The Moment Approximation of the First–Passage Time For The Birth–Death Diffusion Process with Immigraton to a Moving Linear Barrier
نویسنده
چکیده
Today, the the development of a mathematical models for population growth of great importance in many fields. The growth and decline of real populations can in many cases be well approximated by the solutions of a stochastic differential equations. However, there are many solutions in which the essentially random nature of population growth should be taken into account. In this paper, we approximating the moments of the first – passage time for the birth and death diffusion process with immigration to a moving linear barriers. This was done by approximating the differential equations by an equivalent difference equations.
منابع مشابه
FIRST-PASSAGE TIME OF MARKOV PROCESSES TO MOVING BARRIERS HENRY C. TUCKWELL,* Monash University
The first-passage time of a Markov process to a moving barrier is considered as a first-exit time for a vector whose components include the process and the barrier. Thus when the barrier is itself a solution of a differential equation, the theory of first-exit times for multidimensional processes may be used to obtain differential equations for the moments and density of the first-passage time ...
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