Large deviation principle for epidemic models
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Cites work
- A simple vaccination model with multiple endemic states
- Exponential martingales and changes of measure for counting processes
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- scientific article; zbMATH DE number 3274494 (Why is no real title available?)
- scientific article; zbMATH DE number 2237386 (Why is no real title available?)
- scientific article; zbMATH DE number 4185455 (Why is no real title available?)
- Large deviations for Markov processes with discontinuous statistics. I: General upper bounds
- Large deviations for stochastic processes.
- Large deviations techniques and applications.
- Large Deviations with Diminishing Rates
- Large-sample analysis for a stochastic epidemic model and its parameter estimators
- Random Perturbations of Dynamical Systems
- Strong approximation theorems for density dependent Markov chains
- The minimum effort required to eradicate infections in models with backward bifurcation
Cited in
(18)- Large deviations for discrete-time epidemic models
- Optimal control of diffusion processes pertaining to an opioid epidemic dynamical model with random perturbations
- Moderate deviations of density-dependent Markov chains
- Large deviations for Markov jump processes with uniformly diminishing rates
- Moderate deviations and extinction of an epidemic
- Well-posedness of Hamilton-Jacobi equations in population dynamics and applications to large deviations
- Large and moderate deviation principles for susceptible-infected-removed epidemic in a random environment
- A stochastic SIR model on a graph with epidemiological and population dynamics occurring over the same time scale
- Large deviations of the exit measure through a characteristic boundary for a Poisson driven SDE
- Large deviations for infectious diseases models
- Statistical inference for unknown parameters of stochastic SIS epidemics on complete graphs
- Large deviation principle for reflected Poisson driven stochastic differential equations in epidemic models
- scientific article; zbMATH DE number 7709547 (Why is no real title available?)
- Large-deviation properties of SIR model incorporating protective measures
- Large deviation for slow-fast McKean-Vlasov stochastic differential equations driven by fractional Brownian motions and Brownian motions
- Large and moderate deviations for empirical density fields of stochastic SEIR epidemics with vertex-dependent transition rates
- Large deviations of mean-field jump-Markov processes on structured sparse random graphs
- Large deviations of piecewise-deterministic Markov processes with application to stochastic calcium waves
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