Perturbation of transition functions and a Feynman-Kac formula for the incorporation of mortality

被引：1
|
作者：
Lant, Timothy
Thieme, Horst R.
机构：
[1] Arizona State Univ, Decis Ctr Desert City, Tempe, AZ 85287 USA
[2] Arizona State Univ, Dept Math & Stat, Tempe, AZ 85287 USA
来源：
POSITIVITY | 2007年 / 11卷 / 02期
基金：
美国国家科学基金会;
关键词：
(Markov) transition functions; stochastic continuity; output kernels; Hille-Yosida operators; forward equation; Markov processes; Feynman-Kac formula;
D O I：
10.1007/s11117-006-2044-8
中图分类号：
O1 [数学];
学科分类号：
0701 ; 070101 ;
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.
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页码：299 / 318
页数：20
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