Continuous time stochastic compartmental models of discrete populations
نویسندگان
چکیده
منابع مشابه
Regression Approximations for Continuous-Time, Stochastic Compartmental Models of Discrete Interacting Populations
Canadian lynx and snowshoe hare interact in a predator-prey relationship in which lynx abundance is more strongly dependent upon hare abundance than vice versa. A four-compartment stochastic compartmental model is specified that represents net balances of live individuals in each population, together with cumulative, nondecreasing balances of dead individuals of both populations. Reproduction i...
متن کاملDiscrete Stochastic Models in Continuous Time for Ecology
Discrete stochastic models in continuous time are the simplest way to turn survival analysis of an ecological system into a simulation of that system. They build models most faithful to a picture of individuals making choices which affect each other. This article describes how rules for individual behavior can construct a simulation of a population. It argues that, within the context of discret...
متن کاملOn the Reconstruction of Continuous-time Models from Estimated Discrete-time Models of Stochastic Processes 1
In this paper, we study the problem of reconstructing a continuous-time model from an identified discrete-time model for a continuous-time stochastic process. We present a new necessary and sufficient condition for the existence of the solution. We also show that the solution is unique if it exists. These results are then used to develop a continuous-time ARMA process modelling algorithm with g...
متن کاملPerturbed discrete time stochastic models
In this thesis, nonlinearly perturbed stochastic models in discrete time are considered. We give algorithms for construction of asymptotic expansions with respect to the perturbation parameter for various quantities of interest. In particular, asymptotic expansions are given for solutions of renewal equations, quasi-stationary distributions for semi-Markov processes, and ruin probabilities for ...
متن کاملLiquidity Models in Continuous and Discrete Time
We survey several models of liquidity and liquidity related problems such as optimal execution of a large order, hedging and super-hedging options for a large trader, utility maximization in illiquid markets and price impact models with price manipulation strategies. 1.1 What Is Illiquidity? The study of liquidity in financial markets either invokes the ease with which financial securities can ...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Mathematical and Computer Modelling
سال: 1988
ISSN: 0895-7177
DOI: 10.1016/0895-7177(88)90638-3