Doubling-time probability densities for growth processes

DOI10.1080/07362994.2015.1010124zbMATH Open1329.60171OpenAlexW1970827259MaRDI QIDQ5256271FDOQ5256271

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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

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zbMATH Keywords

mathematical biologystochastic differential equationsinverse Gaussianstochastic growth modelsdoubling-time probability densities

Mathematics Subject Classification ID

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

Cites Work

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• First passage time statistics of Brownian motion with purely time dependent drift and diffusion
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• An introduction to differential equations. Vol. 2. Stochastic modeling, methods, and analysis.
• Title not available (Why is that?)
• The spectral representation of Bessel processes with constant drift: applications in queueing and finance
• Numerical Solution of First Passage Problems in Random Vibrations
• A reliability application of a mixture of inverse gaussian distributions

Cited In (2)

• Compound growth distributions
• The evolution of a truncated Gaussian probability density through time-modelling animal liveweights after selection

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