Forward differential equation derivation step

Discussion in 'CT4' started by deepakraomore, Apr 9, 2016.

  1. deepakraomore

    deepakraomore Member

    \(P_{ij} (t+h)=\sum h \enspace \mu_{ik}\enspace P_{kj}(t) + (1 + h \enspace \mu_{ii})\enspace P_{ij}(t) + o(h)\)

    On Rhs how the term \((1 + h \enspace \mu_{ii})\enspace P_{ij}(t)\) comes?

    Reference solution to question 5.10, page 55 of chap 5
     
    Last edited by a moderator: Apr 9, 2016
  2. Julie Lewis

    Julie Lewis Member

    Using eqn 5.7 from p16 of Ch5.
     

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