Asymptotic expansions of backward equations for two-time-scale Markov chains in continuous time

DOI10.1007/s10255-008-8820-4zbMath1186.60072OpenAlexW2060242654MaRDI QIDQ1036925

G. George Yin, Dung Tien Nguyen

Publication date: 13 November 2009

Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10255-008-8820-4

zbMATH Keywords

asymptotic expansionMarkov chaintwo-time scalebackward equation

Mathematics Subject Classification ID

Continuous-time Markov processes on discrete state spaces (60J27) Asymptotic expansions of solutions to ordinary differential equations (34E05)

Related Items (1)

Quasi-stationary distributions for perturbed discrete time regenerative processes

Cites Work

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