Kybernetika 43 no. 4, 395-414, 2007

Kermack-McKendrick epidemic model revisited

Josef Štěpán and Daniel Hlubinka


This paper proposes a stochastic diffusion model for the spread of a susceptible-infective- removed Kermack–McKendric epidemic (M1) in a population which size is a martingale $N_t$ that solves the Engelbert–Schmidt stochastic differential equation (2). The model is given by the stochastic differential equation (M2) or equivalently by the ordinary differential equation (M3) whose coeffients depend on the size $N_t$ . Theorems on a unique strong and weak existence of the solution to (M2) are proved and computer simulations performed.