Path integrals for continuous-time Markov chains
P. K. Pollett and V. T. Stefanov
Source: J. Appl. Probab. Volume 39, Number 4 (2002), 901-904.
Abstract
This note presents a method of evaluating the distribution of a path integral for Markov chains on a countable state space.
Primary Subjects: 60J27
Secondary Subjects: 60J80
Keywords: Hitting times; extinction times; population processes
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Links and Identifiers
Permanent link to this document: http://projecteuclid.org/euclid.jap/1037816029
Digital Object Identifier: doi:10.1239/jap/1037816029
Mathematical Reviews number (MathSciNet):
MR1938181
Zentralblatt MATH identifier:
1014.60072
