Optimal timing of antiviral therapy in HIV infection

1994 ◽  
Vol 31 (A) ◽  
pp. 3-15 ◽  
Author(s):  
Simeon M. Berman

A three-stage real diffusion process is used as a model of the T-cell count of an HIV-positive individual who is to receive antiviral therapy such as AZT. The ‘quality of life' of such a person is identified as the sojourn time of the diffusion process above a certain critical T-cell level c. The time of introducing therapy is defined as the first-passage time of the diffusion to a prescribed level z > c. The distribution of the sojourn time of the diffusion above the level c depends on the level z at which therapy is initiated. The expected sojourn time is explicitly computed as a function of z for the particular diffusion process defining the model. There is a simple criterion for determining when to start therapy as early as possible.


1994 ◽  
Vol 31 (A) ◽  
pp. 3-15 ◽  
Author(s):  
Simeon M. Berman

A three-stage real diffusion process is used as a model of the T-cell count of an HIV-positive individual who is to receive antiviral therapy such as AZT. The ‘quality of life' of such a person is identified as the sojourn time of the diffusion process above a certain critical T-cell level c. The time of introducing therapy is defined as the first-passage time of the diffusion to a prescribed level z > c. The distribution of the sojourn time of the diffusion above the level c depends on the level z at which therapy is initiated. The expected sojourn time is explicitly computed as a function of z for the particular diffusion process defining the model. There is a simple criterion for determining when to start therapy as early as possible.



1992 ◽  
Vol 6 (4) ◽  
pp. 561-580
Author(s):  
C. H. Hesse

This paper deals with the two-dimensional stochastic process (X(t), V(t)) where dX(t) = V(t)dt, V(t) = W(t) + ν for some constant ν and W(t) is a one-dimensional Wiener process with zero mean and variance parameter σ2= 1. We are interested in the first-passage time of (X(t), V(t)) to the plane X = 0 for a process starting from (X(0) = −x, V(0) = ν) with x > 0. The partial differential equation for the Laplace transform of the first-passage time density is transformed into a Schrödinger-type equation and, using methods of global analysis, such as the method of dominant balance, an approximation to the first-passage density is obtained. In a series of simulations, the quality of this approximation is checked. Over a wide range of x and ν it is found to perform well, globally in t. Some applications are mentioned.



1984 ◽  
Vol 21 (02) ◽  
pp. 302-314 ◽  
Author(s):  
L. M. Ricciardi ◽  
L. Sacerdote ◽  
S. Sato

We prove that for a diffusion process the first-passage-time p.d.f. through a continuous-time function with bounded derivative satisfies a Volterra integral equation of the second kind whose kernel and right-hand term are probability currents. For the case of the standard Wiener process this equation is solved in closed form not only for the class of boundaries already introduced by Park and Paranjape [15] but also for all boundaries of the type S(I) = a + bt ‘/p (p ∼ 2, a, b E ∼) for which no explicit analytical results have previously been available.



Mathematics ◽  
2019 ◽  
Vol 7 (6) ◽  
pp. 555 ◽  
Author(s):  
Virginia Giorno ◽  
Amelia G. Nobile

We consider two different time-inhomogeneous diffusion processes useful to model the evolution of a population in a random environment. The first is a Gompertz-type diffusion process with time-dependent growth intensity, carrying capacity and noise intensity, whose conditional median coincides with the deterministic solution. The second is a shifted-restricted Gompertz-type diffusion process with a reflecting condition in zero state and with time-dependent regulation functions. For both processes, we analyze the transient and the asymptotic behavior of the transition probability density functions and their conditional moments. Particular attention is dedicated to the first-passage time, by deriving some closed form for its density through special boundaries. Finally, special cases of periodic regulation functions are discussed.



1999 ◽  
Vol 12 (4) ◽  
pp. 339-356 ◽  
Author(s):  
Yang Woo Shin

We consider a single server Markovian queue with two types of customers; positive and negative, where positive customers arrive in batches and arrivals of negative customers remove positive customers in batches. Only positive customers form a queue and negative customers just reduce the system congestion by removing positive ones upon their arrivals. We derive the LSTs of sojourn time distributions for a single server Markovian queue with positive customers and negative customers by using the first passage time arguments for Markov chains.



1991 ◽  
Vol 28 (4) ◽  
pp. 903-909 ◽  
Author(s):  
R. Gutiérrez Jáimez ◽  
A. Juan Gonzalez ◽  
P. Román Román

In Giorno et al. (1988) a new method for constructing first-passage-time probability density functions is outlined. This rests on the possibility of constructing the transition p.d.f. of a new time-homogeneous diffusion process in terms of a preassigned transition p.d.f. without making use of the classical space-time transformations of the Kolmogorov equation (Ricciardi (1976)).In the present paper we give an extension of this result to the case of a diffusion process X(t) which is not necessarily time-homogeneous, and a few examples are presented.



2011 ◽  
Vol 2011 ◽  
pp. 1-3 ◽  
Author(s):  
Mario Lefebvre

LetX(t)be a controlled one-dimensional diffusion process having constant infinitesimal variance. We consider the problem of optimally controllingX(t)until timeT(x)=min{T1(x),t1}, whereT1(x)is the first-passage time of the process to a given boundary andt1is a fixed constant. The optimal control is obtained explicitly in the particular case whenX(t)is a controlled Wiener process.



1991 ◽  
Vol 28 (04) ◽  
pp. 903-909 ◽  
Author(s):  
R. Gutiérrez Jáimez ◽  
A. Juan Gonzalez ◽  
P. Román Román

In Giorno et al. (1988) a new method for constructing first-passage-time probability density functions is outlined. This rests on the possibility of constructing the transition p.d.f. of a new time-homogeneous diffusion process in terms of a preassigned transition p.d.f. without making use of the classical space-time transformations of the Kolmogorov equation (Ricciardi (1976)). In the present paper we give an extension of this result to the case of a diffusion process X(t) which is not necessarily time-homogeneous, and a few examples are presented.



2006 ◽  
Vol 43 (3) ◽  
pp. 892-898 ◽  
Author(s):  
R. G. Dolgoarshinnykh ◽  
Steven P. Lalley

We exhibit a scaling law for the critical SIS stochastic epidemic. If at time 0 the population consists of infected and susceptible individuals, then when the time and the number currently infected are both scaled by , the resulting process converges, as N → ∞, to a diffusion process related to the Feller diffusion by a change of drift. As a consequence, the rescaled size of the epidemic has a limit law that coincides with that of a first passage time for the standard Ornstein-Uhlenbeck process. These results are the analogs for the SIS epidemic of results of Martin-Löf (1998) and Aldous (1997) for the simple SIR epidemic.



1984 ◽  
Vol 21 (2) ◽  
pp. 302-314 ◽  
Author(s):  
L. M. Ricciardi ◽  
L. Sacerdote ◽  
S. Sato

We prove that for a diffusion process the first-passage-time p.d.f. through a continuous-time function with bounded derivative satisfies a Volterra integral equation of the second kind whose kernel and right-hand term are probability currents. For the case of the standard Wiener process this equation is solved in closed form not only for the class of boundaries already introduced by Park and Paranjape [15] but also for all boundaries of the type S(I) = a + bt ‘/p (p ∼ 2, a, b E ∼) for which no explicit analytical results have previously been available.



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