A note on error bounds for approximating transition probabilities in continuous-time Markov chains

N.M. van Dijk

Research output: Working paper / Preprint › Working paper › Professional

67 Downloads (Pure)

Original language	English
Place of Publication	Amsterdam
Publisher	Faculty of Economics and Business Administration, Vrije Universiteit Amsterdam
Publication status	Published - 1987

Name	Serie Research Memoranda
No.	1987-51

Access to Document

@techreport{eb5467193e8b4c9cb791323190e38632,

title = "A note on error bounds for approximating transition probabilities in continuous-time Markov chains",

author = "{van Dijk}, N.M.",

year = "1987",

language = "English",

series = "Serie Research Memoranda",

publisher = "Faculty of Economics and Business Administration, Vrije Universiteit Amsterdam",

number = "1987-51",

type = "WorkingPaper",

institution = "Faculty of Economics and Business Administration, Vrije Universiteit Amsterdam",

}

TY - UNPB

T1 - A note on error bounds for approximating transition probabilities in continuous-time Markov chains

AU - van Dijk, N.M.

PY - 1987

Y1 - 1987

M3 - Working paper

T3 - Serie Research Memoranda

BT - A note on error bounds for approximating transition probabilities in continuous-time Markov chains

PB - Faculty of Economics and Business Administration, Vrije Universiteit Amsterdam

CY - Amsterdam

ER -