Doubling-Time Probability Densities For Growth Processes
From MaRDI portal
Publication:5256271
DOI10.1080/07362994.2015.1010124zbMath1329.60171OpenAlexW1970827259MaRDI QIDQ5256271
No author found.
Publication date: 22 June 2015
Published in: Stochastic Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07362994.2015.1010124
stochastic differential equationsstochastic growth modelsmathematical biologyinverse Gaussiandoubling-time probability densities
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Population dynamics (general) (92D25) Ordinary differential equations and systems with randomness (34F05) General biology and biomathematics (92B05)
Cites Work
- Unnamed Item
- First passage time statistics of Brownian motion with purely time dependent drift and diffusion
- A comparison of three different stochastic population models with regard to persistence time
- Numerical solution of SDE through computer experiments. Including floppy disk
- Alternative models for stock price dynamics.
- A comparison of persistence-time estimation for discrete and continuous stochastic population models that include demographic and environmental variability
- An Introduction to Differential Equations
- Modeling with Itô Stochastic Differential Equations
- A reliability application of a mixture of inverse gaussian distributions
- Numerical Solution of First Passage Problems in Random Vibrations
- The spectral representation of Bessel processes with constant drift: applications in queueing and finance
- Informative Drop-Out in Longitudinal Data Analysis
- Construction of Equivalent Stochastic Differential Equation Models