Solution methods for discrete-state Markovian initial value problems

DOI10.1007/BF01314930zbMATH Open0709.65124OpenAlexW2046123929MaRDI QIDQ921892FDOQ921892

Authors: F. Malvagi, G. C. Pomraning, Vinicio C. Boffi 

Publication date: 1990

Published in: Journal of Statistical Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01314930

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zbMATH Keywords

stochastic processesrandom processeskinetic theory of gasesdiscrete-state Markov processesdiscrete-state Markovian initial value problemsLaplace transform techniquesLiouville master equationphoton transmission

Mathematics Subject Classification ID

Probabilistic methods, stochastic differential equations (65C99) Integro-partial differential equations (45K05) Numerical methods for integral equations (65R20) Radiative transfer in astronomy and astrophysics (85A25) Kinetic theory of gases in equilibrium statistical mechanics (82B40)

Cites Work

• Title not available (Why is that?)
• Stochastic Liouville Equations
• Title not available (Why is that?)
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• Linear transport theory in a random medium
• Cussic transport problems in binary homogeneous markov statistical mixtures
• Dynamics of a gas mixture in an extended kinetic theory
• Extended kinetic theory for gas mixtures in the presence of removal and regeneration effects

Cited In (5)

• Radiative transfer and transport phenomena in stochastic media
• A FINITE DIFFERENCE METHOD FOR PIECEWISE DETERMINISTIC PROCESSES WITH MEMORY. II
• On the propagation of a charged particle beam in a random medium. II: Discrete binary statistics
• A contracted path integral solution of the discrete master equation
• Transport in discrete stochastic mixtures

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