On deterministic approximation of Markov processes by ordinary differential equations
type: Item
instance of: scholarly article
title: On deterministic approximation of Markov processes by ordinary differential equations
zbMATH Open document ID: 0914.60035
DOI: 10.1155/S1024123X9800074X
published in: Mathematical Problems in Engineering
publication date: 1999-06-16T00:00:00Z
full work available at URL: https://eudml.org/doc/48157
review text: Summary: For a class of Markov processes on the integer multidimensional lattice, it is shown that the evolution of the mean values of some random variables can be approximated by ordinary differential equations. To illustrate the approach, a Markov model of a chemical reaction is considered.
Mathematics Subject Classification ID: 60J05
Mathematics Subject Classification ID: 92E20
Mathematics Subject Classification ID: 80A30
zbMATH DE Number: 1233933
zbMATH Keywords: Markov processes
zbMATH Keywords: convergence
zbMATH Keywords: differential equations
zbMATH Keywords: chemical kinetics
author: L. I. Rozonoèr
MaRDI profile type: Publication
description: scientific article; zbMATH DE number 1233933