On the differential equations for the transition probabilities of Markov processes with enumerably many states
1953 ◽
Vol 49
(2)
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pp. 247-262
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Keyword(s):
Let pik (s, t) (i, k = 1, 2, …; s ≤ t) be the transition probabilities of a Markov process in a system with an enumerable set of states. The states are labelled by positive integers, and pik (s, t) is the conditional probability that the system be in state k at time t, given that it was in state i at an earlier time s. If certain regularity conditions are imposed on the pik, they can be shown to satisfy the well-known Kolmogorov equations§
1993 ◽
Vol 6
(4)
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pp. 385-406
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1973 ◽
Vol 5
(01)
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pp. 66-102
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Keyword(s):
1986 ◽
Vol 38
(2)
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pp. 397-415
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1973 ◽
Vol 73
(1)
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pp. 119-138
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2017 ◽
Vol 50
(1)
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pp. 24-31
1970 ◽
Vol 7
(02)
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pp. 388-399
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