Sumários
C27 - TIME INHOMOGENEOUS MARKOV CHAINS
2 Dezembro 2019, 17:00 • Alexandra Bugalho de Moura
8. TIME INHOMOGENEOUS MARKOV CHAINS
8.1. Introduction; Chapman-Kolmogorov equations.
8.2. Kolmogorov’s forward differential equations.
8.3. Probabilities of remaining in states for given time periods.
8.4. Kolmogorov’s backward differential equations.
8.5. Applications in insurance.
C26 - CONTINUOUS TIME HOMOGENEOUS MARKOV CHAINS
29 Novembro 2019, 13:30 • Alexandra Bugalho de Moura
7.4. The embedded Markov chain.
7.5. Stationary and limiting distributions.
Examples and exercises.
C26 - CONTINUOUS TIME HOMOGENEOUS MARKOV CHAINS
25 Novembro 2019, 17:00 • Alexandra Bugalho de Moura
7.3. The forward and backward differential equations.
7.4. The embedded Markov chain.
7.5. Stationary and limiting distributions.