Integrals for continuous-time Markov chains.
نویسنده
چکیده
This paper presents a method of evaluating the expected value of a path integral for a general Markov chain on a countable state space. We illustrate the method with reference to several models, including birth-death processes and the birth, death and catastrophe process.
منابع مشابه
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ورودعنوان ژورنال:
- Mathematical biosciences
دوره 182 2 شماره
صفحات -
تاریخ انتشار 2003