Some Bounds on the Error in Approximating Transition Probabilities in Continuous-Time Markov Processes

DOI10.1137/1034005zbMath0744.60082OpenAlexW2072594299MaRDI QIDQ3990665

John E. Angus

Publication date: 28 June 1992

Published in: SIAM Review (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/1034005

zbMATH Keywords

couplingmatrix exponentialmethod of approximating the matrix of transition probabilities

Mathematics Subject Classification ID

Continuous-time Markov processes on discrete state spaces (60J27) Transition functions, generators and resolvents (60J35)

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