We provide a probabilistic SIRD model for the COVID-19 pandemic in Italy, where we allow the infection, recovery and death rates to be random. In particular, the underlying random factor is driven by a fractional Brownian motion. Our model is simple and needs only some few parameters to be calibrated.

A fractional model for the COVID-19 pandemic: Application to Italian data / Alòs, Elisa; Elvira Mancino, Maria; Merino, Raúl; Sanfelici, Simona. - In: STOCHASTIC ANALYSIS AND APPLICATIONS. - ISSN 0736-2994. - 39:5(2021), pp. 842-860. [10.1080/07362994.2020.1846563]

A fractional model for the COVID-19 pandemic: Application to Italian data

Simona Sanfelici
Membro del Collaboration Group
2021-01-01

Abstract

We provide a probabilistic SIRD model for the COVID-19 pandemic in Italy, where we allow the infection, recovery and death rates to be random. In particular, the underlying random factor is driven by a fractional Brownian motion. Our model is simple and needs only some few parameters to be calibrated.
2021
A fractional model for the COVID-19 pandemic: Application to Italian data / Alòs, Elisa; Elvira Mancino, Maria; Merino, Raúl; Sanfelici, Simona. - In: STOCHASTIC ANALYSIS AND APPLICATIONS. - ISSN 0736-2994. - 39:5(2021), pp. 842-860. [10.1080/07362994.2020.1846563]
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11381/2884393
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