Functional Central Limit Theorem and SPDE for epidemic model with memory of the last infection and waning immunity

Abstract: We study the fluctuations of a stochastic epidemic model with memory of the last infections, varying infectivity, and waning immunity, as introduced in Guerin and Zotsa-Ngoufack:arXiv preprint arXiv:2505.00601. The dynamics of the epidemic model are described by a measure-valued process with respect to infection age and individual traits. The Functional Law of Large Numbers (FLLN) is formulated as an integral equation, which is solved by a deterministic measure. In this article, we establish the Functional Central Limit Theorem (FCLT), capturing the fluctuations of the stochastic model around its deterministic limit. The limit of the FCLT is given by a nonlinear stochastic integral equation which is solved by a random signed-measure. We further derive the weak solution in the form of a stochastic partial differential equation (SPDE) and propose an alternative representation of the FCLT, as fluctuations in the average total force of infection and average susceptibility.