The final size of a nearly critical epidemic, and the first passage time of a Wiener process to a parabolic barrier

DOI10.1239/jap/1032265215zbMath0919.92034OpenAlexW2048578032MaRDI QIDQ4228269

Anders Martin-Löf

Publication date: 2 September 1999

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1239/jap/1032265215

zbMATH Keywords

Wiener processdiffusion approximationspectral theorypassage timeAiry functionssize of epidemicnearly critical epidemicparabolic barrier

Mathematics Subject Classification ID

Epidemiology (92D30) Stopping times; optimal stopping problems; gambling theory (60G40) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)

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