Stochastic differential equation model for linear growth birth and death processes with immigration and emigration

• Main Authors: Granita, Granita, Bahar, A.
• Format: Conference or Workshop Item
• Published: American Institute of Physics Inc. 2015
• Subjects: QA Mathematics
• Online Access: http://eprints.utm.my/id/eprint/59484/; http://dx.doi.org/10.1063/1.4914435

This paper discusses on linear birth and death with immigration and emigration (BIDE) process to stochastic differential equation (SDE) model. Forward Kolmogorov equation in continuous time Markov chain (CTMC) with a central-difference approximation was used to find Fokker-Planckequation correspondi...