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Asymptotic Expansions of Solutions for Forward Equations

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Book cover Continuous-Time Markov Chains and Applications

Part of the book series: Stochastic Modelling and Applied Probability ((SMAP,volume 37))

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Abstract

This chapter is concerned with the analysis of the probability distributions of two-time-scale Markov chains. We aim to approximate the solution of forward equation by means of sequences of functions so that the desired accuracy is reached. As alluded to in Chapter 1, we devote our attention to nonstationary Markov chains with time-varying generators.

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  1. Department of Mathematics, Wayne State University, Detroit, Michigan, USA

    G. George Yin

  2. Department of Mathematics, University of Georgia, Athens, Georgia, USA

    Qing Zhang

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Yin, G.G., Zhang, Q. (2013). Asymptotic Expansions of Solutions for Forward Equations. In: Continuous-Time Markov Chains and Applications. Stochastic Modelling and Applied Probability, vol 37. Springer, New York, NY. https://doi.org/10.1007/978-1-4614-4346-9_4

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