Continuous semi-Markov processes
Boris Harlamov
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, LГ©vy 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.
年:
2008
出版社:
Wiley
语言:
english
页:
377
ISBN 10:
1848210051
ISBN 13:
9781848210059
系列:
Applied Stochastic Methods
文件:
PDF, 1.87 MB
IPFS:
,
english, 2008