Youssef El-Khatib, Qasem M. Al-Mdallal
Department of Mathematical Sciences, United Arab Emirates University, Al-Ain, UAE.
Stochastic Differential Equations (SDEs) are widely used to model numerous physical quantities across various scientific fields. In particular, linear SDEs play an essential role in epidemic modeling, where ensuring the positivity of key variables is crucial for meaningful results. Previous studies have established positivity using probabilistic arguments, as in Theorem 3.1 of [10]. In this work, we propose an alternative method for demonstrating the positivity of solutions to linear SDEs by employing Itô’s formula. Furthermore, we present several examples illustrating the application of stochastic epidemic models, thereby confirming the effectiveness and simplicity of the proposed approach.
Keywords: Epidemic models; Stochastic differential equations; Stochastic epidemic models.
El-Khatib, Y., & Al-mdallal, Q. (2022). On solving sdes with linear coefficients and application to stochastic epidemic models. Advances in the Theory of Nonlinear Analysis and its Application , 6 (2), 280-286.