A stochastic model for prostate-specific antigen levels
Chapman-Kolmogorov partial differential equationContinuous stochastic modelDeterministic modelExponential decayMethod of imagesProstate cancerProstate-specific antigen (PSA)Sensitivity analysis
Reaction-diffusion equations (35K57) PDEs with randomness, stochastic partial differential equations (35R60) Processes with independent increments; Lévy processes (60G51) Applications of stochastic analysis (to PDEs, etc.) (60H30) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) General biostatistics (92B15)
The authors investigate a stochastic model for a progression of the prostate-specific antigen (PSA) level. They consider PSA level as a continuous random variable governed by the stochastic equation \[ dX =[\alpha X(t)-ke^{-at}]dt +\sigma dZ(t) \] where \(Z(t)\) is a standard Wiener process, \(\sigma,\alpha, k\) and \(a\) are constants. Using a special change of variables \((t,x,p) \to ( \tau, y, Q)\) the authors reduce the forward Kolmogorov equation for the process \(X(t)\) distribution density \(p(t,x)\) to the heat equation for the function \(Q(\tau, y)\). This permits them to obtain the explicit expression for \(p(t,x)\), to investigate it and to give the implications for treatment.
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