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On some integral equations for the evaluation of first-passage-time densities of time-inhomogeneous birth-death processes

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  • Giorno, Virginia
  • Nobile, Amelia G.

Abstract

New integral equations are proposed to determine first-passage-time densities for time-inhomogeneous birth-death processes. Such equations, particularly suitable for computational purposes, are also used to obtain closed-form expressions for the first-passage-time densities of special birth-death processes of interest in various application fields.

Suggested Citation

  • Giorno, Virginia & Nobile, Amelia G., 2022. "On some integral equations for the evaluation of first-passage-time densities of time-inhomogeneous birth-death processes," Applied Mathematics and Computation, Elsevier, vol. 422(C).
    • Handle: RePEc:eee:apmaco:v:422:y:2022:i:c:s0096300322000790
    DOI: 10.1016/j.amc.2022.126993
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    1. Virginia Giorno & Amelia G. Nobile, 2023. "Time-Inhomogeneous Finite Birth Processes with Applications in Epidemic Models," Mathematics, MDPI, vol. 11(21), pages 1-31, November.

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