A Markov chain is a Markov process with a countable state space, observed at integer times, with transition matrix . A continuous-time Markov chain is a right-continuous Markov process with a countable state space whose transition probabilities do not depend on .
Quantitative Finance · Glossaire
Qu'est-ce que « Markov chain, continuous-time Markov chain » ?
Aussi appelé : Markov chain · continuous-time Markov chain