6533b82afe1ef96bd128b661
RESEARCH PRODUCT
Co-jumps and Markov Counting Systems in Random Environments
Carles Bretósubject
CombinatoricsSystem of differential equationsMarkov chainInfinitesimalStatistical physicsNoise correlationMathematicsdescription
Motivated by the analysis of multi-strain infectious disease data, we provide closed-form transition rates for continuous-time Markov chains that arise from subjecting Markov counting systems to correlated environmental noises. Noise correlation induces co-jumps or counts that occur simultaneously in several counting processes. Such co-jumps are necessary and sufficient for infinitesimal correlation between counting processes of the system. We analyzed such infinitesimal correlation for a specific infectious disease model by randomizing time of Kolmogorov’s Backward system of differential equations based on appropriate stochastic integrals.
| year | journal | country | edition | language |
|---|---|---|---|---|
| 2020-11-25 |