1304.4293 (Jun Ohkubo)

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

Jun Ohkubo

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.

View original: http://arxiv.org/abs/1304.4293