Solutions of ordinary differential equations as limits of pure jump markov processes
- 1 April 1970
- journal article
- Published by Cambridge University Press (CUP) in Journal of Applied Probability
- Vol. 7 (1) , 49-58
- https://doi.org/10.2307/3212147
Abstract
In a great variety of fields, e.g., biology, epidemic theory, physics, and chemistry, ordinary differential equations are used to give continuous deterministic models for dynamic processes which are actually discrete and random in their development. Perhaps the simplest example is the differential equation used to describe a number of processes including radioactive decay and population growth.Keywords
This publication has 2 references indexed in Scilit:
- Extensions of Trotter's operator semigroup approximation theoremsJournal of Functional Analysis, 1969
- Markov ProcessesPublished by Springer Nature ,1965