Population death sequences and Cox processes driven by interacting Feller diffusions

DOI10.1088/0305-4470/35/44/303MaRDI QIDQ4468012zbMATH OpenOpenAlexWikidataFDO

Authors Gang Wei, Peter Clifford, Jianfeng Feng

Publication date 10 June 2004

Published in Journal of Physics A: Mathematical and General (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1088/0305-4470/35/44/303

zbMATH Keywords

birth and death processCox processdeath sequenceinteracting Feller diffusioninteracting populationsMarkov population process

Mathematics Subject Classification ID

Continuous-time Markov processes on discrete state spaces (60J27) Diffusion processes (60J60) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31)

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Cited in

(2)

• The equivalence of the Cox process with squared radial Ornstein-Uhlenbeck intensity and the death process in a simple population model
• Estimating doubly stochastic Poisson process with affine intensities by Kalman filter

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