Continuous Semi-Markov Processes
Copyright © 2008 ISTE Ltd.
Author(s): Boris Harlamov
Published Online: 27 JAN 2010
Print ISBN: 9781848210059
Online ISBN: 9780470610923
Series Editor(s): Nikolaos Limnios
About this Book
About The Product
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.