On the solution of the Chapman-Kolmogorov integral equation in the form of a series
From MaRDI portal
Publication:735612
DOI10.3103/S1063454109020095zbMATH Open1173.45301MaRDI QIDQ735612FDOQ735612
Authors: R. N. Miroshin
Publication date: 23 October 2009
Published in: Vestnik St. Petersburg University. Mathematics (Search for Journal in Brave)
Recommendations
- On some solutions of Chapman-Kolmogorov equation for discrete-state Markov processes with continuous time
- Special solutions of the Chapman-Kolmogorov equation for multidimensional-state Markov processes with continuous time
- Numeric and exact solutions of the nonlinear Chapman-Kolmogorov equation: a case study for a nonlinear semi-group Markov model
- On Chiang's explicit solutions for the Kolmogorov differential equations
- Direct solutions of Kolmogorov's equations by stochastic flows
Cites Work
Cited In (7)
- On Chiang's explicit solutions for the Kolmogorov differential equations
- Representation of a multiple integral of special form by a series
- Title not available (Why is that?)
- Convergence Theory of a Numerical Method for Solving the Chapman--Kolmogorov Equation
- On some solutions of Chapman-Kolmogorov equation for discrete-state Markov processes with continuous time
- Special solutions of the Chapman-Kolmogorov equation for multidimensional-state Markov processes with continuous time
- On some solutions to the Chapman-Kolmogorov integral equation
This page was built for publication: On the solution of the Chapman-Kolmogorov integral equation in the form of a series
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q735612)