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

Timothy Lant, Horst Thieme

Research output: Contribution to journalArticle

2 Citations (Scopus)

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 2007

Fingerprint

Feynman-Kac Formula
Mortality
Markov processes
kernel
Perturbation
Structured Populations
Population Model
Markov Process
Output

Keywords

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

ASJC Scopus subject areas

  • Mathematics(all)
  • Analysis

Cite this

Perturbation of transition functions and a Feynman-Kac formula for the incorporation of mortality. / Lant, Timothy; Thieme, Horst.

In: Positivity, Vol. 11, No. 2, 05.2007, p. 299-318.

Research output: Contribution to journalArticle

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