, New York University
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Abstract

A system of equations is introduced whose solutions are remarkably close to corresponding solutions of the “general stochastic epidemic”. If N is the population size, then there are approximately equations to be solved for the general stochastic epidemic while the number of equations in the approximating system is proportional to N. An asymptotic approximation to the general stochastic epidemic is also introduced. Numerical comparisons of the stochastic and asymptotic approximations with the exact solution are presented.

Keywords

STOCHASTIC EPIDEMICRELATED STOCHASTIC SYSTEM: NUMERICAL SOLUTIONS OF STOCHASTIC PROCESSESASYMPTOTIC SOLUTIONS FOR STOCHASTIC PROCESSES

Information

Type
Research Papers
Information
Journal of Applied Probability , Volume 10 , Issue 2 , June 1973 , pp. 263 - 276
Copyright
Copyright © Applied Probability Trust 1973 

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References

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