A bivariate markov process with diffusion and discrete components

DOI10.1080/15326349408807297MaRDI QIDQ4291643zbMATH OpenOpenAlexFDO

Authors Simeon M. Berman

Publication date 17 November 1994

Published in Communications in Statistics. Stochastic Models (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/15326349408807297

zbMATH Keywords

law of the exit-timeMarkov processprogression of HIV in an infected individual

Mathematics Subject Classification ID

Transition functions, generators and resolvents (60J35) Diffusion processes (60J60) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)

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Cited in

(4)

• Spectral methods for bivariate Markov processes with diffusion and discrete components and a variant of the Wright-Fisher model
• An MCMC computational approach for a continuous time state-dependent regime switching diffusion process
• Modelling group movement with behaviour switching in continuous time
• Consistent multiscale modelling of movement and habitat selection

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