Figure 5

\(\pmb{\mathrm{E} [ N_{t} ]}\) (blue), \(\pmb{\mathrm{E} [ N_{t} ] + \sqrt{\operatorname{Var} [ N_{t} ]}}\) (red), \(\pmb{\mathrm{E} [ N_{t} ] - \sqrt{\operatorname{Var} [ N_{t} ]}}\) (pink), and sample paths of \(\pmb{N_{t}}\) (black) assuming \(\pmb{\tau^{*} = 52}\) (green). Ten sample paths have been simulated using the strong numerical scheme (Wilkie [42]) with the time increment for temporal integration 0.01 (day).