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(2020), 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
2020

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.
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(2020), pp. 842-860. [10.1080/07362994.2020.1846563]
File in questo prodotto:
Non ci sono file associati a questo prodotto.

I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.

Utilizza questo identificativo per citare o creare un link a questo documento: http://hdl.handle.net/11381/2884393
Citazioni
  • ???jsp.display-item.citation.pmc??? ND
  • Scopus 1
  • ???jsp.display-item.citation.isi??? 2
social impact