Publication details

Hazard rate functions driven by finite-state and continuous-state stochastic processes

Authors

POKORA Ondřej

Year of publication 2013
Type Article in Proceedings
Conference Proceedings of the 9th Summer School on Computational Biology: Stochastic Modelling in Epidemiology
MU Faculty or unit

Faculty of Science

Citation
web http://www.iba.muni.cz/summer-school2013/
Field General mathematics
Keywords hazard rate function; first hitting time; multi-state model; continuous-state model
Description The aim of this contribution is to present basic mathematical knowledge on how the hazard rate of the first hitting time is related to the underlaying stochastic process. We would not give complete mathematical treatment, but rather a practical view suitable for modelling and performing simulations.

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