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arXiv · 1304.4293

Extended duality relations between birth-death processes and partial differential equations

Jun Ohkubo
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Abstract

Duality relations between continuous-state and discrete-state stochastic processes with continuous-time have already been studied and used in various research fields. We propose extended duality relations, which enable us to derive discrete-state stochastic processes from arbitrary diffusion-type partial differential equations. The derivation is based on the Doi-Peliti formalism and the algebraic probability theory, and it will be clarified that additional states for the discrete-state stochastic processes must be considered in some cases.

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Jun Ohkubo. 2013-04-15. Extended duality relations between birth-death processes and partial differential equations. https://doi.org/10.1088/1751-8113/46/37/375004

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