Volume 11, Number 2, 299-318, DOI: 10.1007/s11117-006-2044-8

Perturbation of Transition Functions and a Feynman-Kac Formula for the Incorporation of Mortality

Timothy Lant and Horst R. Thieme

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Abstract

Markov transition kernels are perturbed by output kernels with a special emphasis on building mortality into structured population models. A Feynman-Kac formula is derived which illustrates the interplay of mortality with a Markov process associated with the unperturbed kernel.

Mathematics Subject Classification (2000)  47D06 - 92D25 - 60J35

Keywords  (Markov) transition functions - stochastic continuity - output kernels - Hille-Yosida operators - forward equation - Markov processes - Feynman-Kac formula

partially supported by NSF grants DMS-0314529 and SES-0345945
partially supported by NSF grants DMS-9706787 and DMS-0314529

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