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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
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.
Citation:
Jean-Sébastien Giet, Pierre Vallois, Sophie Wantz-Mézières, “The logistic S.D.E.”, Theory Stoch. Process., 20(36):1 (2015), 28–62
Linking options:
https://www.mathnet.ru/eng/thsp95 https://www.mathnet.ru/eng/thsp/v20/i1/p28
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