Cogburn R, Torrez W C
J Appl Probab. 1981;18(1):19-30.
"A generalization to continuous time is given for a discrete-time model of a birth and death process in a random environment. Some important properties of this process in the continuous-time setting are stated and proved including instability and extinction conditions, and when suitable absorbing barriers have been defined, methods are given for the calculation of extinction probabilities and the expected duration of the process."
给出了随机环境中出生和死亡过程离散时间模型到连续时间的推广。阐述并证明了该过程在连续时间设定下的一些重要性质，包括不稳定性和灭绝条件，并且当定义了合适的吸收壁垒时，给出了计算灭绝概率和过程期望持续时间的方法。
