arXiv subjects

Giulia Binotto

Publications and source records attributed to Giulia Binotto.

4 recordsLinked to original sources

arXiv2022

Time-dependent non-homogeneous stochastic epidemic model of SIR type

To better describe the spread of a disease, we extend a discrete time stochastic SIR-type epidemic model of Tuckwell and Williams. We assume the dependence on time of the number of daily encounters and include a parameter to represent a possible quarantine of the infectious individuals. We provide an analytic description of this Markovian model and investigate its dynamics. Both a diffusion approximation and the basic reproduction number are derived. Through several simulations, we show how the evolution of a disease is affected by the distribution of the number of daily encounters and its dependence on time.

q-bio.PE↗

arXiv2020

Convergence of delay equations driven by a Hölder continuous function of order $β\in(\frac13,\frac12)$

In this note we show that, when the delay goes to zero, the solution of multidimensional delay differential equations driven by a Hölder continuous function of order $β\in (\frac13,\frac12)$ converges with the supremum norm to the solution for the equation without delay. As an application, we discuss the applications to stochastic differential equations.

math.PR↗

arXiv2016

Weak symmetric integrals with respect to the fractional Brownian motion

The aim of this paper is to establish the weak convergence, in the topology of the Skorohod space, of the $ν$-symmetric Riemann sums for functionals of the fractional Brownian motion when the Hurst parameter takes the critical value $H=(4\ell+2)^{-1}$, where $\ell=\ell(ν)\geq 1$ is the largest natural number satisfying $\int_0^1 α^{2j}ν(dα)=(2j+1)^{-1}$ for all $j=0,\ldots,\ell-1$. As a consequence, we derive a change-of-variable formula in distribution, where the correction term is a stochastic integral with respect to a Brownian motion that is independent of the fractional Brownian motion.

math.PR↗

arXiv2015

The complex Brownian motion as a strong limit of processes constructed from a Poisson process

We construct a family of processes, from a single Poisson process, that converges in law to a complex Brownian motion. Moreover, we find realizations of these processes that converge almost surely to the complex Brownian motion, uniformly on the unit time interval. Finally the rate of convergence is derived.

math.PR↗