On Chiang's explicit solutions for the Kolmogorov differential equations

DOI10.1016/0167-7152(93)90208-ZzbMATH Open0780.60071OpenAlexW2030447597MaRDI QIDQ689557FDOQ689557

Authors: Larry Zaiqian Shen 

Publication date: 30 January 1994

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(93)90208-z

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zbMATH Keywords

forward equationmultiple eigenvaluesintensity matrixKolmogorov differential equations

Mathematics Subject Classification ID

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

Cites Work

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Cited In (9)

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• PROSPECTIVE KOLMOGOROV DIFFERENTIAL EQUATIONS FOR DISCRETEPROCESSES AND THEIR APPLICATIONS
• On some solutions of Chapman-Kolmogorov equation for discrete-state Markov processes with continuous time
• On the solution of the Chapman-Kolmogorov integral equation in the form of a series
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• Special solutions of the Chapman-Kolmogorov equation for multidimensional-state Markov processes with continuous time
• On some solutions to the Chapman-Kolmogorov integral equation

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