Extended duality relations between birth–death processes and partial differential equations

Abstract

Duality relations between continuous-state and discrete-state stochastic processes with continuous time have already been studied and used in various research fields. We propose extended duality relations which enable us to derive discrete-state stochastic processes from arbitrary diffusion-type partial differential equations. The derivation is based on the Doi–Peliti formalism, and it will be clarified that additional states for the discrete-state stochastic processes must be considered in some cases.