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

Timothy Lant, Horst Thieme

Research output: Contribution to journalArticle

2 Scopus citations

Abstract

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.

Original languageEnglish (US)
Pages (from-to)299-318
Number of pages20
JournalPositivity
Volume11
Issue number2
DOIs
StatePublished - May 1 2007

Keywords

  • (Markov) transition functions
  • Feynman-Kac formula
  • Forward equation
  • Hille-Yosida operators
  • Markov processes
  • Output kernels
  • Stochastic continuity

ASJC Scopus subject areas

  • Analysis
  • Theoretical Computer Science
  • Mathematics(all)

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