On Chiang's explicit solutions for the Kolmogorov differential equations

DOI10.1016/0167-7152(93)90208-ZzbMath0780.60071OpenAlexW2030447597MaRDI QIDQ689557

Larry Zaiqian Shen

Publication date: 30 January 1994

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(93)90208-z

zbMATH Keywords

forward equationmultiple eigenvaluesintensity matrixKolmogorov differential equations

Mathematics Subject Classification ID

Continuous-time Markov processes on discrete state spaces (60J27)

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