A phase transition for measure-valued SIR epidemic processes
  We consider measure-valued processes $X=(X_t)$ that solve the following martingale problem: for a given initial measure $X_0$, and for all smooth, compactly supported test functions $\varphi$, \begin{eqnarray*}X_t(\varphi )=X_0(\varphi)+\frac{1}{2}\int _0^tX_s(\Delta \varphi )\,ds+\theta \int_0^tX_s(\varphi )\,ds\\{}-\int_0^tX_s(L_s\varphi )\,ds+M_t(\varphi ).\end{eqnarray*} Here $L_s(x)$ is the local time density process associated with $X$, and $M_t(\varphi )$ is a martingale with quadratic variation $[M(\varphi )]_t=\int_0^tX_s(\varphi ^2)\,ds$. Such processes arise as scaling limits of SIR epidemic models. We show that there exist critical values $\theta_c(d)\in(0,\infty)$ for dimensions $d=2,3$ such that if $\theta>\theta_c(d)$, then the solution survives forever with positive probability, but if $\theta<\theta_c(d)$, then the solution dies out in finite time with probability 1. For $d=1$ we prove that the solution dies out almost surely for all values of $\theta$. We also show that in dimensions $d=2,3$ the process dies out locally almost surely for any value of $\theta$; that is, for any compact set $K$, the process $X_t(K)=0$ eventually. 
Steven P. Lalley, Edwin A. Perkins, Xinghua Zheng
math.PR