On deterministic approximation of Markov processes by ordinary differential equations. (English) Zbl 0914.60035

Rozonoer, L. I.

Math. Probl. Eng. 4, No. 2, 99-114 (1998).

Summary: For a class of Markov processes on the integer multidimensional lattice, it is shown that the evolution of the mean values of some random variables can be approximated by ordinary differential equations. To illustrate the approach, a Markov model of a chemical reaction is considered.

MSC:

60J05	Discrete-time Markov processes on general state spaces
92E20	Classical flows, reactions, etc. in chemistry
80A30	Chemical kinetics in thermodynamics and heat transfer

Keywords:

Markov processes; convergence; differential equations; chemical kinetics