Conditional propagation of chaos in a spatial stochastic epidemic model with common noise

DOI10.1007/S40072-022-00268-4MaRDI QIDQ2093313zbMATH OpenOpenAlexWikidataFDO

Authors Yen V. Vuong, Maxime Hauray, Etienne Pardoux

Publication date 7 November 2022

Published in Stochastic and Partial Differential Equations. Analysis and Computations (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2111.02733

zbMATH Keywords

conditional propagation of chaosmean field limitspatial epidemic modelstochastic epidemic model

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Kinetic theory of gases in time-dependent statistical mechanics (82C40) Epidemiology (92D30)

Abstract: 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 the infection states are described with the help of the Poisson Point Processes , whereas the displacement of the individuals are driven by mean field advection, 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 : conditionnally 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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Cited in

(9)

• Propagation of chaos for a stochastic particle system modelling epidemics
• Impulse control of conditional McKean-Vlasov jump diffusions
• A spatial stochastic epidemic model: law of large numbers and central limit theorem
• Coupling by change of measure for conditional McKean-Vlasov SDEs and applications
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