On an approximation made when analysing stochastic processes

We investigate the effect of a particular mode of approximation by means of four examples of its use; in each case the model approximated is a Markov process with discrete states in continuous time.

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Bibliographic Details
Published in:Journal of applied probability Vol. 13; no. 4; pp. 672 - 683
Main Authors: Morgan, Byron J. T., Hinde, John P.
Format: Journal Article
Language:English
Published: Cambridge, UK Cambridge University Press 01-12-1976
Applied Probability Trust
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Description
Summary:We investigate the effect of a particular mode of approximation by means of four examples of its use; in each case the model approximated is a Markov process with discrete states in continuous time.
ISSN:0021-9002
1475-6072
DOI:10.2307/3212522