The Moment Approximation of the First-Passage Time For The Birth-Death Diffusion Process with Immigration to a Moving Linear Barrier

摘要

Today, the development of a mathematical models for population growth of great importance in many fields. The growth and decline of real populations can in many cases be well approximated by the solutions of a stochastic differential equations. However, there are many solutions in which the essentially random nature of population growth should be taken into account. In this paper, we approximating the moments of the first - passage time for the birth and death diffusion process with immigration to a moving linear barriers. This was done by approximating the differential equations by an equivalent difference equations.