Fitting the Itô Stochastic Differential Equation to the COVID-19 Data in Turkey

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Özdemir Çalıkuşu S., Erdoğan F.

MANAS Journal of Engineering, vol.9, no.2, pp.192-197, 2021 (Peer-Reviewed Journal)

  • Publication Type: Article / Article
  • Volume: 9 Issue: 2
  • Publication Date: 2021
  • Doi Number: 10.51354/mjen.929656
  • Journal Name: MANAS Journal of Engineering
  • Journal Indexes: TR DİZİN (ULAKBİM)
  • Page Numbers: pp.192-197
  • Van Yüzüncü Yıl University Affiliated: Yes


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.