Integrals for continuous-time Markov chains.

DOI10.1016/S0025-5564(02)00161-XMaRDI QIDQ1873133zbMATH OpenOpenAlexWikidataFDO

Authors P. 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

birth-death processcatastrophe processhitting timespath integralspotential theory

Mathematics Subject Classification ID

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

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Cites work

• A basic result on the integral for birth-death Markov processes
• A note on integrals for birth-death processes
• Continuous-time Markov chains. An applications-oriented approach
• scientific article; zbMATH DE number 3190745 (Why is no real title available?)
• Integral Functionals of Birth and Death Processes and Related Limiting Distributions
• Markov Chains
• Spectral theory for the differential equations of simple birth and death processes
• The extinction time of a birth, death and catastrophe process and of a related diffusion model

Cited in

(13)

• A basic result on the integral for birth-death Markov processes
• On the integral of fractional Poisson processes
• A simple approach to the integrals under three stochastic processes
• Extinction times for a birth--death process with two phases
• The Markov traces and the Fourier transforms.
• scientific article; zbMATH DE number 4042996 (Why is no real title available?)
• A general approach to the integral functionals of epidemic processes
• Moments of the path integral for continuous-time Markov chain
• Regulating stochastic clocks§
• Computational methods for birth-death processes
• On integrals of birth-death processes at random time
• Iterated generalized counting process and its extensions
• Evolving genealogies in cultural evolution, the descendant process, and the number of cultural traits

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