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Article Dans Une Revue Expositiones Mathematicae Année : 2021

Extinction times of an inhomogeneous Feller diffusion process: A PDE approach

Résumé

We focus on the distribution of the extinction times of a population whose size N(t) follows a Feller diffusion process with inhomogeneous growth term r (t). Obtaining a precise description of the extinction times and of their dependence with respect to r (t) has important applications in adaptive biology, for understanding "evolutionary rescue" phenomena. A formula for the distribution of the extinction times has been recently obtained, through probabilistic arguments. The aim of this note is to propose a new derivation of this formula, based on the analysis of a degenerate parabolic partial differential equation.

Dates et versions

hal-03313830 , version 1 (04-08-2021)

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Florian Lavigne, Lionel Roques. Extinction times of an inhomogeneous Feller diffusion process: A PDE approach. Expositiones Mathematicae, 2021, 39 (1), pp.137-142. ⟨10.1016/j.exmath.2019.12.002⟩. ⟨hal-03313830⟩
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