Solutions of ordinary differential equations as limits of pure jump markov processes
作者： Thomas G. Kurtz
DOI: 10.2307/3212147
关键词: Bernoulli differential equation 、 Differential equation 、 Applied mathematics 、 Explicit and implicit methods 、 Stochastic partial differential equation 、 Differential algebraic equation 、 Ordinary differential equation 、 Exact differential equation 、 Mathematics 、 Mathematical analysis 、 Integrating factor
摘要: 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.
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sci-hub.se 参考文章(2)
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A. A. Walters, John G. Kemeny, J. Laurie Snell, Mathematical Models in the Social Sciences Journal of the Royal Statistical Society: Series A (General). ,vol. 127, pp. 131- 132 ,(1964) , 10.2307/2982303