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Carles Rovira

Publications and source records attributed to Carles Rovira.

At least 19 recordsLinked to original sources
arXiv2026

A Stochastic ISCS Markov Model for Fake News Propagation

This paper studies the propagation of fake news through a stochastic rumor spreading model based on Markov chains. Inspired by classical epidemiological SIR models, we consider a generalization of the Daley-Kendall framework for rumours that incorporates fact-checkers, following the Ignorant/Spreader/Checker/Stifler model introduced in Piqueira (2020). The model analyzes the influence of checkers on fake news dynamics. Numerical simulations are used to illustrate the behavior of the system and the impact of fact-checkers.

cs.SI↗
arXiv2025

Weak approximation for Gaussian processes from renewal processes

In previous works, Bardina and Rovira (2023) constructed a family of processes that converge strongly towards Brownian motion, defined from renewal processes, are constructed. In this paper we prove that some of these processes can be utilized to build approximations of Gaussian processes such as fractional Brownian motion or multiple Stratonovich integrals and we provide sufficient conditions on renewal processes to ensure that the convergence holds. An illustrative example of such a Gaussian process is the fractional Brownian motion with any Hurst parameter.

math.PR↗
arXiv2025

On a stochastic epidemic SIR model with non homogenous population: a toy model for HIV

In this paper we generalise a simple discrete time stochastic SIR type model defined by Tuckwell and Williams. The SIR model by Tuckwell and Williams assumes a homogeneous population, a fixed infectious period, and a strict transition from susceptible to infected to recovered. In contrast, our model introduces two groups, $A$ and $B$, where group $B$ has a higher risk of infection due to increased contact rates. Additionally, the duration in the infected class follows a probability distribution rather than being fixed. Finally, individuals in group $B$ can transition directly to the recovered class R, allowing us to analyze the impact of this preventive measure on disease spread. Finally, we apply this model to the spread of HIV, analyzing how risk behaviors, rapid testing, and PrEP-like therapies influence the epidemic dynamics.

q-bio.PE↗
arXiv2024

On the positivity of the density of stochastic delay differential equations driven by a fractional Brownian motion

In this paper, we consider a Stochastic Delay Differential Equation with constant delay $r>0$ and, under the same conditions on the coefficients needed to ensure the smoothness of the density plus an ellipticity condition on the diffusion term, we prove that the density function of the solution is strictly positive in its support. In order to prove it, we give a Gaussian-type lower bound for the density of the solution combining the Nourdin and Viens' density bounding method together with Kohatsu-Higa's method.

math.PR↗
arXiv2023

Existence of density for the solution of stochastic delay differential equations with reflection driven by a fractional Brownian motion

In this note we prove the existence of a density for the law of the solution for 1-dimensional stochastic delay differential equations with normal reflection. The equations are driven by a fractional Brownian motion with Hurst parameter $H > 1/2$. The stochastic integral with respect to the fractional Brownian motion is a pathwise Riemann-Stieltjes integral.

math.PR↗
arXiv2022

Strong limit of processes constructed from a renewal proces

We construct a family of processes, from a renewal process, that have realizations that converge almost surely to the Brownian motion, uniformly on the unit time interval. Finally we compute the rate of convergence in a particular case.

math.PR↗
arXiv2020

A stochastic epidemic model of COVID-19 disease

To model the evolution of diseases with extended latency periods and the presence of asymptomatic patients like COVID-19, we define a simple discrete time stochastic SIR-type epidemic model. We include both latent periods as well as the presence of quarantine areas, to capture the evolutionary dynamics of such diseases.

q-bio.PE↗
arXiv2020

Weak convergence to the fractional Brownian sheet from a Lévy sheet

In this paper, we show an approximation in law, in the space of the continuous functions on $[0,1]^2$, of two-parameter Gaussian processes that can be represented as a Wiener type integral by processes constructed from processes that converge to the Brownian sheet. As an application, we obtain a sequence of processes constructed from a Lévy sheet that converges in law towards the fractional Brownian sheet.

