Fitting the Itô Stochastic differential equation to the COVID-19 data in Turkey

Authors : Sevda ÖZDEMİR ÇALIKUŞU, Fevzi ERDOĞAN

Pages : 192-197

Doi:10.51354/mjen.929656

View : 16 | Download : 17

Publication Date : 2021-12-06

Article Type : Research Paper

Abstract :In this study, COVID-19 data in Turkey is investigated by Stochastic Differential Equation Modeling insert ignore into journalissuearticles values(SDEM);. Firstly, parameters of SDE which occur in mentioned epidemic problem are estimated by using the maximum likelihood procedure. Then, we have obtained reasonable Stochastic Differential Equation insert ignore into journalissuearticles values(SDE); based on the given COVID-19 data. Moreover, by applying Euler-Maruyama Approximation Method trajectories of SDE are achieved. The performances of trajectories are established by Chi-Square criteria. The results are acquired by using statistical software R-Studio.These results are also corroborated by graphical representation.
Keywords : Itô stochastic differential equation, Euler Maruyama approximation method, Maximum likelihood estimation method, COVID 19 data