Asymptotic expansions of backward equations for two-time-scale Markov chains in continuous time
type: Item
instance of: scholarly article
title: Asymptotic expansions of backward equations for two-time-scale Markov chains in continuous time
zbMATH Open document ID: 1186.60072
author: G. Yin
author: Dung T. Nguyen
published in: Acta Mathematicae Applicatae Sinica. English Series
publication date: 2009-11-13T00:00:00Z
review text: The authors deal with non-homogeneous continuous-time Markov chain in the case of special singular form of the infinitesimal generator and obtain asymptotic expansions for solutions of backward Kolmogorov system. The error bounds are obtained.
reviewed by: Alexander I. Zejfman
Mathematics Subject Classification ID: 60J27
Mathematics Subject Classification ID: 34E05
zbMATH DE Number: 5632913
zbMATH Keywords: Markov chain
zbMATH Keywords: backward equation
zbMATH Keywords: two-time scale
zbMATH Keywords: asymptotic expansion
MaRDI profile type: Publication
full work available at URL: s10255-008-8820-4
OpenAlex ID: W2060242654
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DOI: 10.1007/S10255-008-8820-4
description: scientific article; zbMATH DE number 5632913