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arXiv · 1312.5903

Co-jumps and Markov counting systems in random environments

Carles Bretó
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Abstract

We provide transition rates for Markov counting systems subject to correlated environmental noises motivated by multi-strain disease models. Such noises induce simultaneous counts, which can help model infinitesimal count correlation (regardless of whether such correlation is due to correlated noises).

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Carles Bretó. 2013-12-20. Co-jumps and Markov counting systems in random environments. https://arxiv.org/abs/1312.5903

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