ON DETERMINISTIC APPROXIMATION OF MARKOV-PROCESSES BY ORDINARY DIFFERENTIAL-EQUATIONS

Authors
ROZONOER LI
Citation
Li. Rozonoer, ON DETERMINISTIC APPROXIMATION OF MARKOV-PROCESSES BY ORDINARY DIFFERENTIAL-EQUATIONS, Mathematical problems in engineering (Print), 4(2), 1998, pp. 99-114
Citations number
10
Categorie Soggetti
Mathematics,Engineering,Mathematics
Journal title
Mathematical problems in engineering (Print) → ACNP
ISSN journal
1024123X
Volume
4
Issue
2
Year of publication
1998
Pages
99 - 114
Database
ISI
SICI code
1024-123X(1998)4:2<99:ODAOMB>2.0.ZU;2-H
Abstract
For a class of Markov processes on the integer multidimensional lattic e, it is shown that the evolution of the mean values of some random va riables can be approximated by ordinary differential equations. To ill ustrate the approach, a Markov model of a chemical reaction is conside red.