Perturbation of Transition Functions and a Feynman-Kac Formula for the Incorporation of Mortality

被引:0
|
作者
Timothy Lant
Horst R. Thieme
机构
[1] Arizona State University,Decision Center for a Desert City
[2] Arizona State University,Department of Mathematics and Statistics
来源
Positivity | 2007年 / 11卷
关键词
47D06; 92D25; 60J35; (Markov) transition functions; stochastic continuity; output kernels; Hille-Yosida operators; forward equation; Markov processes; Feynman-Kac formula;
D O I
暂无
中图分类号
学科分类号
摘要
Markov transition kernels are perturbed by output kernels with a special emphasis on building mortality into structured population models. A Feynman-Kac formula is derived which illustrates the interplay of mortality with a Markov process associated with the unperturbed kernel.
引用
收藏
页码:299 / 318
页数:19
相关论文
共 50 条