Continuous Semi-Markov Processes

Nonfiction, Science & Nature, Mathematics, Applied
Cover of the book Continuous Semi-Markov Processes by Boris Harlamov, Wiley
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Author: Boris Harlamov ISBN: 9781118624050
Publisher: Wiley Publication: March 1, 2013
Imprint: Wiley-ISTE Language: English
Author: Boris Harlamov
ISBN: 9781118624050
Publisher: Wiley
Publication: March 1, 2013
Imprint: Wiley-ISTE
Language: English

This title considers the special of random processes known as semi-Markov processes. These possess the Markov property with respect to any intrinsic Markov time such as the first exit time from an open set or a finite iteration of these times.
The class of semi-Markov processes includes strong Markov processes, Lévy and Smith stepped semi-Markov processes, and some other subclasses. Extensive coverage is devoted to non-Markovian semi-Markov processes with continuous trajectories and, in particular, to semi-Markov diffusion processes. Readers looking to enrich their knowledge on Markov processes will find this book a valuable resource.

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This title considers the special of random processes known as semi-Markov processes. These possess the Markov property with respect to any intrinsic Markov time such as the first exit time from an open set or a finite iteration of these times.
The class of semi-Markov processes includes strong Markov processes, Lévy and Smith stepped semi-Markov processes, and some other subclasses. Extensive coverage is devoted to non-Markovian semi-Markov processes with continuous trajectories and, in particular, to semi-Markov diffusion processes. Readers looking to enrich their knowledge on Markov processes will find this book a valuable resource.

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