Numerical evaluation of Markov transition probabilities based on the discretized product integral (Q4025276): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claim: author (P16): Item:Q1904999 |
||
| Property / author | |||
| Property / author: Christian Max Møller / rank | |||
Revision as of 10:52, 1 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Numerical evaluation of Markov transition probabilities based on the discretized product integral |
scientific article |
Statements
Numerical evaluation of Markov transition probabilities based on the discretized product integral (English)
0 references
18 February 1993
0 references
matrix norm
0 references
transition matrix
0 references
time-inhomogeneous Markov process
0 references
product integral
0 references
intensity matrix
0 references
Taylor expansion
0 references
numerical examples
0 references
