Literature DB >> 2520020

Mean and quasideterministic equivalence for linear stochastic dynamics.

F B Hanson, D Ryan.   

Abstract

In linear, stochastic dynamics it is shown that the quasideterministic population size is equivalent to the mean population size. The quasideterministic dynamics are defined by the conditional infinitesimal mean of the process. The stochastic component of the dynamics includes both Gaussian and Poisson white noise, with amplitude coefficients proportional to the population size. Generalizations are given for nonautonomous coefficients and for distributed Poisson jump amplitudes. A counter example--an exactly integrable nonlinear jump model--shows that the equivalence result does not hold for nonlinear stochastic dynamics.

Mesh:

Year:  1989        PMID: 2520020     DOI: 10.1016/0025-5564(89)90010-2

Source DB:  PubMed          Journal:  Math Biosci        ISSN: 0025-5564            Impact factor:   2.144


  1 in total

1.  Variational Bayesian identification and prediction of stochastic nonlinear dynamic causal models.

Authors:  J Daunizeau; K J Friston; S J Kiebel
Journal:  Physica D       Date:  2009-11-01       Impact factor: 2.300

  1 in total

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