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Stochastic Differential Equation Model for Linear Growth Birth and Death Processes with Immigration and Emigration

A. Bahar, Granita (2015) Stochastic Differential Equation Model for Linear Growth Birth and Death Processes with Immigration and Emigration. SYMPOSIUM ON BIOMATHEMATICS, 1651 . pp. 70-74. ISSN 0094-243X

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Abstract

This paper discusses on linear birth and death with immigration and emigration (BIDE) process to stochastic differential equation (SDE) model. Forward Kolmogorov equation in continuous time Markov chain (CTMC) with a central-difference approximation was used to find Fokker-Planckequation corresponding to a diffusion process having the stochastic differential equation of BIDE process. The exact solution, mean and variance function of BIDE process was found.

Item Type:Article
Subjects:A General Works
ID Code:59484
Deposited By: Haliza Zainal
Deposited On:18 Jan 2017 09:50
Last Modified:20 Jun 2017 14:50

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