Some Bounds on the Error in Approximating Transition Probabilities in Continuous-Time Markov Processes
type: Item
instance of: scholarly article
title: Some Bounds on the Error in Approximating Transition Probabilities in Continuous-Time Markov Processes
zbMATH Open document ID: 0744.60082
DOI: 10.1137/1034005
published in: SIAM Review
publication date: 1992-06-28T00:00:00Z
Mathematics Subject Classification ID: 60J27
Mathematics Subject Classification ID: 60J35
zbMATH DE Number: 38458
zbMATH Keywords: coupling
zbMATH Keywords: matrix exponential
zbMATH Keywords: method of approximating the matrix of transition probabilities
author: John E. Angus
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1137/1034005
OpenAlex ID: W2072594299
description: scientific article; zbMATH DE number 38458