On the Continuous Diffusion Approximation of Some Discrete Markov Chains
نویسندگان
چکیده
منابع مشابه
On the Continuous Diffusion Approximation of Some Discrete Markov Chains
The diffusion approximation of some Markov chains with Binomial-like transition probabilities is considered and their qualitative behavior is analyzed. The stationary distribution, attainability of boundary and estimation of parameters are investigated. Some examples are reported.
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ژورنال
عنوان ژورنال: The Open Applied Mathematics Journal
سال: 2009
ISSN: 1874-1142
DOI: 10.2174/1874114200903010007