• Title of article

    Integrals for continuous-time Markov chains

  • Author/Authors

    Pollett، نويسنده , , P.K.، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2003
  • Pages
    13
  • From page
    213
  • To page
    225
  • Abstract
    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.
  • Keywords
    Hitting times , Path integrals , Potential theory , Catastrophe processes , Birth–death processes
  • Journal title
    Mathematical Biosciences
  • Serial Year
    2003
  • Journal title
    Mathematical Biosciences
  • Record number

    1588710

    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=1588710