Models of individual growth in a random environment: study and application of first passage times

dc.contributor.authorCarlos, Clara
dc.contributor.authorBraumann, Carlos A.
dc.contributor.authorFilipe, Patrícia A.
dc.contributor.editorSilva, J.L.,
dc.contributor.editorCaeiro, F.
dc.contributor.editorNatário, I.
dc.contributor.editorBraumann, C.A.
dc.date.accessioned2014-01-21T14:26:35Z
dc.date.available2014-01-21T14:26:35Z
dc.date.issued2013
dc.description.abstractWe study the first-passage times for models of individual growth of animals in randomly fluctuating environments. In particular, we present results on the mean and variance of the first-passage time by a high threshold value (higher than the initial size). The models considered are stochastic differential equations of the form dY(t)=β(α−Y(t))dt+σdW(t), Y(t0) = y0, where Y(t)= g(X(t)) is a transformed size, g being a strictly increasing C1 function of the actual animal size X(t) at time t, σ measures the effect of random environmental fluctuations on growth, W(t) is the standard Wiener process, and y0 is the transformed size (assumed known) at the initial instant t 0. Results are illustrated using cattle weight data, to which we have applied the Bertalanffy-Richards (g(x) = x^c ) and the Gompertz (g(x) = lnx) stochastic models.por
dc.identifier.authoremailClara.Carlos@estbarreiro.ips.pt
dc.identifier.authoremailbraumann@uevora.pt
dc.identifier.authoremailpasf@uevora.pt
dc.identifier.citationCarlos, C., Braumann, C.A e Filipe, P.A. (2013). "Models of individual growth in a random environment: study and application of first passage times". Advances in Regression, Survival Analysis, Extreme Values, Markov Processes and Other Statistical Applications Studies in Theoretical and Applied Statistics. Silva, J.L., Caeiro, F., Natário, I. e Braumann(Eds.), Springer Berlin Heidelberg, pp. 103-111.por
dc.identifier.doi10.1007/978-3-642-34904-1_10
dc.identifier.scientificarea336por
dc.identifier.sharewithCIMA/UEpor
dc.identifier.urihttp://hdl.handle.net/10174/9846
dc.language.isoengpor
dc.publisherSpringer Berlin Heidelbergpor
dc.rightsrestrictedAccesspor
dc.subjectstochastic differential equationspor
dc.subjectgrowth modelspor
dc.subjectfirst passage timepor
dc.subjectcattle weightpor
dc.titleModels of individual growth in a random environment: study and application of first passage timespor
dc.typebookPartpor
degois.publication.firstPage103por
degois.publication.lastPage111por
degois.publication.titleAdvances in Regression, Survival Analysis, Extreme Values, Markov Processes and Other Statistical Applications Studies in Theoretical and Applied Statisticspor

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