Path integrals for continuous-time Markov chains

DOI10.1239/JAP/1037816029zbMATH Open1014.60072OpenAlexW2114565488MaRDI QIDQ4804744FDOQ4804744

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
• On integrals of birth-death processes at random time
• Limiting the spread of disease through altered migration patterns
• Title not available (Why is that?)
• Characteristic function of time-inhomogeneous Lévy-driven Ornstein-Uhlenbeck processes
• Integral-type functionals of first hitting times for continuous-time Markov chains
• Title not available (Why is that?)

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