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

Timothy Lant; Horst Thieme

doi:10.1007/s11117-006-2044-8

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

Timothy Lant, Horst Thieme

Mathematical and Statistical Sciences, School of (SoMSS)

Research output: Contribution to journal › Article › peer-review

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 language	English (US)
Pages (from-to)	299-318
Number of pages	20
Journal	Positivity
Volume	11
Issue number	2
DOIs	https://doi.org/10.1007/s11117-006-2044-8
State	Published - May 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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10.1007/s11117-006-2044-8

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title = "Perturbation of transition functions and a Feynman-Kac formula for the incorporation of mortality",

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.",

keywords = "(Markov) transition functions, Feynman-Kac formula, Forward equation, Hille-Yosida operators, Markov processes, Output kernels, Stochastic continuity",

author = "Timothy Lant and Horst Thieme",

note = "Funding Information: 1partially supported by NSF grants DMS-0314529 and SES-0345945 2partially supported by NSF grants DMS-9706787 and DMS-0314529.",

year = "2007",

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doi = "10.1007/s11117-006-2044-8",

language = "English (US)",

volume = "11",

pages = "299--318",

journal = "Positivity",

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T1 - Perturbation of transition functions and a Feynman-Kac formula for the incorporation of mortality

AU - Lant, Timothy

AU - Thieme, Horst

N1 - Funding Information: 1partially supported by NSF grants DMS-0314529 and SES-0345945 2partially supported by NSF grants DMS-9706787 and DMS-0314529.

PY - 2007/5

Y1 - 2007/5

N2 - 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.

AB - 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.

KW - (Markov) transition functions

KW - Feynman-Kac formula

KW - Forward equation

KW - Hille-Yosida operators

KW - Markov processes

KW - Output kernels

KW - Stochastic continuity

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JO - Positivity

JF - Positivity

IS - 2

ER -

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

Abstract

Keywords

ASJC Scopus subject areas

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