Survival functions induced by stochastic covariate processes

DOI10.2307/3213300zbMath0457.60052OpenAlexW2335535512MaRDI QIDQ3906857

Lawrence E. Myers

Publication date: 1981

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3213300

zbMATH Keywords

Riccati equationsurvival functiontime-dependent covariatesproportional Hazards models

Mathematics Subject Classification ID

Applications of statistics to biology and medical sciences; meta analysis (62P10) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Other natural sciences (mathematical treatment) (92F05)

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