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A sufficient criterion for particles performing a diffusive motion with state-dependent death rate to die with probability one
Published online by Cambridge University Press: 01 July 2016
Abstract
We consider an individual which performs a diffusive motion in a certain state space and dies according to a state-dependent death rate. An integral equation for the survival probability is derived, and finally a sufficient criterion for the existence of an initial state is given, for which the corresponding individual dies with probability one.
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- Copyright © Applied Probability Trust 1979