Discrete-Time Conversion for Simulating Finite-Horizon Markov Processes
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Publication:3970579
DOI10.1137/0150085zbMath0825.60043OpenAlexW2128413564MaRDI QIDQ3970579
Bennett L. Fox, Peter W. Glynn
Publication date: 25 June 1992
Published in: SIAM Journal on Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/9471aee5dfd0c205c04b54ede7231967187164b6
Markov processes: estimation; hidden Markov models (62M05) Continuous-time Markov processes on general state spaces (60J25) Operations research and management science (90B99)
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