Fractional stochastic sir model

Stochastic and fractional differentiation have been developed independently to depicting processes following randomness and power, a declining memory and passage from one process to another respectively. Very recently, fractional stochastic differential equations were suggested with the aim to capture processes following at the same time randomness and memory nonlocality. In this paper to further explore the applicability of this type of differential equations, a SIR model was considered and analyzed analytically and numerically. Some numerical simulations are presented for different values of fractional orders and densities of randomness.

Automated summary

In this paper, the applicability of fractional stochastic differential equations in an SIR model was further explored. The analysis and numerical simulations were conducted for different fractional orders and densities of randomness, providing insights into the processes following both randomness and memory nonlocality.