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About Continuous semi-Markov processes
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.
Detailed Information
| Author: | Boris Harlamov |
|---|---|
| Publication Year: | 2008 |
| ISBN: | 1848210051 |
| Pages: | 377 |
| Language: | English |
| File Size: | 1.867 |
| Format: | |
| Price: | FREE |
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