期刊
JOURNAL OF APPLIED PROBABILITY
卷 40, 期 3, 页码 557-580出版社
CAMBRIDGE UNIV PRESS
DOI: 10.1239/jap/1059060888
关键词
random walk; bias at boundary; diffusion approximation; hitting probability; exit time; conditional exit time; occupancy time; conditional occupancy time
Motivated by edge behaviour reported for biological organisms, we show that random walks with a bias at a boundary lead to a discontinuous probability density across the boundary. We continue by studying more general diffusion processes with such a discontinuity across an interior boundary. We show how hitting probabilities, occupancy times and conditional occupancy times may be solved from problems that are adjoint to the original diffusion problem. We highlight our results with a biologically motivated example, where we analyze the movement behaviour of an individual in a network of habitat patches surrounded by dispersal habitat.
作者
我是这篇论文的作者
点击您的名字以认领此论文并将其添加到您的个人资料中。
推荐
暂无数据