JAMP  Vol.7 No.1 , January 2019
Applications of Dynamic-Equilibrium Continuous Markov Stochastic Processes to Elements of Survival Analysis
Abstract: In this article, we summarize some results on invariant non-homogeneous and dynamic-equilibrium (DE) continuous Markov stochastic processes. Moreover, we discuss a few examples and consider a new application of DE processes to elements of survival analysis. These elements concern the stochastic quadratic-hazard-rate model, for which our work 1) generalizes the reading of its It? stochastic ordinary differential equation (ISODE) for the hazard-rate-driving independent (HRDI) variables, 2) specifies key properties of the hazard-rate function, and in particular, reveals that the baseline value of the HRDI variables is the expectation of the DE solution of the ISODE, 3) suggests practical settings for obtaining multi-dimensional probability densities necessary for consistent and systematic reconstruction of missing data by Gibbs sampling and 4) further develops the corresponding line of modeling. The resulting advantages are emphasized in connection with the framework of clinical trials of chronic obstructive pulmonary disease (COPD) where we propose the use of an endpoint reflecting the narrowing of airways. This endpoint is based on a fairly compact geometric model that quantifies the course of the obstruction, shows how it is associated with the hazard rate, and clarifies why it is life-threatening. The work also suggests a few directions for future research.
Cite this paper: Mamontov, E. and Taib, Z. (2019) Applications of Dynamic-Equilibrium Continuous Markov Stochastic Processes to Elements of Survival Analysis. Journal of Applied Mathematics and Physics, 7, 55-71. doi: 10.4236/jamp.2019.71006.

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