On Continuum Approximations of Discrete-State Markov Processes of Large System Size

DOI10.1137/20M1332293zbMath1465.60068OpenAlexW3126121296WikidataQ114074205 ScholiaQ114074205MaRDI QIDQ5857923

Davin Lunz

Publication date: 8 April 2021

Published in: Multiscale Modeling & Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/20m1332293

zbMATH Keywords

stochastic processesMarkov processesasymptotic analysisWKB approximationcontinuum approximationfirst-passage times

Mathematics Subject Classification ID

Continuous-time Markov processes on discrete state spaces (60J27) Fokker-Planck equations (35Q84)

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