math.PR↗
arXiv2020

On the strong convergence of multiple ordinary integrals to multiple Stratonovich integrals

Given $\{W^{(m)}(t), t \in [0,T]\}_{m \ge 1}$ a sequence of approximations to a standard Brownian motion $W$ in $[0,T]$ such that $W^{(m)}(t)$ converges almost surely to $W(t)$ we show that, under regular conditions on the approximations, the multiple ordinary integrals with respect to $dW^{(m)}$ converge to the multiple Stratonovich integral. We are integrating functions of the type $$f(x_1,\ldots,x_n)=f_1(x_1)\ldots f_n(x_n) I_{\{x_1\le \ldots \le x_n\}},$$ where for each $i \in \{1,\ldots,n\}$, $f_i$ has continuous derivatives in $[0,T].$ We apply this result to approximations obtained from uniform transport processes.

math.PR↗
arXiv2019

Rate of convergence of uniform transport processes to Brownian sheet

In a previous paper we have constructed a family of processes, starting from a set of independent standard Poisson processes, that has realizations that converge almost surely to the Brownian sheet, uniformly in the unit square. Now, a rate of convergence from these processes to Brownian sheet is given.

math.PR↗
arXiv2019

Strong approximations of Brownian sheet by uniform transport processes

Many years ago, Griego, Heath and Ruiz-Moncayo proved that it is possible to define realizations of a sequence of uniform transform processes that converges almost surely to the standard Brownian motion, uniformly on the unit time interval. In this paper we extend their results to the multi parameter case. We begin constructing a family of processes, starting from a set of independent standard Poisson processes, that has realizations that converge almost surely to the Brownian sheet, uniformly on the unit square. At the end the extension to the $d$-parameter Wiener processes is presented.

math.PR↗
arXiv2017

Coinfection in a stochastic model for bacteriophage systems

A system modeling bacteriophage treatments with coinfections in a noisy context is analyzed. We prove that in a small noise regime, the system converges in the long term to a bacteria free equilibrium. Moreover, we compare the treatment with coinfection with the treatment without coinfection, showing how the coinfection affects the dose of bacteriophages that is needed to eliminate the bacteria and the velocity of convergence to the free bacteria equilibrium.

math.PR↗
arXiv2017

Stochastic epidemic SEIRS models with a constant latency period

In this paper we consider the stability of a class of deterministic and stochastic SEIRS epidemic models with delay. Indeed, we assume that the transmission rate could be stochastic and the presence of a latency period of $r$ consecutive days, where $r$ is a fixed positive integer, in the "exposed" individuals class E. Studying the eigenvalues of the linearized system, we obtain conditions for the stability of the free disease equilibrium, in both the cases of the deterministic model with and without delay. In this latter case, we also get conditions for the stability of the coexistence equilibrium. In the stochastic case we are able to derive a concentration result for the random fluctuations and then, using the Lyapunov method, that under suitable assumptions the free disease equilibrium is still stable.

math.PR↗
arXiv2013

Approximations of a complex Brownian motion with processes constructed from a process with independent increments

In this paper, we show an approximation in law of the complex Brownian motion by processes constructed from a stochastic process with independent increments. We give sufficient conditions for the characteristic function of the process with independent increments that ensure the existence of the approximation. We apply these results to Lévy processes. Finally we extend this results to the $m$-dimensional complex Brownian motion.

math.PR↗
arXiv2012

Delay equations with non-negativity constraints driven by a Hölder continuous function of order βin (1/3,1/2)

In this note we prove an existence and uniqueness result of solution for multidimensional delay differential equations with normal reflection and driven by a Hölder continuous function of order $β\in (\frac13,\frac12)$. We also obtain a bound for the supremum norm of this solution. As an application, we get these results for stochastic differential equations driven by a fractional Brownian motion with Hurst parameter H $\in (\frac13,\frac12)$.

math.PR↗