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Analysis of Markov Jump Processes under Terminal Constraints

Many probabilistic inference problems such as stochastic filtering or the computation of rare event probabilities require model analysis under initial and terminal constraints. We propose a solution to this bridging problem for the widely used class of population-structured Markov jump processes. Th...

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Detalles Bibliográficos
Autores principales: Backenköhler, Michael, Bortolussi, Luca, Großmann, Gerrit, Wolf, Verena
Formato: Online Artículo Texto
Lenguaje:English
Publicado: 2021
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7979204/
http://dx.doi.org/10.1007/978-3-030-72016-2_12