On deterministic approximation of Markov processes by ordinary differential equations

L. I. Rozonoer

Mathematical Problems in Engineering, 1998, vol. 4, 1-16

Abstract:

For a class of Markov processes on the integer multidimensional lattice, it is shown that the evolution of the mean values of some random variables can be approximated by ordinary differential equations. To illustrate the approach, a Markov model of a chemical reaction is considered

Date: 1998
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Persistent link: https://EconPapers.repec.org/RePEc:hin:jnlmpe:520406

DOI: 10.1155/S1024123X9800074X

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