In deriving the forward equations, we conditioned on the population at time (t) in order to approximate
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In deriving the forward equations, we conditioned on the population at time \(t\) in order to approximate \(P_{i j}(t+h)\). Give a similar argument in which you condition on the population at time \(h\) instead. The resulting differential equations are called the Kolmogorov backward equations.
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Introduction To The Mathematics Of Operations Research With Mathematica
ISBN: 9781574446128
1st Edition
Authors: Kevin J Hastings
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