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- W2022287010 abstract "Abstract In this paper we propose a new method for the numerical resolution of the Kolmogorov equations for continuous time Markov chains. The numerical treatment required is very simple as for the discrete time Markov chain. An accurate error analysis is derived by Shur's theorem." @default.
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- W2022287010 date "1988-01-01" @default.
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- W2022287010 title "A note on the computation of Markovian systems" @default.
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- W2022287010 doi "https://doi.org/10.1016/0951-8320(88)90107-x" @default.
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