Conditional propagation of chaos in a spatial stochastic epidemic model with common noise
We study a stochastic spatial epidemic model where the N individuals carry two features: a position and an infection state, interact and move in R d . In this Markovian model, the evolution of infection states are described with the help of the Poisson Point Processes , whereas the displacement of i...
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Veröffentlicht in: | Stochastic partial differential equations : analysis and computations 2022-09, Vol.10 (3), p.1180-1210 |
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Sprache: | eng |
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Zusammenfassung: | We study a stochastic spatial epidemic model where the
N
individuals carry two features: a position and an infection state, interact and move in
R
d
. In this Markovian model, the evolution of infection states are described with the help of the Poisson Point Processes , whereas the displacement of individuals are driven by mean field interactions, a (state dependence) diffusion and also a common noise, so that the spatial dynamic is a random process. We prove that when the number
N
of individual goes to infinity, the conditional propagation of chaos holds : conditionally to the common noise, the individuals are asymptotically independent and the stochastic dynamic converges to a “random” nonlinear McKean-Vlasov process. As a consequence, the associated empirical measure converges to a measure, which is solution of a stochastic mean-field PDE driven by the common noise. |
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ISSN: | 2194-0401 2194-041X |
DOI: | 10.1007/s40072-022-00268-4 |