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|Title: ||Models of individual growth in a random environment: study and application of first passage times|
|Authors: ||Carlos, Clara|
Braumann, Carlos A.
Filipe, Patrícia A.
|Editors: ||Silva, J.L.,|
|Keywords: ||stochastic differential equations|
first passage time
|Issue Date: ||2013|
|Publisher: ||Springer Berlin Heidelberg|
|Citation: ||Carlos, C., Braumann, C.A e Filipe, P.A. (2013). "Models of individual growth in a random environment: study and application of first passage times". Advances in Regression, Survival Analysis, Extreme Values, Markov Processes and Other Statistical Applications
Studies in Theoretical and Applied Statistics. Silva, J.L., Caeiro, F., Natário, I. e Braumann(Eds.), Springer Berlin Heidelberg, pp. 103-111.|
|Abstract: ||We study the first-passage times for models of individual growth of animals in randomly fluctuating environments. In particular, we present results on the mean and variance of the first-passage time by a high threshold value (higher than the initial size). The models considered are stochastic differential equations of the form dY(t)=β(α−Y(t))dt+σdW(t), Y(t0) = y0, where Y(t)= g(X(t)) is a transformed size, g being a strictly increasing C1 function of the actual animal size X(t) at time t, σ measures the effect of random environmental fluctuations on growth, W(t) is the standard Wiener process, and y0 is the transformed size (assumed known) at the initial instant t 0. Results are illustrated using cattle weight data, to which we have applied the Bertalanffy-Richards (g(x) = x^c ) and the Gompertz (g(x) = lnx) stochastic models.|
|Appears in Collections:||MAT - Publicações - Capítulos de Livros|
CIMA - Publicações - Capítulos de Livros
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