Comparison of Markov Chain and Stochastic Differential Equation Population Models Under Higher-Order Moment Closure Approximations

DOI10.1080/07362990903415882zbMath1217.60065OpenAlexW2105141290WikidataQ115297282 ScholiaQ115297282MaRDI QIDQ3068095

Linda J. S. Allen, Amy J. Ekanayake

Publication date: 13 January 2011

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362990903415882

zbMATH Keywords

moment closureMarkov chainItô stochastic differential equationmetapopulationKolmogorov differential equation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Signal detection and filtering (aspects of stochastic processes) (60G35) Population dynamics (general) (92D25) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20)

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