Path integrals for continuous-time Markov chains
From MaRDI portal
Publication:4804744
DOI10.1239/jap/1037816029zbMath1014.60072OpenAlexW2114565488MaRDI QIDQ4804744
Valeri T. Stefanov, Philip K. Pollett
Publication date: 28 April 2003
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1239/jap/1037816029
Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Continuous-time Markov processes on discrete state spaces (60J27)
Related Items (6)
Characteristic function of time-inhomogeneous Lévy-driven Ornstein-Uhlenbeck processes ⋮ Limiting the spread of disease through altered migration patterns ⋮ The effect of clumped population structure on the variability of spreading dynamics ⋮ Real-time growth rate for general stochastic SIR epidemics on unclustered networks ⋮ Integral-type functionals of first hitting times for continuous-time Markov chains ⋮ Extinction times for a birth--death process with two phases
This page was built for publication: Path integrals for continuous-time Markov chains