The Graph-Embedded Hazard Model (GEHM): Stochastic Network Survival Dynamics on Economic Graphs
Abstract
This paper develops a nonlinear evolution framework for modelling survival dynamics on weighted economic networks by coupling a graph-based p-Laplacian diffusion operator with a stochastic structural drift. The resulting finite-dimensional PDE--SDE system captures how node-level survival reacts to nonlinear diffusion pressures while an aggregate complexity factor evolves according to an It\o process. Using accretive operator theory, nonlinear semigroup methods, and stochastic analysis, we establish existence and uniqueness of mild solutions, derive topology-dependent energy dissipation inequalities, and characterise the stability threshold separating dissipative, critical, amplifying, and explosive regimes. Numerical experiments on Barab\'asi--Albert networks confirm that hub dominance magnifies nonlinear gradients and compresses stability margins, producing heavy-tailed survival distributions and occasional explosive behaviour.
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