Sumários
Lecture 31
6 Dezembro 2023, 10:30 • José Pedro Gaivão
Introduction to inhomogeneous continuous time Markov Chains.
Chapman-Kolmogorov equations. Kolmogorov’s forward differential equations. Probabilities of remaining in states for given time periods. Kolmogorov’s backward differential equations. Applications in insurance.
Lecture 30
4 Dezembro 2023, 11:00 • José Pedro Gaivão
The embedded Markov chain.
Stationary and limiting distributions.
Examples.
Lecture 29
29 Novembro 2023, 10:30 • José Pedro Gaivão
The forward and backward differential equations. Probabilities of remaining in states for given time periods. The embedded Markov chain.