Recent Advances in Epidemic Modeling: Non-Markov Stochastic Models and their Scaling Limits

Forien, Raphael; Pang, Guodong; Pardoux, Etienne

In this survey paper, we review the recent advances in individual based non--Markovian epidemic models. They include epidemic models with a constant infectivity rate, varying infectivity rate or infection-age dependent infectivity, infection-age recovery rate (or equivalently, general law of infectious period), as well as varying susceptibility/immunity. We focus on the scaling limits with a large population, functional law of large numbers (FLLN) and functional central limit theorems (FCLT), while the large and moderate deviations for some Markovian epidemic models are also reviewed. In the FLLN, the limits are a set of Volterra integral equations, and in the FCLT, the limits are stochastic Volterra integral equations driven by Gaussian processes. We relate our deterministic limits to the results in the seminal papers by Kermack and McKendrick published in 1927, 1932 and 1933, where the varying infectivity and susceptibility/immunity were already considered. We also discuss some extensions, including models with heterogeneous population, spatial models and control problems, as well as open problems.