On the Chapman—Kolmogorov equation-Reference-Cited by-同舟云学术

On the Chapman—Kolmogorov equation

Published:1974-05-09 Issue:1259 Volume:276 Page:341-369
ISSN:0080-4614
Container-title:Philosophical Transactions of the Royal Society of London. Series A, Mathematical and Physical Sciences
language:en
Short-container-title:Phil. Trans. R. Soc. Lond. A

Author:

Abstract

In the form considered in this paper, the Chapman-Kolmogorov equation connects a doubly infinite collection of functions, and imposes complex constraints on each of them. The main theorems characterize the functions which satisfy these constraints, and generalize known results in the theory of continuous-time Markov chains.

Publisher

The Royal Society

Subject

General Engineering

Link

https://royalsocietypublishing.org/doi/pdf/10.1098/rsta.1974.0025

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