Numerical solution of non-homogeneous semi-Markov processes in transient case (Q5959766)
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scientific article; zbMATH DE number 1726749
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Numerical solution of non-homogeneous semi-Markov processes in transient case |
scientific article; zbMATH DE number 1726749 |
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Numerical solution of non-homogeneous semi-Markov processes in transient case (English)
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11 April 2002
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The authors consider a continuous time non-homogeneous semi-Markov process and define the evolution equation for it. A numerical solution is obtained using a quadrature method. For related papers see: \textit{A. Iosifescu-Manu} [Stud. Cercet. Mat. 24, 529-533 (1972; Zbl 0245.60067)] and the authors [Scand. Actuarial J. 1997, No. 2, 113-137 (1997)].
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semi-Markov proceses
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evolution equation
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numerical solution
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