NUMERIC AND EXACT SOLUTIONS OF THE NONLINEAR CHAPMAN–KOLMOGOROV EQUATION: A CASE STUDY FOR A NONLINEAR SEMI-GROUP MARKOV MODEL

DOI10.1142/S0217979209053497zbMath1196.60131OpenAlexW2041076165MaRDI QIDQ3401847

Till D. Frank

Publication date: 1 February 2010

Published in: International Journal of Modern Physics B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0217979209053497

zbMATH Keywords

numerical simulationnonlinear Markov process,recurrent random sequencestability analysis,conditional probability densities

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Discrete-time Markov processes on general state spaces (60J05) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20)

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