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Stochastic differential equation model for linear growth birth and death processes with immigration and emigration

Granita, Granita and Bahar, A. (2015) Stochastic differential equation model for linear growth birth and death processes with immigration and emigration. In: 2nd International Symposium on Biomathematics, SYMOMATH 2014, 31 August 2014 - 2 September 2014, Brawijaya University, Malang, East Java, Indonesia.

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Official URL: http://dx.doi.org/10.1063/1.4914435

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:Conference or Workshop Item (Paper)
Uncontrolled Keywords:BIDE, SDE, linear birth, death
Subjects:Q Science > QA Mathematics
Divisions:Science
ID Code:59484
Deposited By: Haliza Zainal
Deposited On:18 Jan 2017 09:50
Last Modified:26 Jul 2021 14:54

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