Continuous Semi-Markov Processes

Continuous Semi-Markov Processes

Author(s): Boris Harlamov

Published Online: 27 JAN 2010

Print ISBN: 9781848210059

Online ISBN: 9780470610923

DOI: 10.1002/9780470610923

Series Editor(s): Nikolaos Limnios

About this Book

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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