The logistic S.D.E.
Résumé
We consider the logistic S.D.E which is obtained by addition of a diffusion coefficient of the type β√x to the usual and deterministic Verhust-Volterra differential equation. We show that this S.D.E is the limit of a sequence of birth and death Markov chains. This permits to interpret the solution Vt as the size at time t of a self-controlled tumor which is submitted to a radiotherapy treatment. We mainly focus on the family of stopping times Tε, where Tε is the first hitting of level ε > 0 by (Vt). We calculate their Laplace transforms and also the first moment of Tε. Finally we determine the asymptotic behavior of Tε, as ε → 0.
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