Integrals for continuous-time Markov chains.

DOI10.1016/S0025-5564(02)00161-XzbMath1039.60068OpenAlexW2081224920WikidataQ42037275 ScholiaQ42037275MaRDI QIDQ1873133

Philip K. Pollett

Publication date: 19 May 2003

Published in: Mathematical Biosciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0025-5564(02)00161-x

zbMATH Keywords

potential theorypath integralshitting timesbirth-death processcatastrophe process

Mathematics Subject Classification ID

Continuous-time Markov processes on discrete state spaces (60J27)

Related Items (3)

On the integral of fractional Poisson processes ⋮ A general approach to the integral functionals of epidemic processes ⋮ Extinction times for a birth--death process with two phases

Cites Work

• Unnamed Item
• Continuous-time Markov chains. An applications-oriented approach
• A note on integrals for birth-death processes
• A basic result on the integral for birth-death Markov processes
• The extinction time of a birth, death and catastrophe process and of a related diffusion model
• Markov Chains
• Integral Functionals of Birth and Death Processes and Related Limiting Distributions
• Spectral theory for the differential equations of simple birth and death processes

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