Path integrals for continuous-time Markov chains

DOI10.1239/JAP/1037816029MaRDI QIDQ4804744zbMATH OpenOpenAlexFDO

Authors Valeri T. Stefanov, P. K. Pollett

Publication date 28 April 2003

Published in Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1239/jap/1037816029

zbMATH Keywords

hitting timesextinction timespopulation processes

Mathematics Subject Classification ID

Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Continuous-time Markov processes on discrete state spaces (60J27)

Cited in

(10)

• Real-time growth rate for general stochastic SIR epidemics on unclustered networks
• Extinction times for a birth--death process with two phases
• Time series path integral expansions for stochastic processes
• The effect of clumped population structure on the variability of spreading dynamics
• Limiting the spread of disease through altered migration patterns
• On integrals of birth-death processes at random time
• scientific article; zbMATH DE number 5605428 (Why is no real title available?)
• Characteristic function of time-inhomogeneous Lévy-driven Ornstein-Uhlenbeck processes
• Integral-type functionals of first hitting times for continuous-time Markov chains
• scientific article; zbMATH DE number 5689010 (Why is no real title available?)

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