A SIR epidemic model on a refining spatial grid II-Central limit theorem
Thierry Gallou\"et, Etienne Pardoux, T\'enan Yeo

TL;DR
This paper develops a stochastic SIR epidemic model incorporating spatial heterogeneity, and establishes a central limit theorem showing the stochastic model's deviation from the deterministic PDE model converges to a Gaussian process.
Contribution
It introduces a functional central limit theorem for the spatial stochastic SIR model, linking it to a Gaussian process solution of a stochastic PDE.
Findings
The stochastic model converges to the deterministic PDE as population size grows.
The deviation is characterized by an Ornstein-Uhlenbeck Gaussian process.
The limit process solves a stochastic partial differential equation.
Abstract
A stochastic SIR epidemic model taking into account the heterogeneity of the spatial environment is constructed. The deterministic model is given by a partial differential equation and the stochastic one by a space-time jump Markov process. The consistency of the two models is given by a law of large numbers. In this paper, we study the deviation of the spatial stochastic model from the deterministic model by a functional central limit theorem. The limit is a distribution-valued Ornstein-Uhlenbeck Gaussian process, which is the mild solution of a stochastic partial differential equation.
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