Approximation of the marginal distributions of a semi-Markov process using a finite volume scheme

DOI10.1051/m2an:2004043zbMath1078.60075OpenAlexW1985637776MaRDI QIDQ5315488

Christiane Cocozza-Thivent, Robert Eymard

Publication date: 8 September 2005

Published in: ESAIM: Mathematical Modelling and Numerical Analysis (Search for Journal in Brave)

Full work available at URL: http://www.numdam.org/item?id=M2AN_2004__38_5_853_0

Mathematics Subject Classification ID

Markov renewal processes, semi-Markov processes (60K15) Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60)

Related Items (3)

Approximation of the marginal distributions of a semi-Markov process using a finite volume scheme ⋮ Numerical bounds for semi-Markovian quantities and application to reliability ⋮ Bounds and approximations for continuous-time Markovian transition probabilities and large systems

Cites Work

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• Approximation of the marginal distributions of a semi-Markov process using a finite volume scheme
• A finite-volume scheme for dynamic reliability models

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