Markov Processes and their Diffusion Approximations

Zeev Schuss

doi:10.1007/978-1-4419-1605-1_7

Markov Processes and their Diffusion Approximations

Zeev Schuss^*

^*Corresponding author for this work

School of Mathematical Sciences

Research output: Chapter in Book/Report/Conference proceeding › Chapter › peer-review

Abstract

Recall that according to Definition 2.4.1, a stochastic process is a Markov process if for all times and all Borel sets in its multidimensional conditionalPDF satisfies the equation (7.1).

Original language	English
Title of host publication	Applied Mathematical Sciences (Switzerland)
Publisher	Springer
Pages	207-256
Number of pages	50
DOIs	https://doi.org/10.1007/978-1-4419-1605-1_7
State	Published - 2010

Publication series

Name	Applied Mathematical Sciences (Switzerland)
Volume	170
ISSN (Print)	0066-5452
ISSN (Electronic)	2196-968X

Keywords

Markov Process
Master Equation
Planck Equation
Renewal Process
Solvability Condition

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10.1007/978-1-4419-1605-1_7

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KW - Renewal Process

KW - Solvability Condition

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Markov Processes and their Diffusion Approximations

Abstract

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