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

Yıl 2021, Cilt: 9 Sayı: 2, 192 - 197, 06.12.2021

Sevda Özdemir Çalıkuşu Fevzi Erdoğan

https://doi.org/10.51354/mjen.929656

Öz

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.

Anahtar Kelimeler

Itô stochastic differential equation, Euler-Maruyama approximation method, Maximum likelihood estimation method, COVID-19 data

Kaynakça

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