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.