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Theory of Stochastic Processes, 2015, Volume 20(36), Issue 1, Pages 28–62 (Mi thsp95)  

The logistic S.D.E.

Jean-Sébastien Giet, Pierre Vallois, Sophie Wantz-Mézières

Universiteé de Lorraine, Institut de Mathématiques Elie Cartan, CNRS UMR 7502, BP 239, F-54506 Vandœuvre-lès-Nancy Cedex, France
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Abstract: We consider the logistic S.D.E which is obtained by addition of a diffusion coefficient of the type $\beta \sqrt{x}$ to the usual and deterministic Verhust-Volterra differential equation. We show that this S.D.E is the limit of a sequence of birth and death Markov chains. This permits to interpret the solution $V_t$ as the size at time $t$ of a self-controlled tumor which is submitted to a radiotherapy treatment. We mainly focus on the family of stopping times $T_\varepsilon$, where $T_\varepsilon$ is the first hitting of level $\varepsilon>0$ by $(V_t)$. We calculate their Laplace transforms and also the first moment of $T_\varepsilon$. Finally we determine the asymptotic behavior of $T_\varepsilon$, as $\varepsilon\rightarrow 0$.
Keywords: Logistic equation, tumor, radiotherapy treatment, Laplace transforms, birth and death process, diffusion processes, first hitting time.
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Document Type: Article
Language: English
Citation: Jean-Sébastien Giet, Pierre Vallois, Sophie Wantz-Mézières, “The logistic S.D.E.”, Theory Stoch. Process., 20(36):1 (2015), 28–62
Citation in format AMSBIB
\Bibitem{GieValWan15}
\by Jean-S\'ebastien Giet, Pierre Vallois, Sophie Wantz-M\'ezi\`eres
\paper The logistic S.D.E.
\jour Theory Stoch. Process.
\yr 2015
\vol 20(36)
\issue 1
\pages 28--62
\mathnet{http://mi.mathnet.ru/thsp95}
\mathscinet{https://mathscinet.ams.org/mathscinet-getitem?mr=3502394}
\zmath{https://zbmath.org/?q=an:1363.60074}
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