221019 Bruno Remillard

Behaviour of a stochastic SIQR model.

Speaker: Bruno Remillard, HEC Montréal

Date and Time: Wednesday, October 19, 2022 - 2:00pm to 3:00pm

Abstract

In this talk, I will present a new deterministic SIQR model and its stochastic version, using systems of stochastic differential equations. Properties like extinction with probability one and existence of a unique stationary distribution are studied, leading to improved definitions of reproduction numbers. An example of application with COVID-19 data from Canada is used to estimate the transmission rate and basic reproduction number while constructing a model fitting the data.

This is joint work with Idriss Sekkak, Bouchra R. Nasri, Jude Dzevela Kong, and Mohamed El Fatini.

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