On Solving SDEs with linear coefficients and application to stochastic epidemic models

Stochastic Differential Equations (SDEs) are extensively utilized to model numerous physical quantities fromdifferent fields. In particular, linear SDEs used in epidemic modeling. It is crucial ensure the positivityof several an model. Numerous articles on this topic proves positivity of SDEssolutions using probabilistic tools, such as Theorem 3.1 [10]. work, we suggest alternativeway show solutions. The proposed approach based finding solutions linearSDEs Itô formula. We comment examples stochastic models existing theliterature.