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

extinction timeshitting timespopulation processes

Mathematics Subject Classification ID

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

Cited in

(12)

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

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