A system of ordinary differential equations describing a stationary distribution of a Markov process with the phase space R × {1; 2; … M} is considered. A numerical method for… Click to show full abstract
A system of ordinary differential equations describing a stationary distribution of a Markov process with the phase space R × {1; 2; … M} is considered. A numerical method for finding and calculating its solution being a probability density function is proposed.
               
Click one of the above tabs to view related content.