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Updated: Jul 12, 2026

Measurement of Survival Time in Brachionus Rotifers: Synchronization of Maternal Conditions
Published on: July 22, 2016
Survival models based on the Ornstein-Uhlenbeck process
Odd O Aalen1, Håkon K Gjessing
1Department of Statistics, Institute of Basic Medical Sciences, University of Oslo, P.O.Box 1122 Blindern, N-0317 Oslo, Norway. o.o.aalen@basalmed.uio.no
Abstract:
When modelling survival data it may be of interest to imagine an underlying process leading up to the event in question. The Ornstein-Uhlenbeck process is a natural model to consider in a biological context because it stabilizes around some equilibrium point. This corresponds to the homeostasis often observed in biology, and also to some extent in the social sciences. First, we study the first-passage time distribution of an Ornstein-Uhlenbeck process, focussing especially on what is termed quasi-stationarity and the various shapes of the hazard rate. Next, we consider a model where the individual hazard rate is a squared function of an Ornstein-Uhlenbeck process. We extend known results on this model. The results on quasi-stationarity are relevant for recent discussions about mortality plateaus. In addition, we point out a connection to models for short-term interest rates in financial modeling.
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