Doubling-time probability densities for growth processes

DOI10.1080/07362994.2015.1010124MaRDI QIDQ5256271zbMATH OpenOpenAlexFDO

Authors

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

zbMATH Keywords

doubling-time probability densitiesinverse Gaussianmathematical biologystochastic differential equationsstochastic growth models

Mathematics Subject Classification ID

Ordinary differential equations and systems with randomness (34F05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) General biology and biomathematics (92B05) Population dynamics (general) (92D25)

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Cites work

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• Construction of Equivalent Stochastic Differential Equation Models
• First passage time statistics of Brownian motion with purely time dependent drift and diffusion
• scientific article; zbMATH DE number 1373207 (Why is no real title available?)
• Informative Drop-Out in Longitudinal Data Analysis
• Modeling with Itô Stochastic Differential Equations
• Numerical Solution of First Passage Problems in Random Vibrations
• Numerical solution of SDE through computer experiments. Including floppy disk
• The spectral representation of Bessel processes with constant drift: applications in queueing and finance

Cited in

(4)

• Time-dependent probability density functions and information geometry in stochastic logistic and Gompertz models
• A stochastic analysis of power doubling time for a subcritical system
• The evolution of a truncated Gaussian probability density through time-modelling animal liveweights after selection
• Compound growth distributions

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