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. - (2020), pp. 1-20. [10.1080/07362994.2020.1846563]
|Appare nelle tipologie:||1.1 Articolo su rivista|