On Chiang's explicit solutions for the Kolmogorov differential equations

DOI10.1016/0167-7152(93)90208-ZMaRDI QIDQ689557zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

forward equationmultiple eigenvaluesintensity matrixKolmogorov differential equations

Mathematics Subject Classification ID

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

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