engleski

A generalization of some diffusion growth models

A stochastic diffusion growth model is introduced by stochastic differential equation (SDE) in a way that generalizes Gompertz, logistic and Bertalanffy growth models. It follows that there exists continuous, pathwise unique and stable solution of the given SDE. Some properties of trajectories of the growth process are derived. Especially, the problems of maximum likelihood estimation of the unknown drift parameters and model selection based on continuous observations are discussed.

growth model; stochastic differential equation; maximum likelihood estimation; model selection

nije evidentirano