Modeling Transmission Intensity in SI Epidemics via CIR and Jacobi Processes: Asymptotic Results and Preliminary Intervention Strategies
This paper introduces a way of modeling the epidemic transmission rate using a stochastic process of the form $(β_t = φ(t)P_t : t \ge 0)$, where the positive deterministic function $φ(t)$ models the impact of a public health intervention and $P_t$ describes the stochastic evolution of the infection rate in the absence of any control measures. We establish general asymptotic results for an SI model governed by $(β_t : t \ge 0)$, showing that the asymptotic behavior is determined by the integrated intensity process $(H_t =\int_0^t β_s \, ds : t \ge 0)$. We study the intrinsically bounded Jacobi process and the Cox--Ingersoll--Ross (CIR) process as models for $(P_t : t \ge 0)$; both exhibit almost surely positive sample paths. We highlight that in the case of non-intervention $(φ\equiv 1)$, the process $(H_t : t \ge 0)$ is considerably more analytically tractable. Finally, we present numerical simulations for both models in two different scenarios: the case of non-intervention $(φ(t)=1)$ and the case of a successful intervention strategy (where $\int_0^\infty φ(t) \, dt < \infty$) modeled using exponential decay $φ(t) = e^{-αt}$ for both models.