Applications of Magnus expansions and pseudospectra to Markov processes
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Publication:5205831
DOI10.1017/S0956792518000177zbMath1427.60167OpenAlexW2799496460WikidataQ129967845 ScholiaQ129967845MaRDI QIDQ5205831
Publication date: 16 December 2019
Published in: European Journal of Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/s0956792518000177
Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Eigenvalues, singular values, and eigenvectors (15A18) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Applications of continuous-time Markov processes on discrete state spaces (60J28)
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