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Applications of martingale theory to some epidemic models

  • Philippe Picard (a1)

Abstract

The purpose of this paper is to give some very simple applications of martingales to epidemics. The results are all connected with stopping times T (for instance the classical end of epidemic) and include the expression of the joint generating function Laplace transform of and and simple relations between moments of these three variables. (Here Xt and Yt respectively denote the numbers of susceptibles and carriers.) We also give several relations between different types of epidemics. Although this paper only deals with Downton's model, some of the methods are still valid for more general models.

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Postal address: Mathématiques Appliquées, 43, Boulevard du 11 Novembre 1918, 69621 Villeurbanne, France.

References

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Applications of martingale theory to some epidemic models

  • Philippe Picard (a1)

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