On the continuous diffusion approximation of some discrete Markov chains

DOI10.2174/1874114200903010007MaRDI QIDQ3192778zbMATH OpenOpenAlexFDO

Authors Mario Abundo

Publication date 14 October 2015

Published in The Open Applied Mathematics Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2174/1874114200903010007

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Diffusion processes (60J60) Markov processes: estimation; hidden Markov models (62M05)

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(9)

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• On a class of birth-death processes with time-varying intensity functions
• On approximation of a conditional transition function of right-continuous Markov processes
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• scientific article; zbMATH DE number 1301679 (Why is no real title available?)
• The Dirichlet problem of a discontinuous Markov process
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• High-order steady-state diffusion approximations
• Differential equation approximations for Markov chains

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