Mathematical Problems in Engineering 
Volume 4 (1998), Issue 2, Pages 99-114
doi:10.1155/S1024123X9800074X

On deterministic approximation of Markov processes by ordinary differential equations

L. I. Rozonoer1,2

 1Institute of Control Sciences, Moscow, Russia
261 Moraine Street, #4, Belmont 02178, MA, USA
Received 25 September 1996

Abstract

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