Numeric and exact solutions of the nonlinear Chapman-Kolmogorov equation: a case study for a nonlinear semi-group Markov model

DOI10.1142/S0217979209053497MaRDI QIDQ3401847zbMATH OpenOpenAlexFDO

Authors T. D. Frank

Publication date 1 February 2010

Published in International Journal of Modern Physics B (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1142/s0217979209053497

zbMATH Keywords

nonlinear Markov process,recurrent random sequencenumerical simulationstability analysis,conditional probability densities

Mathematics Subject Classification ID

Discrete-time Markov processes on general state spaces (60J05) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Computational methods in Markov chains (60J22)

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Cited in

(9)

• On a class of non-Markovian collision processes and their evolution equation
• On some solutions of Chapman-Kolmogorov equation for discrete-state Markov processes with continuous time
• A note on the Markov property of stochastic processes described by nonlinear Fokker-Planck equations
• Special solutions of the Chapman-Kolmogorov equation for multidimensional-state Markov processes with continuous time
• Markov chains of nonlinear Markov processes and an application to a winner-takes-all model for social conformity
• Nonlinear Markov processes and kinetic equations.
• Convergence Theory of a Numerical Method for Solving the Chapman--Kolmogorov Equation
• Nonlinear Markov processes: Deterministic case
• On the solution of the Chapman-Kolmogorov integral equation in the form of a series

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