title: Particular solutions of the Chapman—Kolmogorov equation for multi-dimensional-state Markov process with continuous time
metadata.name: dc.contributor.author
metadata.value: Miroshin, Roman N.
metadata.lang: -
metadata.name: dc.date.accessioned
metadata.value: 2016-08-01T10:44:13Z
metadata.lang: -
metadata.name: dc.date.available
metadata.value: 2016-08-01T10:44:13Z
metadata.lang: -
metadata.name: dc.date.issued
metadata.value: 2016-06
metadata.lang: -
metadata.name: dc.identifier.uri
metadata.value: http://hdl.handle.net/11701/2458
metadata.lang: -
metadata.name: dc.description.abstract
metadata.value: The bilinear integral Chapman—Kolmogorov equation defines the dynamics behavior of a Markov process.
  The task of its immediate solution without the linearization was set in 1932 by S. N. Bernstein and partially
  was solved in 1961 by O. V. Sarmanov as bilinear series. In 2007–2010 author found several partial solutions
  of the above equation in the form of both a series of the Sarmanov-type and an integral. It was assumed
  that the state space of a Markov process was one-dimensional. In the article three particular solutions are
  found as integrals for multi-dimensional-state Markov process. Results are illustrated with five examples,
  one of which shows that it is the solution of the original equation that does not have a probabilistic sense.
  Refs 8.
metadata.lang: en_GB
metadata.name: dc.language.iso
metadata.value: ru
metadata.lang: en_GB
metadata.name: dc.publisher
metadata.value: St Petersburg State University
metadata.lang: en_GB
metadata.name: dc.relation.ispartofseries
metadata.value: Vestnik of St Petersburg University. Series 1. Mathematics. Mechanics. Astronomy;Vol. 3 (61); Issue 2
metadata.lang: -
metadata.name: dc.subject
metadata.value: multi-dimensional-state Markov process with continuous time
metadata.lang: en_GB
metadata.name: dc.subject
metadata.value: solutions of the Chapman—Kolmogorov equation
metadata.lang: en_GB
metadata.name: dc.subject
metadata.value: transition probability
metadata.lang: en_GB
metadata.name: dc.subject
metadata.value: functional equations
metadata.lang: en_GB
metadata.name: dc.title
metadata.value: Particular solutions of the Chapman—Kolmogorov equation for multi-dimensional-state Markov process with continuous time
metadata.lang: en_GB
metadata.name: dc.type
metadata.value: Article
metadata.lang: en_GB
resources.filename: Мирошин.pdf
resources.url: https://dspace.spbu.ru/bitstream/11701/2458/1/%d0%9c%d0%b8%d1%80%d0%be%d1%88%d0%b8%d0%bd.pdf
resources.format: Adobe PDF
resources.size: 232,31 kB