Journal article

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

Abstract

In this study, COVID-19 data in Turkey is investigated by Stochastic Differential Equation Modeling (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 (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 equationEuler Maruyama approximation methodMaximum likelihood estimation methodCOVID 19 data

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